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1
Crude oil price forecasting : experimental evidence from wavelet decomposition and neural network modeling
Jammazi, Rania
;
Aloui, Chaker
- In:
Energy economics
34
(
2012
)
3
,
pp. 828-841
Persistent link: https://www.econbiz.de/10010219886
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2
On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes
Berger, Theo
;
Uddin, Mohammed Gazi Salah
- In:
Energy economics
56
(
2016
),
pp. 374-383
Persistent link: https://www.econbiz.de/10011664267
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3
Time-frequency contained co-movement of crude oil and
world
food prices : a wavelet-based analysis
Pal, Debdatta
;
Mitra, Subrata Kumar
- In:
Energy economics
62
(
2017
),
pp. 230-239
Persistent link: https://www.econbiz.de/10011748104
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4
Temporal and spectral dependence between crude oil and agricultural commodities : a wavelet-based copula approach
Yahya, Muhammad
;
Oglend, Atle
;
Dahl, Roy Endré
- In:
Energy economics
80
(
2019
),
pp. 277-296
Persistent link: https://www.econbiz.de/10012172436
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5
Speculative bubbles in recent oil price dynamics : evidence from a Bayesian Markov-switching state-space approach
Lammerding, Marc
;
Stephan, Patrick
;
Trede, Mark
; …
- In:
Energy economics
36
(
2013
),
pp. 491-502
Persistent link: https://www.econbiz.de/10009724652
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6
Co-movement of energy commodities revisited : evidence from wavelet coherence analysis
Vacha, Lukas
;
Barunik, Jozef
- In:
Energy economics
34
(
2012
)
1
,
pp. 241-247
Persistent link: https://www.econbiz.de/10009618864
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7
Scale-specific importance of weather variables for explanation of variations of electricity consumption : the case of Prague, Czech Republic
Bašta, Milan
;
Helman, Karel
- In:
Energy economics
40
(
2013
),
pp. 503-514
Persistent link: https://www.econbiz.de/10010354405
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8
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
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9
The stochastic seasonal behavior of energy commodity convenience yields
García Mirantes, Andrés
;
Población, Javier
;
Serna, …
- In:
Energy economics
40
(
2013
),
pp. 155-166
Persistent link: https://www.econbiz.de/10010349595
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10
What do market-calibrated stochastic processes indicate about the long-term price of crude oil?
Hahn, Warren J.
;
DiLellio, James A.
;
Dyer, James S.
- In:
Energy economics
44
(
2014
),
pp. 212-221
Persistent link: https://www.econbiz.de/10010457221
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