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NBER working paper series
591
Finance research letters
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510
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ECONIS (ZBW)
162
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1
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
Saved in:
2
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
- In:
Energy economics
36
(
2013
),
pp. 526-535
Persistent link: https://www.econbiz.de/10009724647
Saved in:
3
Which risk factors drive oil futures price curves?
Ames, Matthew
;
Bagnarosa, Guillaume
;
Matsui, Tomoko
; …
- In:
Energy economics
87
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012512291
Saved in:
4
Oil price shocks and stock market activity
Sadorsky, Perry A.
- In:
Energy economics
21
(
1999
)
5
,
pp. 449-469
Persistent link: https://www.econbiz.de/10001405329
Saved in:
5
The effects of terrorism and war on the oil price-stock index relationship
Kollias, Chrēstos
;
Kyrtsou, Catherine
;
Papadamou, Stephanos
- In:
Energy economics
40
(
2013
),
pp. 743-752
Persistent link: https://www.econbiz.de/10010354945
Saved in:
6
Realized volatility transmission between crude oil and equity futures markets : a multivariate HAR approach
Souček, Michael
;
Todorova, Neda
- In:
Energy economics
40
(
2013
),
pp. 586-597
Persistent link: https://www.econbiz.de/10010354962
Saved in:
7
Sectoral exposure of financial markets to oil risk factors in BRICS countries
Dogah, Kingsley E.
;
Premaratne, Gamini
- In:
Energy economics
76
(
2018
),
pp. 228-256
Persistent link: https://www.econbiz.de/10011976619
Saved in:
8
Oil returns and volatility : the role of mergers and acquisitions
Bos, Martijn
;
Demirer, Rıza
;
Gupta, Rangan
;
Tiwari, …
- In:
Energy economics
71
(
2018
),
pp. 62-69
Persistent link: https://www.econbiz.de/10011942945
Saved in:
9
How do U.S. stock returns respond differently to oil price shocks pre-crisis, within the financial crisis, and post-crisis?
Tsai, Chun-Li
- In:
Energy economics
50
(
2015
),
pp. 47-62
Persistent link: https://www.econbiz.de/10011563877
Saved in:
10
Are benefits from oil-stocks diversification gone? : new evidence from a dynamic copula and high frequency data
Avdulaj, Krenar
;
Barunik, Jozef
- In:
Energy economics
51
(
2015
),
pp. 31-44
Persistent link: https://www.econbiz.de/10011564203
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