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Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian; Huang, Yisu; Ma, Feng; Chevallier, Julien - In: Energy economics 91 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
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Policy induced price volatility transmission : linking the U.S. crude oil, corn and plastics markets
Jiang, Jingze; Marsh, Thomas L.; Tozer, Peter R. - In: Energy economics 52 (2015) 1, pp. 217-227
Persistent link: https://www.econbiz.de/10011568238
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Hedging crude oil using refined product : a regime switching asymmetric DCC approach
Pan, Zhiyuan; Wang, Yudong; Li, Yang - In: Energy economics 46 (2014), pp. 472-484
Persistent link: https://www.econbiz.de/10011298957
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Price discovery in crude oil futures
Elder, John; Miao, Hong; Ramchander, Sanjay - In: Energy economics 46 (2014), pp. 18-27
Persistent link: https://www.econbiz.de/10011299355
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An information diffusion-based model of oil futures price
Li, Ziran; Sun, Jiajing; Wang, Shouyang - In: Energy economics 36 (2013), pp. 518-525
Persistent link: https://www.econbiz.de/10009724648
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Modelling energy spot prices : empirical evidence from NYMEX
Nomikos, Nikos K.; Andriosopoulos, Kostas - In: Energy economics 34 (2012) 4, pp. 1153-1169
Persistent link: https://www.econbiz.de/10009688111
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Volatility regimes, asymmetric basis effects and forecasting performance : an empirical investigation of the WTI crude oil futures market
Chang, Kuang-liang - In: Energy economics 34 (2012) 1, pp. 294-306
Persistent link: https://www.econbiz.de/10009618842
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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
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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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The importance of extreme shock : examining the effect of investor sentiment on the crude oil futures market
Wang, Lu; Ma, Feng; Niu, Tianjiao; Liang, Chao - In: Energy economics 99 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012939414