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Quantile hedge ratio for energy markets
Shrestha, Keshab; Ravichandran K. Subramaniam; Yessy … - In: Energy economics 71 (2018), pp. 253-272
Persistent link: https://www.econbiz.de/10011943021
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The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework
Tiwari, Aviral Kumar; Mutascu, Mihai; Albulescu, … - In: Energy economics 40 (2013), pp. 714-733
Persistent link: https://www.econbiz.de/10010354948
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Analyzing the time-frequency lead-lag relationship between oil and agricultural commodities
Tiwari, Aviral Kumar; Khalfaoui, Rabeh; Solarin Sakiru … - In: Energy economics 76 (2018), pp. 470-494
Persistent link: https://www.econbiz.de/10011976711
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On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes
Berger, Theo; Uddin, Mohammed Gazi Salah - In: Energy economics 56 (2016), pp. 374-383
Persistent link: https://www.econbiz.de/10011664267
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The long-term trends on the electricity markets : comparison of empirical mode and wavelet decompositions
Afanasyev, Dmitriy O.; Fedorova, Elena - In: Energy economics 56 (2016), pp. 432-442
Persistent link: https://www.econbiz.de/10011664482
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The dynamics of returns on renewable energy companies : a state-space approach
Inchauspe, Julian; Ripple, Ronald D.; Trück, Stefan - In: Energy economics 48 (2015), pp. 325-335
Persistent link: https://www.econbiz.de/10011533827
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Analyzing volatility spillovers and hedging between oil and stock markets : evidence from wavelet analysis
Khalfaoui, R.; Boutahar, Mohamed; Boubaker, H. - In: Energy economics 49 (2015), pp. 540-549
Persistent link: https://www.econbiz.de/10011537181
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How do correlations of crude oil prices co-move? : a grey correlation-based wavelet perspective
Jia, Xiaoliang; An, Haizhong; Fang, Wei; Sun, Xiaoqi; … - In: Energy economics 49 (2015), pp. 588-598
Persistent link: https://www.econbiz.de/10011537210
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Wavelet dynamics for oil-stock world interactions
Madaleno, Mara; Pinho, Carlos - In: Energy economics 45 (2014), pp. 120-133
Persistent link: https://www.econbiz.de/10010504783
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What do market-calibrated stochastic processes indicate about the long-term price of crude oil?
Hahn, Warren J.; DiLellio, James A.; Dyer, James S. - In: Energy economics 44 (2014), pp. 212-221
Persistent link: https://www.econbiz.de/10010457221