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Causal flows between oil and forex markets using high-frequency data : asymmetries from good and bad volatility
Alam, Md. Samsul; Shahzad, Syed Jawad Hussain; Ferrer, … - In: Energy economics 84 (2019), pp. 1-21
Persistent link: https://www.econbiz.de/10012183298
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INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie; Ma, Feng; Li, Haibo; Wang, Jianqiong - In: Energy economics 126 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
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Early warning of exchange rate risk based on structural shocks in international oil prices using the LSTM neural network model
Zhao, Yinglan; Feng, Chen; Xu, Nuo; Peng, Song; Liu, Chang - In: Energy economics 126 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014483640
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Unraveling the crystal ball : machine learning models for crude oil and natural gas volatility forecasting
Tiwari, Aviral Kumar; Sharma, Gagan Deep; Rao, Amar; … - In: Energy economics 134 (2024), pp. 1-28
Persistent link: https://www.econbiz.de/10015047054
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Forecasting spot price volatility using the short-term forward curve
Haugom, Erik; Ullrich, Carl J. - In: Energy economics 34 (2012) 6, pp. 1826-1833
Persistent link: https://www.econbiz.de/10009687854
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Forecasting fuel prices with the Chilean exchange rate : going beyond the commodity currency hypothesis
Pincheira, Pablo; Bentancor, Andrea; Hardy, Nicolás; … - In: Energy economics 106 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013202113
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Oil tail risk and the tail risk of the US Dollar exchange rates
Salisu, Afees A.; Olaniran, Abeeb; Tchankam, Jean Paul - In: Energy economics 109 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013283764
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African forex markets : modeling their predictability and the asymmetric effects of oil and geopolitical risk
Huang, Shoujun; Gubareva, Mariya; Teplova, Tamara V.; … - In: Energy economics 136 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10015046944
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Impact of economic policy uncertainty on the volatility of China's emission trading scheme pilots
Liu, Tao; Guan, Xinyue; Wei, Yigang; Xue, Shan; Xu, Liang - In: Energy economics 121 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014438458