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Forecasting crude oil volatility with uncertainty indicators : new evidence
Li, Xiafei; Liang, Chao; Chen, Zhonglu; Umar, Muhammad - In: Energy economics 108 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013203032
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Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components
Ioannidis, Filippos; Kosmidou, Kyriaki; Savva, Christos; … - In: Energy economics 95 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012816560
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Does the volatility of commodity prices reflect macroeconomic uncertainty?
Joëts, Marc; Mignon, Valérie; Razafindrabe, Tovonony - In: Energy economics 68 (2017), pp. 313-326
Persistent link: https://www.econbiz.de/10011905737
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Time-varying rare disaster risks, oil returns and volatility
Demirer, Rıza; Gupta, Rangan; Suleman, Tahir; Wohar, … - In: Energy economics 75 (2018), pp. 239-248
Persistent link: https://www.econbiz.de/10011974013
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Uncertainties and extreme risk spillover in the energy markets : a time-varying copula-based CoVaR approach
Ji, Qiang; Liu, Bing-Yue; Nehler, Henrik; Uddin, … - In: Energy economics 76 (2018), pp. 115-126
Persistent link: https://www.econbiz.de/10011976598
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Forecasting the good and bad uncertainties of crude oil prices using a HAR framework
Gong, Xu; Lin, Boqiang - In: Energy economics 67 (2017), pp. 315-327
Persistent link: https://www.econbiz.de/10011897926
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Volatility forecasting in commodity markets using macro uncertainty
Bakas, Dimitrios; Triantafyllou, Athanasios - In: Energy economics 81 (2019), pp. 79-94
Persistent link: https://www.econbiz.de/10012172661
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Oil price uncertainty and unemployment dynamics : nonlinearities matter
Ahmed, M. Iqbal; Farah, Quazi Fidia; Kishan, Ruby P. - In: Energy economics 125 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014479113
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Risk factors and value at risk in publicly traded companies of the nonrenewable energy sector
Bianconi, Marcelo; Yoshino, Joe Akira - In: Energy economics 45 (2014), pp. 19-32
Persistent link: https://www.econbiz.de/10010504798
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Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? : dependence risk analysis and portfolio optimization
Hernandez, Jose Arreola - In: Energy economics 45 (2014), pp. 528-536
Persistent link: https://www.econbiz.de/10010506548