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Volatility spillovers in commodity markets
Chevallier, Julien; Ielpo, Florian - In: Applied economics letters 20 (2013) 13/15, pp. 1211-1227
Persistent link: https://www.econbiz.de/10010198563
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Understanding momentum in commodity markets
Chevallier, Julien; Gatumel, Mathieu; Ielpo, Florian - In: Applied economics letters 20 (2013) 13/15, pp. 1383-1402
Persistent link: https://www.econbiz.de/10010203400
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How is volatility in commodity markets linked to oil price shocks?
Ahmadi, Maryam; Behmiri, Niaz Bashiri; Manera, Matteo - In: Energy economics 59 (2016), pp. 11-23
Persistent link: https://www.econbiz.de/10011699432
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Supplement issue: Special issue on recent approaches to modelling oil and energy commodity prices
Manera, Matteo (contributor) - 2014
Persistent link: https://www.econbiz.de/10011299347
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Editorial: Special issue of Energy Economics on "Recent approaches to modelling oil and energy commodity prices"
Manera, Matteo - In: Energy economics 46 (2014), pp. 3-7
Persistent link: https://www.econbiz.de/10011299357
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Special issue on Dynamics of oil and commodities prices
Manera, Matteo (ed.); Serletis, Apostolos (ed.) - 2018
Persistent link: https://www.econbiz.de/10011916639
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Introduction to Macroeconomic dynamics Special issue on dynamics of oil and commodities prices
Manera, Matteo; Serletis, Apostolos - In: Macroeconomic dynamics 22 (2018) 3, pp. 541-545
Persistent link: https://www.econbiz.de/10011916642
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Understanding dynamic conditional correlations between oil, natural gas and non-energy commodity futures markets
Behmiri, Niaz Bashiri; Manera, Matteo; Nicolini, Marcella - In: The energy journal 40 (2019) 2, pp. 55-76
Persistent link: https://www.econbiz.de/10012037403
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Modelling futures price volatility in energy markets : is there a role for financial speculation?
Manera, Matteo; Nicolini, Marcella; Vignati, Ilaria - In: Energy economics 53 (2016), pp. 220-229
Persistent link: https://www.econbiz.de/10011660521
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Fundamental and financial influences on the co-movement of oil and gas prices
Bunn, Derek W.; Chevallier, Julien; LePen, Yannick; … - In: The energy journal 38 (2017) 2, pp. 201-228
Persistent link: https://www.econbiz.de/10011661711