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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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Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management
Nekhili, Ramzi; Bouri, Elie - In: Energy economics 119 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014285019
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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
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Economic determinants of oil futures volatility : term structure perspective
Kang, Boda; Nikitopoulos, Christina Sklibosios; … - In: Energy economics 88 (2020), pp. 1-27
Persistent link: https://www.econbiz.de/10012515144
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Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries
Naifar, Nader; Shahzad, Syed Jawad Hussain; Hammoudeh, … - In: Energy economics 88 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012516238
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Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries : evidence from rolling windows and crossquantilogram analysis
Shahzad, Syed Jawad Hussain; Naifar, Nader; Hammoudeh, … - In: Energy economics 68 (2017), pp. 327-339
Persistent link: https://www.econbiz.de/10011905787
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Convenience yield in commodity price modeling : a regime switching approach
Almansour, Abdullah - In: Energy economics 53 (2016), pp. 238-247
Persistent link: https://www.econbiz.de/10011660523
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Mean-reverting no-arbitrage additive models for forward curves in energy markets
Latini, Luca; Piccirilli, Marco; Vargiolu, Tiziano - In: Energy economics 79 (2019), pp. 157-170
Persistent link: https://www.econbiz.de/10012172269
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Value-at-Risk estimation of energy commodities : a long-memory GARCH-EVT approach
Youssef, Manel; Belkacem, Lotfi; Mokni, Khaled - In: Energy economics 51 (2015), pp. 99-110
Persistent link: https://www.econbiz.de/10011564809
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Extreme risk spillovers between crude oil and stock markets
Du, Limin; He, Yanan - In: Energy economics 51 (2015), pp. 455-465
Persistent link: https://www.econbiz.de/10011564907