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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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Investment in electricity markets with asymmetric technologies
Genc, Talat S.; Thille, Henry - In: Energy economics 33 (2011) 3, pp. 379-387
Persistent link: https://www.econbiz.de/10009266897
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An empirical comparison of alternative schemes for combining electricity spot price forecasts
Nowotarski, Jakub; Raviv, Eran; Trück, Stefan; Weron, … - In: Energy economics 46 (2014), pp. 395-412
Persistent link: https://www.econbiz.de/10011298964
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Smooth transition regime shifts and pil price dynamics
Cifarelli, Giulio - In: Energy economics 38 (2013), pp. 160-167
Persistent link: https://www.econbiz.de/10009764597
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Non-linearities in the dynamics of oil prices
Kisswani, Khalid M.; Nusair, Salah - In: Energy economics 36 (2013), pp. 341-353
Persistent link: https://www.econbiz.de/10009724688
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Forecasting energy market volatility using GARCH models : can multivariate models beat univariate models?
Wang, Yudong; Wu, Chongfeng - In: Energy economics 34 (2012) 6, pp. 2167-2181
Persistent link: https://www.econbiz.de/10009688795
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Filtering and forecasting commodity futures prices under an HMM framework
Date, Paresh; Mamon, Rogemar; Tenyakov, Anton - In: Energy economics 40 (2013), pp. 1001-1013
Persistent link: https://www.econbiz.de/10010355984
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Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
Chkili, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong - In: Energy economics 41 (2014), pp. 1-18
Persistent link: https://www.econbiz.de/10010374635
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On the speed towards the mean for continuous time autoregressive moving average processes with applications to energy markets
Benth, Fred Espen; Che Mohd Imran Che Taib - In: Energy economics 40 (2013), pp. 259-268
Persistent link: https://www.econbiz.de/10010349561
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The stochastic seasonal behavior of energy commodity convenience yields
García Mirantes, Andrés; Población, Javier; Serna, … - In: Energy economics 40 (2013), pp. 155-166
Persistent link: https://www.econbiz.de/10010349595