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The impact of oil shocks on exchange rates : a Markov-switching approach
Basher, Syed Abul; Haug, Alfred Albert; Sadorsky, Perry A. - In: Energy economics 54 (2016), pp. 11-23
Persistent link: https://www.econbiz.de/10011662720
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A weekly structural VAR model of the US crude oil market
Valenti, Daniele; Bastianin, Andrea; Manera, Matteo - In: Energy economics 121 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014438651
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Structural sources of oil market volatility and correlation dynamics
Harrison, Andre; Liu, Xiaochun; Stewart, Shamar L. - In: Energy economics 121 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014438691
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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
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Leverage effects and stochastic volatility in spot oil returns : a Bayesian approach with VaR and CVaR applications
Chen, Liyuan; Zerilli, Paola; Baum, Christopher F. - In: Energy economics 79 (2019), pp. 111-129
Persistent link: https://www.econbiz.de/10012172264
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Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica; Casarin, Roberto; Osuntuyi, Anthony - In: Energy economics 70 (2018), pp. 545-562
Persistent link: https://www.econbiz.de/10011942887
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Understanding the global drivers of inflation : how important are oil prices?
Ha, Jongrim; Kose, M. Ayhan; Ohnsorge, Franziska; … - In: Energy economics 127 (2023) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10014487424
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Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data
Balcilar, Mehmet; Gupta, Rangan; Wohar, Mark E. - In: Energy economics 61 (2017), pp. 72-86
Persistent link: https://www.econbiz.de/10011737672
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Bayesian calibration and number of jump components in electricity spot price models
Gonzalez, Jhonny; Moriarty, John; Palczewski, Jan - In: Energy economics 65 (2017), pp. 375-388
Persistent link: https://www.econbiz.de/10011803998
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How do dynamic responses of exchange rates to oil price shocks co-move? : from a time-varying perspective
Huang, Shupei; An, Haizhong; Lucey, Brian M. - In: Energy economics 86 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012512194