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Long-run determinants of the Brazilian real : a closer look at commodities
Kohlscheen, Emanuel - In: International journal of finance & economics : IJFE 19 (2014) 4, pp. 239-250
Persistent link: https://www.econbiz.de/10010471917
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Vines climbing higher : risk management for commodity futures markets using a regular vine copula approach
Li, Hemei; Liu, Zhenya; Wang, Shixuan - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2438-2457
Persistent link: https://www.econbiz.de/10013184895
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The role of intermediary capital risk in predicting oil volatility
Yin, Libo - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 401-416
Persistent link: https://www.econbiz.de/10012814586
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Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria; Ma, Feng; Huang, Dengshi - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
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Inventory information arrival and the crude oil futures market
Chebbi, Tarek; Hmedat, Waleed - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 1513-1533
Persistent link: https://www.econbiz.de/10014533269
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Breaks in term structures : evidence from the oil futures markets
Horváth, Lajos; Liu, Zhenya; Miller, Curtis; Tang, Weiqing - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 2317-2341
Persistent link: https://www.econbiz.de/10014533420
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Do Dow Jones Islamic equity indices undergo speculative pressure? : new insights from a nonlinear and asymmetric analysis
Arfaoui, Mongi; Raggad, Bechir - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 1582-1601
Persistent link: https://www.econbiz.de/10014253426
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Does crude oil futures price really help to predict spot oil price? : new evidence from density forecasting
Bai, Lan; Li, Xiafei; Wei, Yu; Wei, Guiwu - In: International journal of finance & economics : IJFE 27 (2022) 3, pp. 3694-3712
Persistent link: https://www.econbiz.de/10013330741
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Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei; Wei, Yu; Chen, Xiaodan; Ma, Feng; Liang, Chao; … - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
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Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui; Ma, Feng; Zhang, Yaojie; Wei, Yu - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377