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Oil price, overleveraging and shakeout in the shale energy sector : game changers in the oil industry
Gevorkyan, Arkady; Semmler, Willi - In: Economic modelling 54 (2016), pp. 244-259
Persistent link: https://www.econbiz.de/10011642134
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Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps
Sévi, Benoît - In: Economic modelling 44 (2015), pp. 243-251
Persistent link: https://www.econbiz.de/10011326237
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Testing for Granger causality in distribution tails : an application to oil markets integration
Candelon, Bertrand; Joëts, Marc; Tokpavi, Sessi - In: Economic modelling 31 (2013), pp. 276-285
Persistent link: https://www.econbiz.de/10009729103
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Is world oil market "one great pool"? : an example from China's and international oil markets
Liu, Li; Chen, Ching-cheng; Wan, Jieqiu - In: Economic modelling 35 (2013), pp. 364-373
Persistent link: https://www.econbiz.de/10010259809
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Speculative behaviour and oil price predictability
Panopulu, Aikaterinē; Pantelidis, Theologos - In: Economic modelling 47 (2015), pp. 128-136
Persistent link: https://www.econbiz.de/10011438977
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Revisiting the shock and volatility transmissions among GCC stock and oil markets : a further investigation
Jouini, Jamel; Harrathi, Nizar - In: Economic modelling 38 (2014), pp. 486-494
Persistent link: https://www.econbiz.de/10010418988
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Volatility spillovers between the oil market and the European Union carbon emission market
Reboredo, Juan Carlos - In: Economic modelling 36 (2014), pp. 229-234
Persistent link: https://www.econbiz.de/10010412356
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The time-varying and asymmetric dependence between crude oil spot and futures markets : evidence from the mixture copula-based ARJI-GARCH model
Chang, Kuang-liang - In: Economic modelling 29 (2012) 6, pp. 2298-2309
Persistent link: https://www.econbiz.de/10009673749
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A study of Shanghai fuel oil futures price volatility based on high frequency data : long-range dependence, modeling and forecasting
Liu, Li; Wan, Jieqiu - In: Economic modelling 29 (2012) 6, pp. 2245-2253
Persistent link: https://www.econbiz.de/10009673777
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Testing for adjustment costs and regime shifts in BRENT crude futures market
Mamatzakis, Emmanuel C.; Remoundos, P. - In: Economic modelling 28 (2011) 3, pp. 1000-1008
Persistent link: https://www.econbiz.de/10009271301