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Oil price uncertainty and manufacturing production
Aye, Goodness C.; Dadam, Vincent; Gupta, Rangan; Mamba, … - In: Energy economics 43 (2014), pp. 41-47
Persistent link: https://www.econbiz.de/10010504182
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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
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Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets
Chang, Chia-Lin; McAleer, Michael; Roengchai Tansuchat - In: Energy economics 32 (2010) 6, pp. 1445-1455
Persistent link: https://www.econbiz.de/10008935991
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Forecasting crude oil price volatility and value-at-risk : evidence from historical and recent data
Lux, Thomas; Segnon, Mawuli; Gupta, Rangan - In: Energy economics 56 (2016), pp. 117-133
Persistent link: https://www.econbiz.de/10011663878
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Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin; Liu, Chia-Ping; McAleer, Michael - In: Energy economics 81 (2019), pp. 779-792
Persistent link: https://www.econbiz.de/10012172983