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Pricing dynamics of natural gas futures
Li, Bingxin - In: Energy economics 78 (2019), pp. 91-108
Persistent link: https://www.econbiz.de/10012159889
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Forecasting the good and bad uncertainties of crude oil prices using a HAR framework
Gong, Xu; Lin, Boqiang - In: Energy economics 67 (2017), pp. 315-327
Persistent link: https://www.econbiz.de/10011897926
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Forecasting selected energy commodities prices with Bayesian dynamic finite mixtures
Drachal, Krzysztof - In: Energy economics 99 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012939405
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Moment spreads in the energy market
Ruan, Xinfeng; Zhang, Jin E. - In: Energy economics 81 (2019), pp. 598-609
Persistent link: https://www.econbiz.de/10012172876
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A deep learning ensemble approach for crude oil price forecasting
Zhao, Yang; Li, Jianping; Yu, Lean - In: Energy economics 66 (2017), pp. 9-16
Persistent link: https://www.econbiz.de/10011896417
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Oil prices, fundamentals and expectations
Byrne, Joseph P.; Lorusso, Marco; Xu, Bing - In: Energy economics 79 (2019), pp. 59-75
Persistent link: https://www.econbiz.de/10012172260
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Forecasting oil prices : high-frequency financial data are indeed useful
Degiannakis, Stavros; Filis, George - In: Energy economics 76 (2018), pp. 388-402
Persistent link: https://www.econbiz.de/10011976685
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Bidirectional causality in oil and gas markets
Halova Wolfe, Marketa; Rosenman, Robert E. - In: Energy economics 42 (2014), pp. 325-331
Persistent link: https://www.econbiz.de/10010503586
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Futures-based forecasts : how useful are they for oil price volatility forecasting?
Chatziantoniou, Ioannis; Degiannakis, Stavros; Filis, George - In: Energy economics 81 (2019), pp. 639-649
Persistent link: https://www.econbiz.de/10012172881
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Generating options-implied probability densities to understand oil market events
Datta, Deepa Dhume; Londono, Juan M.; Ross, Landon J. - In: Energy economics 64 (2017), pp. 440-457
Persistent link: https://www.econbiz.de/10011758982