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Estimating "value at risk" of crude oil price and its spillover effect using the GED-GARCH approach
Fan, Ying; Zhang, Yue-jun; Tsai, Hsien-tang; Wei, Yi-Ming - In: Energy economics 30 (2008) 6, pp. 3156-3171
Persistent link: https://www.econbiz.de/10003777034
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Short-term predictability of crude oil markets : a detrended fluctuation analysis approach
Alvarez-Ramirez, Jose; Alvarez, Jesus; Rodríguez … - In: Energy economics 30 (2008) 5, pp. 2645-2656
Persistent link: https://www.econbiz.de/10003774159
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The relationship between crude oil spot and futures prices : cointegration, linear and nonlinear causality Stelios D. Bekiros; Cees G. H. Diks
Bekiros, Stelios D.; Diks, Cees G. H. - In: Energy economics 30 (2008) 5, pp. 2673-2685
Persistent link: https://www.econbiz.de/10003774167
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Regime-switching stochastic volatility : evidence from the crude oil market
Vo, Minh T. - In: Energy economics 31 (2009) 5, pp. 779-788
Persistent link: https://www.econbiz.de/10003880286
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Extreme Value Theory and Value at Risk : application to oil market
Marimoutou, Velayoudoum; Raggad, Bechir; Trabelsi, … - In: Energy economics 31 (2009) 4, pp. 519-530
Persistent link: https://www.econbiz.de/10003867804
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Oil prices, speculation, and fundamentals : interpreting causal relations among spot and futures prices
Kaufmann, Robert Kurt; Ullman, Ben - In: Energy economics 31 (2009) 4, pp. 550-558
Persistent link: https://www.econbiz.de/10003867816
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Forward curves, scarcity and price volatility in oil and natural gas markets
Geman, Hélyette; Ohana, Steve - In: Energy economics 31 (2009) 4, pp. 576-585
Persistent link: https://www.econbiz.de/10003867821
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Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility
Tabak, Benjamin Miranda; Cajueiro, Daniel Oliveira - In: Energy economics 29 (2007) 1, pp. 28-36
Persistent link: https://www.econbiz.de/10003413296
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Oil and gas markets in the UK : evidence from a cointegrating approach
Panagiōtidēs, Theodōros; Rutledge, Emilie J. - In: Energy economics 29 (2007) 2, pp. 329-347
Persistent link: https://www.econbiz.de/10003441841
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Modeling global and local dependence in a pair of commodity forward curves with an application to the US natural gas and heating oil markets
Ohana, Steve - In: Energy economics 32 (2010) 2, pp. 373-388
Persistent link: https://www.econbiz.de/10003954625