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Modeling realized volatility on the Spanish intra-day electricity market
Ciarreta, Aitor; Zarraga, Ainhoa - In: Energy economics 58 (2016), pp. 152-163
Persistent link: https://www.econbiz.de/10011698860
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On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks
Luo, Jiawen; Ji, Qiang; Klein, Tony; Todorova, Neda; … - In: Energy economics 89 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012517048
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Forecasting the volatility of crude oil futures using HAR-type models with structural breaks
Wen, Fenghua; Gong, Xu; Cai, Shenghua - In: Energy economics 59 (2016), pp. 400-413
Persistent link: https://www.econbiz.de/10011699710
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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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High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets
Luo, Jiawen; Ji, Qiang - In: Energy economics 76 (2018), pp. 424-438
Persistent link: https://www.econbiz.de/10011976696
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Forecasting oil price volatility : forecast combination versus shrinkage method
Zhang, Yaojie; Wei, Yu; Zhang, Yi; Jin, Daxiang - In: Energy economics 80 (2019), pp. 423-433
Persistent link: https://www.econbiz.de/10012173653
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Forecasting realized volatility in electricity markets using logistic smooth transition heterogeneous autoregressive models
Qu, Hui; Chen, Wei; Niu, Mengyi; Li, Xindan - In: Energy economics 54 (2016), pp. 68-76
Persistent link: https://www.econbiz.de/10011662756
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Explaining credit default swap spreads by means of realized jumps and volatilities in the energy market
Fonseca, José da; Ignatieva, Ekaterina; Ziveyi, Jonathan - In: Energy economics 56 (2016), pp. 215-228
Persistent link: https://www.econbiz.de/10011664232
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A comparison of implied and realized volatility in the Nordic power forward market
Birkelund, Ole Henrik; Haugom, Erik; Molnár, Peter; … - In: Energy economics 48 (2015), pp. 288-294
Persistent link: https://www.econbiz.de/10011533819
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Good, bad cojumps and volatility forecasting : new evidence from crude oil and the U.S. stock markets
Chen, Yixiang; Ma, Feng; Zhang, Yaojie - In: Energy economics 81 (2019), pp. 52-62
Persistent link: https://www.econbiz.de/10012172656