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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

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

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

How do OPEC news and structural breaks impact returns and volatility in crude oil markets? : further evidence from a long memory process

Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min - In: Energy economics 42 (2014), pp. 343-354

Persistent link: https://www.econbiz.de/10010503579

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

Oil price volatility forecast with mixture memory GARCH

Klein, Tony; Walther, Thomas - In: Energy economics 58 (2016), pp. 46-58

Persistent link: https://www.econbiz.de/10011698485

A Markov switching long memory model of crude oil price return volatility

Di Sanzo, Silvestro - In: Energy economics 74 (2018), pp. 351-359

Persistent link: https://www.econbiz.de/10011972860

Oil price risk evaluation using a novel hybrid model based on time-varying long memory

Zhao, Lu-Tao; Liu, Kun; Duan, Xin-Lei; Li, Ming-Fang - In: Energy economics 81 (2019), pp. 70-78

Persistent link: https://www.econbiz.de/10012172659

Financial development and economic growth : an empirical analysis for Ireland

Adamopoulos, Antonios - In: International journal of economic sciences and applied … 3 (2010) 1, pp. 75-88

This study investigated the relationship between financial development and economic growth for Ireland for the period 1965-2007 using a vector error correction model (VECM). Questions were raised whether financial development causes economic growth or reversely taking into account the positive...

Persistent link: https://www.econbiz.de/10009009823

Does human capital cause economic growth? : a case study of India

Haldar, Sushil Kumar; Mallik, Girijasankar - In: International journal of economic sciences and applied … 3 (2010) 1, pp. 7-25

This study examines the time series behavior of investment in physical capital, human capital (comprising education and health) and output in a co-integration framework, taking growth of primary gross enrolment rate and a dummy for structural adjustment programme (openness which has been...

Persistent link: https://www.econbiz.de/10009009827