Narrow search
Showing 1 - 7 of 7
Cover Image
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
Cover Image
Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin; McAleer, Michael; Roengchai Tansuchat - In: Energy economics 33 (2011) 5, pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
Cover Image
The skewness of oil price returns and equity premium predictability
Dai, Zhifeng; Zhou, Huiting; Kang, Jie; Wen, Fenghua - In: Energy economics 94 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012649450
Cover Image
Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative
Dai, Zhifeng; Zhu, Haoyang - In: Energy economics 108 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013202920
Cover Image
Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle
Dai, Zhifeng; Zhu, Haoyang; Zhang, Xinhua - In: Energy economics 109 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013283789
Cover Image
Efficient predictability of oil price : the role of VIX-based panic index shadow line difference
Dai, Zhifeng; Zhang, Xiaotong; Liang, Chao - In: Energy economics 129 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014558919
Cover Image
ynamic time-domain and frequency-domain spillovers and portfolio strategies between climate change attention and energy-relevant markets
Dai, Zhifeng; Hu, Juan; Liu, Xinheng; Yang, Mi - In: Energy economics 134 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10015047084