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The relationship between spot and futures oil prices : do structural breaks matter?
Chen, Pei-fen; Lee, Chien-chiang; Zeng, Jhih-hong - In: Energy economics 43 (2014), pp. 206-217
Persistent link: https://www.econbiz.de/10010504823
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Higher moment risk premiums for the crude oil market : a downside and upside conditional decomposition
Fonseca, José da; Xu, Yahua - In: Energy economics 67 (2017), pp. 410-422
Persistent link: https://www.econbiz.de/10011897942
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Which determinant is the most informative in forecasting crude oil market volatility : fundamental, speculation, or uncertainty?
Wei, Yu; Liu, Jing; Lai, Xiaodong; Hu, Yang - In: Energy economics 68 (2017), pp. 141-150
Persistent link: https://www.econbiz.de/10011905038
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Forecasting oil prices : high-frequency financial data are indeed useful
Degiannakis, Stavros; Filis, George - In: Energy economics 76 (2018), pp. 388-402
Persistent link: https://www.econbiz.de/10011976685
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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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Forecasting the VaR of crude oil market: do alternative distributions help?
Lyu, Yongjian; Wang, Peng; Wei, Yu; Ke, Rui - In: Energy economics 66 (2017), pp. 523-534
Persistent link: https://www.econbiz.de/10011896562
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Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
Arouri, Mohamed; Lahiani, Amine; Lévy, Aldo; Nguyen, … - In: Energy economics 34 (2012) 1, pp. 283-293
Persistent link: https://www.econbiz.de/10009618848
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Modeling and forecasting the volatility of petroleum futures prices
Kang, Sang Hoon; Yoon, Seong-min - In: Energy economics 36 (2013), pp. 354-362
Persistent link: https://www.econbiz.de/10009724686
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The power of investors' optimism and pessimism in oil market forecasting
Mustanen, Dmitri; Maaitah, Ahmad; Mishra, Tapas; Parhi, … - In: Energy economics 114 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013477597
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Transformer-based forecasting for intraday trading in the Shanghai crude oil market : Analyzing open-high-low-close prices
Huang, Wenyang; Gao, Tianxiao; Hao, Yun; Wang, Xiuqing - In: Energy economics 127 (2023) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10014487500