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Parameter instability, stochastic volatility and estimation based on simulated likelihood : evidence from the crude oil market
Nonejad, Nima
- In:
Economic modelling
61
(
2017
),
pp. 388-408
Persistent link: https://www.econbiz.de/10011736901
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112
On the influence of US monetary policy on crude oil price volatility
Amendola, Alessandra
;
Candila, Vincenzo
;
Scognamillo, …
- In:
Empirical economics : a journal of the Institute for …
52
(
2017
)
1
,
pp. 155-178
Persistent link: https://www.econbiz.de/10011631589
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113
Modelling oil and gas stock returns using multi factor asset pricing model including oil price exposure
Sanusi, Muhammad Surajo
;
Ahmad, Farooq
- In:
Finance research letters
18
(
2016
),
pp. 89-99
Persistent link: https://www.econbiz.de/10011656714
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114
Fossil fuel price uncertainty and feedstock edible oil prices : evidence from MGARCH-M and VIRF analysis
Hasanov, Akram Shavkatovich
;
Do, Hung Xuan
;
Shaiban, …
- In:
Energy economics
57
(
2016
),
pp. 16-27
Persistent link: https://www.econbiz.de/10011698255
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115
Country-specific oil supply shocks and the global economy : a counterfactual analysis
Mohaddes, Kamiar
;
Pesaran, M. Hashem
- In:
Energy economics
59
(
2016
),
pp. 382-399
Persistent link: https://www.econbiz.de/10011699690
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116
Sentiment in oil markets
Deeney, Peter
;
Cummins, Mark
;
Dowling, Michael
; …
- In:
International review of financial analysis
39
(
2015
),
pp. 179-185
Persistent link: https://www.econbiz.de/10011573179
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117
A framework for crude oil scheduling in an integrated terminal-refinery system under supply uncertainty
Oliveira, Fabricio
;
Nunes, Paulo Maçãs
;
Blajberg, R.
; …
- In:
European journal of operational research : EJOR
252
(
2016
)
2
,
pp. 635-645
Persistent link: https://www.econbiz.de/10011457764
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118
Transformer-based forecasting for intraday trading in the Shanghai crude oil market : Analyzing open-high-low-close prices
Huang, Wenyang
;
Gao, Tianxiao
;
Hao, Yun
;
Wang, Xiuqing
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-18
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119
The dynamics of crude oil future prices on China's energy markets : quantile-on-quantile and casualty-in-quantiles approaches
Meng, Juan
;
Mo, Bin
;
Nie, He
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1853-1871
Persistent link: https://www.econbiz.de/10014433018
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120
Analyzing the asymmetric effects of crude oil price changes on China's
petroleum
product prices
Liao, Xianchun
;
Baek, Jungho
- In:
The Singapore economic review
68
(
2023
)
5
,
pp. 1751-1770
Persistent link: https://www.econbiz.de/10014436227
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