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Regime switching model of US crude oil and stock market prices : 1859 to 2013
Balcilar, Mehmet; Gupta, Rangan; Miller, Stephen M. - In: Energy economics 49 (2015), pp. 317-327
Persistent link: https://www.econbiz.de/10011537104
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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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Pricing German Energiewende products : intraday cap/floor futures
Hinderks, W. J.; Wagner, Andreas - In: Energy economics 81 (2019), pp. 287-296
Persistent link: https://www.econbiz.de/10012172724
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Time-varying long range dependence in energy futures markets
Sensoy, Ahmet; Hacihasanoglu, Erk - In: Energy economics 46 (2014), pp. 318-327
Persistent link: https://www.econbiz.de/10011298582
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A critical view on temperature modelling for application in weather derivatives markets
Saltyte Benth, Jurate; Benth, Fred Espen - In: Energy economics 34 (2012) 2, pp. 592-602
Persistent link: https://www.econbiz.de/10009618677
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Futures pricing in electricity markets based on stable CARMA spot models
Benth, Fred Espen; Klüppelberg, Claudia; Müller, Gernot; … - In: Energy economics 44 (2014), pp. 392-406
Persistent link: https://www.econbiz.de/10010457150
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Do oil spot and futures prices move together?
Chang, Chun Ping; Lee, Chien-chiang - In: Energy economics 50 (2015), pp. 379-390
Persistent link: https://www.econbiz.de/10011564138
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Uncovering the asymmetric linkage between financial derivatives and firm value : the case of oil and gas exploration and production companies
Phan, Dinh; Nguyen, Hoa; Faff, Robert W. - In: Energy economics 45 (2014), pp. 340-352
Persistent link: https://www.econbiz.de/10010505344
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Speculative bubbles in recent oil price dynamics : evidence from a Bayesian Markov-switching state-space approach
Lammerding, Marc; Stephan, Patrick; Trede, Mark; … - In: Energy economics 36 (2013), pp. 491-502
Persistent link: https://www.econbiz.de/10009724652
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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