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Forecasting energy market volatility using GARCH models : can multivariate models beat univariate models?
Wang, Yudong; Wu, Chongfeng - In: Energy economics 34 (2012) 6, pp. 2167-2181
Persistent link: https://www.econbiz.de/10009688795
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Forecasting carbon futures volatility using GARCH models with energy volatilities
Byun, Suk Joon; Cho, Hangjun - In: Energy economics 40 (2013), pp. 207-221
Persistent link: https://www.econbiz.de/10010349571
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Uncertainties and extreme risk spillover in the energy markets : a time-varying copula-based CoVaR approach
Ji, Qiang; Liu, Bing-Yue; Nehler, Henrik; Uddin, … - In: Energy economics 76 (2018), pp. 115-126
Persistent link: https://www.econbiz.de/10011976598
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Google search keywords that best predict energy price volatility
Afkhami, Mohamad; Cormack, Lindsey; Ghoddusi, Hamed - In: Energy economics 67 (2017), pp. 17-27
Persistent link: https://www.econbiz.de/10011897855
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Can inflation predict energy price volatility?
Batten, Jonathan A.; Mo, Di; Pourkhanali, Armin - In: Energy economics 129 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10014558888
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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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The power of investors' optimism and pessimism in oil market forecasting
Mustanen, Dmitri; Maaitah, Ahmad; Mishra, Tapas; Parhi, … - In: Energy economics 114 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013477597
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Tail risk contagion across electricity markets in crisis periods
Abdullah, Mohammad; Abakah, Emmanuel Joel Aikins; … - In: Energy economics 127 (2023) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10014490825
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Research on tail risk contagion in international energy markets : the quantile time-frequency volatility spillover perspective
Gong, Xiao-Li; Zhao, Min; Wu, Zhuo-Cheng; Jia, Kai-Wen; … - In: Energy economics 121 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014438765
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Forecasting of clean energy market volatility : the role of oil and the technology sector
Lyócsa, Štefan; Todorova, Neda - In: Energy economics 132 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10015047103