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~language:"eng"
~person:"Chevallier, Julien"
~person:"Verleger, Philip K."
~subject:"Risikomanagement"
~subject:"USA"
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Chevallier, Julien
Verleger, Philip K.
Caruana, Leonard
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A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
Saved in:
2
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
3
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian
;
Chevallier, Julien
;
Zhu, Bangzhu
- In:
Energy economics
85
(
2020
),
pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
Saved in:
4
Structure matters : oil markets enter the Adelman era
Verleger, Philip K.
- In:
The energy journal
36
(
2015
),
pp. 129-157
Persistent link: https://www.econbiz.de/10011494142
Saved in:
5
The margin, currency, and the price of oil
Verleger, Philip K.
- In:
Business economics : the journal of the National …
46
(
2011
)
2
,
pp. 71-82
Persistent link: https://www.econbiz.de/10009240007
Saved in:
6
Was Metallgesellschaft's use of petroleum futures part of a rational corporate strategy
Verleger, Philip K.
- In:
Journal of energy finance & development
4
(
1999
)
1
,
pp. 89-115
Persistent link: https://www.econbiz.de/10001473119
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