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Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie; Ma, Feng; Li, Pan; Li, Tao - In: Applied economics letters 30 (2023) 7, pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
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Volatility forecasting for crude oil futures
Marzo, Massimiliano; Zagaglia, Paolo - In: Applied economics letters 17 (2010) 16/18, pp. 1587-1599
Persistent link: https://www.econbiz.de/10009232176
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Forecasting comparison between two nonlinear models : fuzzy regression versus SETAR
Feng, Hui - In: Applied economics letters 18 (2011) 16/18, pp. 1623-1627
Persistent link: https://www.econbiz.de/10009383409
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Forecasting oil futures price volatility with economic policy uncertainty : a CARR-MIDAS model
Wu, Xinyu; Cui, Hao; Wang, Lu - In: Applied economics letters 30 (2023) 2, pp. 120-125
Persistent link: https://www.econbiz.de/10013553019
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Do transaction costs prevent arbitrage in the market for crude oil? : evidence from a threshold autoregression
Stevens, Jason - In: Applied economics letters 22 (2015) 1/3, pp. 169-172
Persistent link: https://www.econbiz.de/10010482015
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Nonlinear price dynamics between CO 2 futures and Brent
Peri, Massimo; Baldi, Lucia - In: Applied economics letters 18 (2011) 13/15, pp. 1207-1211
Persistent link: https://www.econbiz.de/10009348179
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Causality patterns for Brent, WTI, and Argus oil prices
Coronado, Semei; Fullerton, Thomas M.; Rojas, Omar - In: Applied economics letters 24 (2017) 13/15, pp. 982-986
Persistent link: https://www.econbiz.de/10011715488
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Nonlinear dynamics in crude oil benchmarks : an AMH perspective
Varghese, George; Madhavan, Vinodh - In: Applied economics letters 26 (2019) 21, pp. 1798-1801
Persistent link: https://www.econbiz.de/10012204932
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Time-varying expected returns : evidence from the United States and the United Kingdom
Sousa, Ricardo M. - In: Applied economics letters 19 (2012) 4/6, pp. 413-416
Persistent link: https://www.econbiz.de/10009630715
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Portuguese stock market returns and oil price variations
Marques, Sebastião Messias; Catalão-Lopes, Margarida - In: Applied economics letters 22 (2015) 7/9, pp. 515-520
Persistent link: https://www.econbiz.de/10010528817