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Modeling and forecasting the volatility of petroleum futures prices
Kang, Sang Hoon; Yoon, Seong-min - In: Energy economics 36 (2013), pp. 354-362
Persistent link: https://www.econbiz.de/10009724686
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Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
Arouri, Mohamed; Lahiani, Amine; Lévy, Aldo; Nguyen, … - In: Energy economics 34 (2012) 1, pp. 283-293
Persistent link: https://www.econbiz.de/10009618848
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Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
Chkili, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong - In: Energy economics 41 (2014), pp. 1-18
Persistent link: https://www.econbiz.de/10010374635
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Inflation in Mozambique : empirical facts based on persistence, seasonality and breaks
Gil-Alaña, Luis A.; Barros, Carlos Pestana; Faria, … - In: Applied economics 46 (2014) 19/21, pp. 2545-2555
Persistent link: https://www.econbiz.de/10010417196
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Long memory and structural breaks in the returns and volatility of gold : evidence from Turkey
Uludag, Berna Kirkulak; Lkhamazhapov, Zorikto - In: Applied economics 46 (2014) 31/33, pp. 3777-3787
Persistent link: https://www.econbiz.de/10010419924
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Persistence and cycles in historical oil price data
Gil-Alaña, Luis A.; Gupta, Rangan - In: Energy economics 45 (2014), pp. 511-516
Persistent link: https://www.econbiz.de/10010506552
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Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries
André, Christophe; Gil-Alaña, Luis A.; Gupta, Rangan - In: Applied economics 46 (2014) 16/18, pp. 2127-2138
Persistent link: https://www.econbiz.de/10010413319
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Long memory and efficiency of Bitcoin during COVID-19
Wu, Xiang; Wu, Liang; Chen, Shujuan - In: Applied economics 54 (2022) 4, pp. 375-389
Persistent link: https://www.econbiz.de/10012874043
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Fundamental pricing laws and long memory effects in the day-ahead power market
Thomaidis, Nikolaos S.; Biskas, Pandelis N. - In: Energy economics 100 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10012990262
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Forecasting crude oil and refined products volatilities and correlations : new evidence from fractionally integrated multivariate GARCH models
Marchese, Malvina; Kyriakou, Ioannis; Tamvakis, Michael; … - In: Energy economics 88 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012516745