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Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs
Chang, Chia-Lin - 2018
The purpose of the paper is to examine latent volatility Granger causality for four renewable energy Exchange Traded Funds (ETFs) and crude oil ETF (USO), namely solar (TAN), wind (FAN), water (PIO), and nuclear (NLR). Data on the renewable energy and crude oil ETFs are from 18 June 2008 to 20...
Persistent link: https://www.econbiz.de/10012918304
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Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano; Chang, Chia-Lin; McAleer, Michael - In: International review of economics & finance : IREF 59 (2019), pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
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Slopes, spreads, and depth : monetary policy announcements and liquidity provision in the energy futures market
Smales, L. A. - In: International review of economics & finance : IREF 59 (2019), pp. 234-252
Persistent link: https://www.econbiz.de/10012202514
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A novel hybrid strategy for crude oil future hedging based on the combination of three minimum-CVaR models
Su, Kuangxi; Yao, Yinhong; Zheng, Chengli; Xie, Wenzhao - In: International review of economics & finance : IREF 83 (2023), pp. 35-50
Persistent link: https://www.econbiz.de/10014239896
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Investor sentiment spillover effect and market quality in crude oil futures
Chen, Yu-Lun; Moh, Wan Shin; Chang, Ya-Kai - In: International review of economics & finance : IREF 82 (2022), pp. 177-193
Persistent link: https://www.econbiz.de/10013543090