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What if energy time series are not independent? : implications for energy-GDP causality analysis
Bruns, Stephan B.; Gross, Christian - In: Energy economics 40 (2013), pp. 753-759
Persistent link: https://www.econbiz.de/10010354943
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Realized volatility transmission between crude oil and equity futures markets : a multivariate HAR approach
Souček, Michael; Todorova, Neda - In: Energy economics 40 (2013), pp. 586-597
Persistent link: https://www.econbiz.de/10010354962
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Are benefits from oil-stocks diversification gone? : new evidence from a dynamic copula and high frequency data
Avdulaj, Krenar; Barunik, Jozef - In: Energy economics 51 (2015), pp. 31-44
Persistent link: https://www.econbiz.de/10011564203
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Fine structure of the price-demand relationship in the electricity market : multi-scale correlation analysis
Afanasyev, Dmitriy O.; Fedorova, Elena; Popov, Viktor U. - In: Energy economics 51 (2015), pp. 215-226
Persistent link: https://www.econbiz.de/10011564836
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Recent hikes in oil-equity market correlations : transitory or permanent?
Zhang, Bing; Li, Xiaoming - In: Energy economics 53 (2016), pp. 305-315
Persistent link: https://www.econbiz.de/10011660562
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Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk
Balcılar, Mehmet; Demirer, Rıza; Hammoudeh, Shawkat; … - In: Energy economics 54 (2016), pp. 159-172
Persistent link: https://www.econbiz.de/10011662798
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Role of carbon swap trading and energy prices in price correlations and volatilities between carbon markets
Kanamura, Takashi - In: Energy economics 54 (2016), pp. 204-212
Persistent link: https://www.econbiz.de/10011662814
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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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Investigating dynamic conditional correlation between crude oil and fuels in non-linear framework : the financial and economic role of structural breaks
Block, Alexander Souza; Righi, Marcelo Brutti; … - In: Energy economics 49 (2015), pp. 23-32
Persistent link: https://www.econbiz.de/10011536627
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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