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Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian; Huang, Yisu; Ma, Feng; Chevallier, Julien - In: Energy economics 91 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
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Different strokes for different folks : the case of oil shocks and emerging equity markets
Raheem, Ibrahim Dolapo - In: Energy economics 108 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10013202997
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Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan; Nielsen, Joshua; Pierdzioch, Christian - In: Energy economics 132 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
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Forecasting the oil-gasoline price relationship : do asymmetries help?
Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo - In: Energy economics 46 (2014), pp. 44-56
Persistent link: https://www.econbiz.de/10011299352
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Forecasting Italian electricity zonal prices with exogenous variables
Gianfreda, Angelica; Grossi, Luigi - In: Energy economics 34 (2012) 6, pp. 2228-2239
Persistent link: https://www.econbiz.de/10009688758
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A data envelopment analysis-based framework for the relative performance evaluation of competing crude oil prices' volatility forecasting models
Xu, Bing; Ouenniche, Jamal - In: Energy economics 34 (2012) 2, pp. 576-583
Persistent link: https://www.econbiz.de/10009618682
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Volatility regimes, asymmetric basis effects and forecasting performance : an empirical investigation of the WTI crude oil futures market
Chang, Kuang-liang - In: Energy economics 34 (2012) 1, pp. 294-306
Persistent link: https://www.econbiz.de/10009618842
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Electricity demand analysis and forecasting : a panel cointegration approach
Shazly, Alaa el- - In: Energy economics 40 (2013), pp. 251-258
Persistent link: https://www.econbiz.de/10010349564
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Forecasting carbon futures volatility using GARCH models with energy volatilities
Byun, Suk Joon; Cho, Hangjun - In: Energy economics 40 (2013), pp. 207-221
Persistent link: https://www.econbiz.de/10010349571
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Forecasting short-term electricity consumption using a semantics-based genetic programming framework : the South Italy case
Castelli, Mauro; Vanneschi, Leonardo; De Felice, Matteo - In: Energy economics 47 (2015), pp. 37-41
Persistent link: https://www.econbiz.de/10011527149