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~isPartOf:"Energy economics"
~subject:"Arbeitsmarktpolitik"
~subject:"Kointegration"
~subject:"Oil price"
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Arbeitsmarktpolitik
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650
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464
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Hammoudeh, Shawkat
19
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10
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9
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6
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Lu, Xinjie
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4
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4
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International Journal of Energy Economics and Policy : IJEEP
421
Applied economics
397
Economic modelling
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Discussion paper series / IZA
242
Applied economics letters
209
International journal of economics and financial issues : IJEFI
201
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
185
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
175
Economics letters
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Journal of econometrics
167
The empirical economics letters : a monthly international journal of economics
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International journal of economics and finance
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IZA Discussion Paper
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CESifo working papers
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International review of economics & finance : IREF
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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1
An empirical model comparison for valuing crack spread options
Mahringer, Steffen
;
Prokopczuk, Marcel
- In:
Energy economics
51
(
2015
),
pp. 177-187
Persistent link: https://www.econbiz.de/10011564825
Saved in:
2
Humps in the
volatility
structure of the crude oil futures market : new evidence
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
Energy economics
40
(
2013
),
pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Saved in:
3
Self-exciting jumps in the oil market : bayesian estimation and dynamic hedging
Gonzato, Luca
;
Sgarra, Carlo
- In:
Energy economics
99
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012939406
Saved in:
4
Option prices and implied
volatility
in the crude oil market
Soini, Vesa
;
Lorentzen, Sindre
- In:
Energy economics
83
(
2019
),
pp. 515-539
Persistent link: https://www.econbiz.de/10012176275
Saved in:
5
Jumps in commodity prices : new approaches for pricing plain vanilla options
Crosby, John
;
Frau, Carme
- In:
Energy economics
114
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013477538
Saved in:
6
Oil price uncertainty and US employment growth
Koirala, Niraj Prasad
;
Ma, Xiaohan
- In:
Energy economics
91
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012518646
Saved in:
7
The relationship between oil prices and the Nigerian stock market : an analysis based on fractional integration and
cointegration
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
Energy economics
46
(
2014
),
pp. 328-333
Persistent link: https://www.econbiz.de/10011298580
Saved in:
8
Price and
volatility
dynamics between electricity and fuel costs : some evidence for Spain
Furió, Dolores
;
Chuliá, Helena
- In:
Energy economics
34
(
2012
)
6
,
pp. 2058-2065
Persistent link: https://www.econbiz.de/10009688881
Saved in:
9
Effects of oil price shocks on the stock market performance : do nature of shocks and economies matter?
Thai-Ha Le
;
Youngho, Chang
- In:
Energy economics
51
(
2015
),
pp. 261-274
Persistent link: https://www.econbiz.de/10011564841
Saved in:
10
The relationship between spot and futures oil prices : do structural breaks matter?
Chen, Pei-fen
;
Lee, Chien-chiang
;
Zeng, Jhih-hong
- In:
Energy economics
43
(
2014
),
pp. 206-217
Persistent link: https://www.econbiz.de/10010504823
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