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On the predictability of stock prices : a case for high and low prices
Caporin, Massimiliano; Ranaldo, Angelo; Santucci de … - In: Journal of banking & finance 37 (2013) 12, pp. 5132-5146
Persistent link: https://www.econbiz.de/10010342761
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The relationship between oil prices and rig counts : the importance of lags
Khalifa, Ahmed; Caporin, Massimiliano; Hammoudeh, Shawkat - In: Energy economics 63 (2017), pp. 213-226
Persistent link: https://www.econbiz.de/10011757926
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The long-run oil-natural gas price relationship and the shale gas revolution
Caporin, Massimiliano; Fontini, Fulvio - In: Energy economics 64 (2017), pp. 511-519
Persistent link: https://www.econbiz.de/10011759006
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Testing persistence of WTI and Brent long-run relationship after the shale oil supply shock
Caporin, Massimiliano; Fontini, Fulvio; Talebbeydokhti, … - In: Energy economics 79 (2019), pp. 21-31
Persistent link: https://www.econbiz.de/10012172252
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Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : Comment
Bonaccolto, Giovanni; Caporin, Massimiliano; Iacopini, … - In: Energy economics 132 (2024), pp. 1-4
Persistent link: https://www.econbiz.de/10015047165