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~person:"Baumeister, Christiane"
~person:"Yoon, Seong-min"
~source:"econis"
~subject:"Volatility"
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Search: subject:"PETROLEUM"
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Baumeister, Christiane
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ECONIS (ZBW)
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1
Energy markets and global economic conditions
Baumeister, Christiane
;
Korobilis, Dimitris
;
Lee, Thomas
-
2020
usefulness for forecasting real oil prices and global
petroleum
consumption. We find that world industrial production is one of …
Persistent link: https://www.econbiz.de/10012213172
Saved in:
2
Energy markets and global economic conditions
Baumeister, Christiane
;
Korobilis, Dimitris
;
Lee, Thomas
-
2020
Persistent link: https://www.econbiz.de/10012660819
Saved in:
3
Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? : Evidence from an asymmetric MF-DFA approach
Mensi, Walid
;
Lee, Yun-Jung
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012822250
Saved in:
4
Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
Saved in:
5
Energy markets and global economic conditions
Baumeister, Christiane
;
Korobilis, Dimitris
;
Lee, Thomas
-
2020
Persistent link: https://www.econbiz.de/10012221159
Saved in:
6
The influence of oil, gold and stock market index on US equity sectors
BenSaïda, Ahmed
;
Hernandez, Jose Arreola
;
Litimi, Houda
; …
- In:
Applied economics
54
(
2022
)
6
,
pp. 719-732
Persistent link: https://www.econbiz.de/10012874447
Saved in:
7
OPEC news and predictability of oil futures returns and volatility : evidence from a nonparametric causality-in-quantiles approach
Gupta, Rangan
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 206-214
Persistent link: https://www.econbiz.de/10012117774
Saved in:
8
Modeling and forecasting the volatility of
petroleum
futures prices
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Energy economics
36
(
2013
),
pp. 354-362
Persistent link: https://www.econbiz.de/10009724686
Saved in:
9
How do OPEC news and structural breaks impact returns and volatility in crude oil markets? : further evidence from a long memory process
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
42
(
2014
),
pp. 343-354
Persistent link: https://www.econbiz.de/10010503579
Saved in:
10
The role of time-varying price elasticities in accounting for volatility changes in the crude oil Market
Baumeister, Christiane
;
Peersman, Gert
-
2011
There has been a systematic increase in the volatility of the real price of crude oil since 1986, followed by a decline in the volatility of oil production since the early 1990s. We explore reasons for this evolution. We show that a likely explanation of this empirical fact is that both the...
Persistent link: https://www.econbiz.de/10009382056
Saved in:
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