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Forecasting crude oil and refined products volatilities and correlations : new evidence from fractionally integrated multivariate GARCH models
Marchese, Malvina; Kyriakou, Ioannis; Tamvakis, Michael; … - In: Energy economics 88 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012516745
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Time-varied causality between US partisan conflict shock and crude oil return
Cai, Yifei; Wu, Yanrui - In: Energy economics 84 (2019), pp. 1-9
Persistent link: https://www.econbiz.de/10012182008
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A semiparametric approach to short-term oil price forecasting
Morana, Claudio - In: Energy economics 23 (2001) 3, pp. 325-338
Persistent link: https://www.econbiz.de/10001568088
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Forecasting crude oil price volatility and value-at-risk : evidence from historical and recent data
Lux, Thomas; Segnon, Mawuli; Gupta, Rangan - In: Energy economics 56 (2016), pp. 117-133
Persistent link: https://www.econbiz.de/10011663878
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Oil price risk exposure and the cross-section of stock returns : the case of net exporting countries
Demirer, Rıza; Jategaonkar, Shrikant P.; Khalifa, … - In: Energy economics 49 (2015), pp. 132-140
Persistent link: https://www.econbiz.de/10011536689
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The cross-section of returns, benchmark model parameters, and idiosyncratic volatility of nuclear energy firms after Fukushima Daiichi
Lopatta, Kerstin; Kaspereit, Thomas - In: Energy economics 41 (2014), pp. 125-136
Persistent link: https://www.econbiz.de/10010374601
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The alpha momentum effect in commodity markets
Zaremba, Adam; Mikutowski, Mateusz; Szczygielski, Jan Jakub - In: Energy economics 93 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012643310
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A threshold effect of COVID-19 risk on oil price returns
Sun, Yiguo; Li, Delong; Suo, Chenyi; Wang, Yu - In: Energy economics 120 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014283262
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Oil beta uncertainty and global stock returns
Chen, Chun-Da; Demirer, Rıza - In: Energy economics 112 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013350430