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Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
Trabelsi, Nader; Tiwari, Aviral Kumar; Hammoudeh, Shawkat - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-35
Persistent link: https://www.econbiz.de/10013534076
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Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen; Hou, Chenghan; Bao Hoang Nguyen - In: Economic modelling 105 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013367152
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The predictive content of energy futures : an update on petroleum, natural gas, heating oil and gasoline
Chinn, Menzie David; LeBlanc, Michael R.; Coibion, Olivier - 2005
Persistent link: https://www.econbiz.de/10002527414
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Using a free permit rule to forecast the marginal abatement cost of proposed climate policy
Meng, Kyle C. - 2016
Persistent link: https://www.econbiz.de/10011493333
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Estimation and identification of merger effects : an application to hospital mergers
Dafny, Leemore S. - 2005
Persistent link: https://www.econbiz.de/10003139972
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Dynamics of money, output and price interaction : some Indian evidence
Roy, Sudipta Dutta; Darbha, Gangadhar - In: Economic modelling 17 (2000) 4, pp. 559-588
Persistent link: https://www.econbiz.de/10001533890
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Was the Babson Prize deserved? : An enquiry into an early forecasting model
Gordon, Daniel V. - In: Economic modelling 14 (1997) 3, pp. 417-433
Persistent link: https://www.econbiz.de/10001241574
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A quantile-boosting approach to forecasting gold returns
Pierdzioch, Christian; Risse, Marian - In: The North American journal of economics and finance : a … 35 (2016), pp. 38-55
Persistent link: https://www.econbiz.de/10011672283
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Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.; Kane, Alex; Noh, Jaesun - 1993
Persistent link: https://www.econbiz.de/10000886028
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Stock market forecastability and volatility : a statistical appraisal
Mankiw, Nicholas Gregory; Romer, David; Shapiro, Matthew D. - 1989
Persistent link: https://www.econbiz.de/10000777112