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Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh; Ben Aïssa, Mohamed Safouane; Hammoudeh, … - In: Energy economics 42 (2014), pp. 332-342
Persistent link: https://www.econbiz.de/10010503584
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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
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Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat; Liu, Tengdong; Chang, Chia-Lin; … - In: Energy economics 36 (2013), pp. 526-535
Persistent link: https://www.econbiz.de/10009724647
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Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas
Mensi, Walid; Hammoudeh, Shawkat; Shahzad, Syed Jawad … - In: Energy economics 67 (2017), pp. 476-495
Persistent link: https://www.econbiz.de/10011897955
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Downside risk and the energy hedger's horizon
Conlon, Thomas; Cotter, John - In: Energy economics 36 (2013), pp. 371-379
Persistent link: https://www.econbiz.de/10009724683
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A utility based approach to energy hedging
Cotter, John; Hanly, Jim - In: Energy economics 34 (2012) 3, pp. 817-827
Persistent link: https://www.econbiz.de/10010219885
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Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk
Balcılar, Mehmet; Demirer, Rıza; Hammoudeh, Shawkat; … - In: Energy economics 54 (2016), pp. 159-172
Persistent link: https://www.econbiz.de/10011662798
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Let's talk about risk! : stock market effects of risk disclosure for European energy utilities
Düsterhöft, Maximilian; Schiemann, Frank; Walther, Thomas - In: Energy economics 125 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014484429