Narrow search
Showing 1 - 6 of 6
Cover Image
Crude oil risk forecasting : new evidence from multiscale analysis approach
He, Kaijian; Tso, Kwok Fai Geoffrey; Zou, Yingchao; Liu, Jia - In: Energy economics 76 (2018), pp. 574-583
Persistent link: https://www.econbiz.de/10011976731
Cover Image
Value-at-risk estimation of crude oil price using MCA based transient risk modeling approach
He, Kaijian; Lai, Kin Keung; Yen, Jerome - In: Energy economics 33 (2011) 5, pp. 903-911
Persistent link: https://www.econbiz.de/10009382998
Cover Image
The risk spillover effect of the COVID-19 pandemic on energy sector : evidence from China
Si, Dengkui; Li, Xiao-Lin; Xu, XuChuan; Fang, Yi - In: Energy economics 102 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013162430
Cover Image
Modelling the volatility of TOCOM energy futures : a regime switching realised volatility approach
Alizadeh-Masoodian, Amir H.; Huang, Chih-Yueh; Marsh, Ian - In: Energy economics 93 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012643308
Cover Image
A regime switching approach for hedging tanker shipping freight rates
Alizadeh-Masoodian, Amir H.; Huang, Chih-Yueh; Van … - In: Energy economics 49 (2015), pp. 44-59
Persistent link: https://www.econbiz.de/10011536654
Cover Image
Financial deregulation and operational risks of energy enterprise : the shock of liberalization of bank lending rate in China
Si, Dengkui; Li, Xiao-Lin; Huang, Shoujun - In: Energy economics 93 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012631336