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19
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11
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11
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10
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3
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MPRA Paper
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Physica A: Statistical Mechanics and its Applications
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Journal of Multivariate Analysis
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Economics letters
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1
Modeling the co-movements between crude oil and refined petroleum markets
Tong, Bin
;
Wu, Chongfeng
;
Zhou, Chunyang
- In:
Energy economics
40
(
2013
),
pp. 882-898
Persistent link: https://www.econbiz.de/10010356014
Saved in:
2
Interdependence of oil prices and stock market indices : a
copula
approach
Sukcharoen, Kunlapath
;
Zohrabyan, Tatevik
;
Leatham, David J.
- In:
Energy economics
44
(
2014
),
pp. 331-339
Persistent link: https://www.econbiz.de/10010457169
Saved in:
3
Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Mensi, Walid
; …
- In:
Energy economics
101
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013161674
Saved in:
4
Disentangling the role of the exchange rate in oil-related scenarios for the European stock market
Ojea Ferreiro, Javier
- In:
Energy economics
89
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012517045
Saved in:
5
Quantile dependence of oil price movements and stock returns
Reboredo, Juan Carlos
;
Ugolini, Andrea
- In:
Energy economics
54
(
2016
),
pp. 33-49
Persistent link: https://www.econbiz.de/10011662726
Saved in:
6
Hedging strategy for ethanol processing with
copula
distributions
Awudu, Iddrisu
;
Wilson, William W.
;
Dahl, Bruce L.
- In:
Energy economics
57
(
2016
),
pp. 59-65
Persistent link: https://www.econbiz.de/10011698281
Saved in:
7
The dependence and risk spillover between crude oil market and China stock market : new evidence from a variational mode decomposition-based
copula
method
Li, Xiafei
;
Wei, Yu
- In:
Energy economics
74
(
2018
),
pp. 565-581
Persistent link: https://www.econbiz.de/10011972926
Saved in:
8
A
copula
-GARCH approach for analyzing dynamic conditional dependency structure between liquefied petroleum gas freight rate, product price arbitrage and crude oil price
Bai, Xiwen
;
Lam, Jasmine Siu Lee
- In:
Energy economics
78
(
2019
),
pp. 412-427
Persistent link: https://www.econbiz.de/10012159988
Saved in:
9
The impact of crude oil prices on financial market indicators :
copula
approach
Kayalar, Derya Ezgi
;
Küçüközmen, C. Coşkun
; …
- In:
Energy economics
61
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011737705
Saved in:
10
Is hedging the crack spread no longer all it's cracked up to be?
Liu, Pan
;
Vedenov, Dmitrij V.
;
Power, Gabriel J.
- In:
Energy economics
63
(
2017
),
pp. 31-40
Persistent link: https://www.econbiz.de/10011757817
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