Narrow search
Showing 1 - 10 of 189
Cover Image
Estimating multi-period value at risk of oil futures prices
Zhou, Chunyang; Qin, Xiao; Diao, Xundi; He, Yingchen - In: Applied economics 48 (2016) 31/33, pp. 2994-3004
Persistent link: https://www.econbiz.de/10011615344
Cover Image
Testing the efficiency of the futures market for crude oil in the presence of a structural break
Stevens, Jason; Lamirande, P. de - In: Applied economics 46 (2014) 31/33, pp. 4053-4059
Persistent link: https://www.econbiz.de/10010421854
Cover Image
Forecasting realized volatility of crude oil futures with equity market uncertainty
Wen, Fenghua; Zhao, Yupei; Zhang, Minzhi; Hu, Chunyang - In: Applied economics 51 (2019) 59, pp. 6411-6427
Persistent link: https://www.econbiz.de/10012197349
Cover Image
Covariance breakdowns and connectedness of crude oil futures markets with non-synchronous data
Luo, Jiawen; Chen, Langnan; Zhang, Weiguo - In: Applied economics 51 (2019) 5, pp. 422-443
Persistent link: https://www.econbiz.de/10012160576
Cover Image
Is economic policy uncertainty important to forecast the realized volatility of crude oil futures?
Ma, Feng; Wahab, M. I. M.; Liu, Jing; Liu, Li - In: Applied economics 50 (2018) 18, pp. 2087-2101
Persistent link: https://www.econbiz.de/10011849647
Cover Image
The dynamic relationship between the US GDP, imports and domestic production of crude oil
Jabir, Imad A. - In: Applied economics 41 (2009) 22/24, pp. 3171-3178
Persistent link: https://www.econbiz.de/10003895131
Cover Image
Causality in crude oil prices
Wlazlowski, Szymon; Hagströmer, Björn; Giulietti, Monica - In: Applied economics 43 (2011) 22/24, pp. 3337-3347
Persistent link: https://www.econbiz.de/10009357383
Cover Image
Oil prices and life satisfaction : asymmetries between oil exporting and oil importing countries
Nugent, Jeffrey B.; Switek, Malgorzata - In: Applied economics 45 (2013) 31/33, pp. 4603-4628
Persistent link: https://www.econbiz.de/10010225014
Cover Image
The role of crude oil demand and supply shocks on exchange rates : empirical evidence from South Korea
Baek, Jungho - In: Applied economics 56 (2024) 7, pp. 826-835
Persistent link: https://www.econbiz.de/10014440140
Cover Image
Do gasoline prices respond to non-US and US oil supply shocks?
Kang, Wensheng; Perez de Gracia, Fernando; Ratti, Ronald A. - In: Applied economics 53 (2021) 56, pp. 6488-6496
Persistent link: https://www.econbiz.de/10012697925