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The VEC-NAR model for short-term forecasting of oil prices
Cheng, Fangzheng; Li, Tian; Wei, Yi-Ming; Fan, Tijun - In: Energy economics 78 (2019), pp. 656-667
Persistent link: https://www.econbiz.de/10012160054
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Asymmetric impacts of fundamentals on the natural gas futures volatility : an augmented GARCH approach
Ergen, Ibrahim; Rizvanoghlu, Islam - In: Energy economics 56 (2016), pp. 64-74
Persistent link: https://www.econbiz.de/10011663860
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On the volatility-volume relationship in energy futures markets using intraday data
Chevallier, Julien; Sévi, Benoît - In: Energy economics 34 (2012) 6, pp. 1896-1909
Persistent link: https://www.econbiz.de/10009688936
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Can crude oil futures market volatility motivate peer firms in competing ESG performance? : an exploration of Shanghai International Energy Exchange
Zhang, Dongyang; Bai, Dingchuan; Chen, Xingyu - In: Energy economics 129 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014558916
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Shanghai oil futures prices and firms' investment decisions : evidence from Chinese manufacturing firms
Wang, Ziqi; Li, Rongrong; Kong, Qunxi - In: Energy economics 134 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10015047044
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Selection of value at risk models for energy commodities
Laporta, Alessandro G.; Merlo, Luca; Petrella, Lea - In: Energy economics 74 (2018), pp. 628-643
Persistent link: https://www.econbiz.de/10011972948
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Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?
Beckmann, Joscha; Czudaj, Robert - In: Energy economics 40 (2013), pp. 665-678
Persistent link: https://www.econbiz.de/10010354953
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Oil demand shocks reconsidered : a cointegrated vector autoregression
Kolodzeij, Marek; Kaufmann, Robert Kurt - In: Energy economics 41 (2014), pp. 33-40
Persistent link: https://www.econbiz.de/10010374627
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Short- and long-run asymmetric effect of oil prices and oil and gas revenues on the real GDP and economic diversification in oil-dependent economy
Charfeddine, Lanouar; Barkat, Karim - In: Energy economics 86 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012511691
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Mild explosivity in recent crude oil prices
Figuerola-Ferretti, Isabel; MacCrorie, J. Roderick; … - In: Energy economics 87 (2020), pp. 1-25
Persistent link: https://www.econbiz.de/10012512610