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Forecasting of clean energy market volatility : the role of oil and the technology sector

Lyócsa, Štefan; Todorova, Neda - In: Energy economics 132 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10015047103

Inventory announcements, jump dynamics, volatility and trading volume in U.S. energy futures markets

Bjursell, Johan; Gentle, James E.; Wang, George H. K. - In: Energy economics 48 (2015), pp. 336-349

Persistent link: https://www.econbiz.de/10011533829

Microstructure invariance in U.S. stock market trades

Kyle, Albert S.; Obižaeva, Anna; Tuzun, Tugkan - 2016 - This draft: April 19, 2016

This paper studies invariance relationships in tick-by-tick transaction data in the U.S. stock market. Over the 1993–2001 period, the estimated monthly regression coefficients of the log of trade arrival rate on the log of trading activity have an almost constant value of 0.666, strikingly...

Persistent link: https://www.econbiz.de/10011500337

Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs

Kang, Sang Hoon; Hernandez, Jose Arreola; Sadorsky, Perry A. - In: Energy economics 99 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012939407

New empirical evidence in support of the theory of price volatility of storable commodities under rational expectations in spot and futures markets

Goetz, Cole; Miljkovic, Dragan; Barabanov, Nikita - In: Energy economics 100 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10012990234

What drives volatility of the US oil and gas firms?

Lyócsa, Štefan; Todorova, Neda - In: Energy economics 100 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012990237

Oil price and US dollar exchange rate : change detection of bi-directional causal impact

Albulescu, Claudiu Tiberiu; Ajmi, Ahdi Noomen - In: Energy economics 100 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012990364

The asymmetric impact of oil prices, interest rates and oil price uncertainty on unemployment in the US

Kocaarslan, Baris; Soytas, Mehmet Ali; Soytaş, Uǧur - In: Energy economics 86 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012511482

How do oil price shocks affect the output volatility of the U.S. energy mining industry? : the roles of structural oil price shocks

Jiang, Yong; Zhou, Zhongbao; Liu, Qing; Lin, Ling; … - In: Energy economics 87 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012512330

Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence

Wang, Jiqian; Huang, Yisu; Ma, Feng; Chevallier, Julien - In: Energy economics 91 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012518664