Narrow search
Showing 1 - 10 of 1,491
Cover Image
Modeling and forecasting extreme commodity prices : a Markov-Switching based extreme value model
Herrera, Rodrigo; Rodriguez, Alejandro; Pino, Gabriel - In: Energy economics 63 (2017), pp. 129-143
Persistent link: https://www.econbiz.de/10011757876
Cover Image
Oil shocks and stock market volatility : new evidence
Lu, Xinjie; Ma, Feng; Wang, Jiqian; Zhu, Bo - In: Energy economics 103 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10013364063
Cover Image
Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models : either, neither or both?
Wang, Lu; Wu, Jiangbin; Cao, Yang; Hong, Yanran - In: Energy economics 111 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013349997
Cover Image
Filtering and forecasting commodity futures prices under an HMM framework
Date, Paresh; Mamon, Rogemar; Tenyakov, Anton - In: Energy economics 40 (2013), pp. 1001-1013
Persistent link: https://www.econbiz.de/10010355984
Cover Image
Copula stochastic volatility in oil returns : approximate Bayesian computation with volatility prediction
Virbickaitė, Audronė; Ausín, M. Concepción; … - In: Energy economics 92 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012519661
Cover Image
Forecasting crude oil prices by a semiparametric Markov switching model : OPEC, WTI, and Brent cases
Nademi, Arash; Nademi, Younes - In: Energy economics 74 (2018), pp. 757-766
Persistent link: https://www.econbiz.de/10011972961
Cover Image
Forecasting crude oil price volatility via a HM-EGARCH model
Lin, Yu; Yang, Xiaoming; Li, Fuxing - In: Energy economics 87 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012512591
Cover Image
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
Cover Image
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen; Demirer, Rıza; Gupta, Rangan; Ji, Qiang - In: Energy economics 105 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013201953
Cover Image
Modelling the volatility of TOCOM energy futures : a regime switching realised volatility approach
Alizadeh-Masoodian, Amir H.; Huang, Chih-Yueh; Marsh, Ian - In: Energy economics 93 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012643308