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Volatility transmission in crude oil, gold, Standard and Poor's 500 and US Dollar Index futures using vector autoregressive-multivariate generalized autoregressive conditional hete...
Tanattrin Bunnag - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 1, pp. 39-52
Persistent link: https://www.econbiz.de/10011448160
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Examining the relationship of crude oil future price return and agricultural future price return in US
Wei, Ching Chun; Chen, Shu-Min - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 1, pp. 58-64
Persistent link: https://www.econbiz.de/10011448207
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Price discovery in crude oil markets : intraday volatility interactions between crude oil futures and energy exchange traded funds
Ozdurak, Caner; Ulusoy, Veysel - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 3, pp. 402-413
Persistent link: https://www.econbiz.de/10012496957
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The bias in the long run relation between the prices of BRENT and West Texas intermediate crude oils
Azar, Samih Antoine; Salha, Angelic - In: International Journal of Energy Economics and Policy : IJEEP 7 (2017) 1, pp. 44-54
Persistent link: https://www.econbiz.de/10011748942
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Determination of causality in prices of crude oil
Sarwat, Salman; Kashif, Muhammad; Aqil, Muhammad; … - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 4, pp. 298-304
Persistent link: https://www.econbiz.de/10012424658
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The impact of COVID-19 on price volatility of crude oil and natural gas listed on multi commodity exchange of India
Meher, Bharat Kumar; Hawaldar, Iqbal Thonse; Mohapatra, … - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 5, pp. 422-431
Persistent link: https://www.econbiz.de/10012506479
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Crude oil option market parameters and their impact on the cost of hedging by long strap strategy
Łamasz, Bartosz; Iwaszczuk, Natalia - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 1, pp. 471-480
Persistent link: https://www.econbiz.de/10012436144
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Quantifying information transfer between commodities and implied volatilities in the energy markets : a multi-frequency approach
Qabhobho, Thobekile; Asafo-Adjei, Emmanuel; Owusu … - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 5, pp. 472-481
Persistent link: https://www.econbiz.de/10013450599
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WTI crude oil options market prior to and during the COVID-19 pandemic
Łamasz, Bartosz; Michalski, Marek; Puka, Radosław - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 2, pp. 117-128
Persistent link: https://www.econbiz.de/10014316298
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On the time-varying correlations and hedging effectiveness : an analysis of crude oil, gold, and stock market
Sahadudheen, I.; Kumar, P. K. Santhosh - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 6, pp. 353-363
Persistent link: https://www.econbiz.de/10014435115