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Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate
Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min - In: Energy economics 48 (2015), pp. 46-60
Persistent link: https://www.econbiz.de/10011533698
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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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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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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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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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On the effects of world stock market and oil price shocks on food prices : an empirical investigation based on TVP-VAR models with stochastic volatility
Jebabli, Ikram; Arouri, Mohamed; Teulon, Frédéric - In: Energy economics 45 (2014), pp. 66-98
Persistent link: https://www.econbiz.de/10010504792
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Self-exciting jumps in the oil market : bayesian estimation and dynamic hedging
Gonzato, Luca; Sgarra, Carlo - In: Energy economics 99 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012939406
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Electricity price modelling with stochastic volatility and jumps : an empirical investigation
Gudkov, Nikolay; Ignatieva, Ekaterina - In: Energy economics 98 (2021), pp. 1-26
Persistent link: https://www.econbiz.de/10012873255
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Heterogeneous effects of endogenous and foreign innovation on CO2 emissions stochastic convergence across China
Luo, Yusen; Lu, Zhengnan; Long, Xingle - In: Energy economics 91 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012517835
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Convergence in energy consumption per capita across the US states, 1970-2013 : an exploration through selected parametric and non-parametric methods
Mohammadi, Hassan; Ram, Rati - In: Energy economics 62 (2017), pp. 404-410
Persistent link: https://www.econbiz.de/10011748209