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subject:"Volatility"
~isPartOf:"Energy economics"
~person:"Dreger, Christian"
~person:"Lee, Chien-chiang"
~subject:"Cointegration"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Prognoseverfahren"
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Volatility
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Estimation
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Oil price
4
Welt
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Dreger, Christian
Lee, Chien-chiang
Ma, Feng
8
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7
Bouri, Elie
5
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4
Yoon, Seong-min
4
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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1
Capturing the dynamics of the China crude oil futures : Markov switching, co-movement, and volatility forecasting
Liu, Min
;
Lee, Chien-chiang
- In:
Energy economics
103
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013364085
Saved in:
2
Re-examining the movements of crude oil spot and futures prices over time
Holmes, Mark J.
;
Otero, Jesús G.
- In:
Energy economics
82
(
2019
),
pp. 224-236
Persistent link: https://www.econbiz.de/10012173925
Saved in:
3
The relationship between spot and futures oil prices : do structural breaks matter?
Chen, Pei-fen
;
Lee, Chien-chiang
;
Zeng, Jhih-hong
- In:
Energy economics
43
(
2014
),
pp. 206-217
Persistent link: https://www.econbiz.de/10010504823
Saved in:
4
Energy consumption and economic growth : new insights into the cointegration relationship
Belke, Ansgar
;
Dobnik, Frauke
;
Dreger, Christian
- In:
Energy economics
33
(
2011
)
5
,
pp. 782-789
Persistent link: https://www.econbiz.de/10009383055
Saved in:
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