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~subject:"Markov chain"
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Markov chain
Ölmarkt
4,778
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4,657
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1,948
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1,575
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1,565
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Alam, Md Rafayet
2
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2
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2
Licht, Adrian
2
Lütkepohl, Helmut
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2
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1
Balcilar, Mehmet
1
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1
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ECONIS (ZBW)
32
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1
Modelling crude oil and refined petroleum product spreads : an alternative tool for risk quantification
Velarde Loera, Antonio López
;
Núñez Mora, José Antonio
- In:
Economía teoría y práctica
29
(
2021
)
54
,
pp. 109-136
Persistent link: https://www.econbiz.de/10012617958
Saved in:
2
Nonlinear common trends for the global crude oil market : Markov-switching score-driven models of the multivariate t-distribution
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012221928
Saved in:
3
Impact of oil demand and supply shocks on food-grain prices : a Markov-switching approach
Forhad, Abdur Rahman
;
Alam, Md Rafayet
- In:
Applied economics
54
(
2022
)
10
,
pp. 1199-1211
Persistent link: https://www.econbiz.de/10012875135
Saved in:
4
Consumption- and speculation-led change in demand for oil and the response of base metals : a Markov-switching approach
Alam, Md Rafayet
;
Forhad, Abdur Rahman
;
Sah, Nilesh B.
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013553901
Saved in:
5
Detection of structural regimes and analyzing the impact of crude oil market on Canadian stock market : Markov regime-switching approach
Mahmoudi, Mohammadreza
;
Ghaneei, Hana
- In:
Studies in economics and finance
39
(
2022
)
4
,
pp. 722-734
Persistent link: https://www.econbiz.de/10013355249
Saved in:
6
Multivariate Markov-switching score-driven models : an application to the global crude oil market
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 313-335
Persistent link: https://www.econbiz.de/10013334746
Saved in:
7
Geopolitical risk and oil price volatility : evidence from Markov-switching model
Qian, Lihua
;
Zeng, Qing
;
Li, Tao
- In:
International review of economics & finance : IREF
81
(
2022
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013343484
Saved in:
8
Trader positions and the price of oil in the futures market
Dedi, Valentina
;
Mandilaras, Alex
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 448-460
Persistent link: https://www.econbiz.de/10013543245
Saved in:
9
On the China factor in the world oil market : a regime switching approach
Cross, Jamie
;
Hou, Chenghan
;
Bao Hoang Nguyen
- In:
Energy economics
95
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012816553
Saved in:
10
The impact of oil-market shocks on stock returns in major oil-exporting countries : a Markov-switching approach
Basher, Syed Abul
;
Haug, Alfred Albert
;
Sadorsky, Perry A.
-
2017
Persistent link: https://www.econbiz.de/10011745274
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