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ECONIS (ZBW)
875
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1
Macro determinants of
volatility
and
volatility
spillover in energy markets
Karali, Berna
;
Ramírez, Octavio A.
- In:
Energy economics
46
(
2014
),
pp. 413-421
Persistent link: https://www.econbiz.de/10011298963
Saved in:
2
Jump processes in natural gas markets
Mason, Charles F.
;
Wilmot, Neil A.
- In:
Energy economics
46
(
2014
),
pp. 69-79
Persistent link: https://www.econbiz.de/10011299350
Saved in:
3
The (de)merits of minimum-variance hedging : application to the crack spread
Alexander, Carol
;
Prokopczuk, Marcel
;
Sumawong, Anannit
- In:
Energy economics
36
(
2013
),
pp. 698-707
Persistent link: https://www.econbiz.de/10009724605
Saved in:
4
OPEC news announcements : effects on oil price expectation and
volatility
Schmidbauer, Harald
;
Rösch, Angi
- In:
Energy economics
34
(
2012
)
5
,
pp. 1656-1663
Persistent link: https://www.econbiz.de/10009687967
Saved in:
5
A characterization of oil price behavior : evidence from jump models
Gronwald, Marc
- In:
Energy economics
34
(
2012
)
5
,
pp. 1310-1317
Persistent link: https://www.econbiz.de/10009688098
Saved in:
6
A data envelopment analysis-based framework for the relative performance evaluation of competing crude oil prices'
volatility
forecasting models
Xu, Bing
;
Ouenniche, Jamal
- In:
Energy economics
34
(
2012
)
2
,
pp. 576-583
Persistent link: https://www.econbiz.de/10009618682
Saved in:
7
Applying ARMA-
GARCH
approaches to forecasting short-term electricity prices
Liu, Heping
;
Shi, Jing
- In:
Energy economics
37
(
2013
),
pp. 152-166
Persistent link: https://www.econbiz.de/10009760851
Saved in:
8
Forecasting carbon futures
volatility
using
GARCH
models with energy volatilities
Byun, Suk Joon
;
Cho, Hangjun
- In:
Energy economics
40
(
2013
),
pp. 207-221
Persistent link: https://www.econbiz.de/10010349571
Saved in:
9
Oil
volatility
shocks and the stock markets of oil-importing MENA economies : a tale from the financial crisis
Bouri, Elie
- In:
Energy economics
51
(
2015
),
pp. 590-598
Persistent link: https://www.econbiz.de/10011565043
Saved in:
10
Daily seasonality in crude oil returns and volatilities
Auer, Benjamin R.
- In:
Energy economics
43
(
2014
),
pp. 82-88
Persistent link: https://www.econbiz.de/10010504173
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