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163
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125
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ECONIS (ZBW)
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1
Mean-reverting no-arbitrage additive models for forward curves in energy markets
Latini, Luca
;
Piccirilli, Marco
;
Vargiolu, Tiziano
- In:
Energy economics
79
(
2019
),
pp. 157-170
Persistent link: https://www.econbiz.de/10012172269
Saved in:
2
Oil price shocks and stock market activity
Sadorsky, Perry A.
- In:
Energy economics
21
(
1999
)
5
,
pp. 449-469
Persistent link: https://www.econbiz.de/10001405329
Saved in:
3
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
Saved in:
4
The asymmetric return-volatility relationship of commodity prices
Baur, Dirk G.
;
Dimpfl, Thomas
- In:
Energy economics
76
(
2018
),
pp. 378-387
Persistent link: https://www.econbiz.de/10011976677
Saved in:
5
Credit and market risks measurement in carbon financing for Chinese banks
Zhang, Xi
;
Li, Jian
- In:
Energy economics
76
(
2018
),
pp. 549-557
Persistent link: https://www.econbiz.de/10011976726
Saved in:
6
Forecasting volatility in the biofuel feedstock markets in the presence of structural breaks : a comparison of alternative distribution functions
Hasanov, Akram Shavkatovich
;
Poon, Wai Ching
; …
- In:
Energy economics
70
(
2018
),
pp. 307-333
Persistent link: https://www.econbiz.de/10011942743
Saved in:
7
Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
- In:
Energy economics
70
(
2018
),
pp. 545-562
Persistent link: https://www.econbiz.de/10011942887
Saved in:
8
Equity market implied volatility and energy prices : a double threshold GARCH approach
Cochran, Steven J.
;
Mansur, Iqbal
;
Odusami, Babatunde …
- In:
Energy economics
50
(
2015
),
pp. 264-272
Persistent link: https://www.econbiz.de/10011564071
Saved in:
9
Value-at-Risk estimation of energy commodities : a long-memory GARCH-EVT approach
Youssef, Manel
;
Belkacem, Lotfi
;
Mokni, Khaled
- In:
Energy economics
51
(
2015
),
pp. 99-110
Persistent link: https://www.econbiz.de/10011564809
Saved in:
10
Extreme risk spillovers between crude oil and stock markets
Du, Limin
;
He, Yanan
- In:
Energy economics
51
(
2015
),
pp. 455-465
Persistent link: https://www.econbiz.de/10011564907
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