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Causal flows between oil and forex markets using high-frequency data : asymmetries from good and bad volatility
Alam, Md. Samsul; Shahzad, Syed Jawad Hussain; Ferrer, … - In: Energy economics 84 (2019), pp. 1-21
Persistent link: https://www.econbiz.de/10012183298
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Unraveling the crystal ball : machine learning models for crude oil and natural gas volatility forecasting
Tiwari, Aviral Kumar; Sharma, Gagan Deep; Rao, Amar; … - In: Energy economics 134 (2024), pp. 1-28
Persistent link: https://www.econbiz.de/10015047054
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Machine learning and oil price point and density forecasting
Costa, Alexandre Bonnet R.; Ferreira, Pedro Cavalcanti; … - In: Energy economics 102 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10013162181
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Machine learning in energy economics and finance: a review
Ghoddusi, Hamed; Creamer Guillén, Germán; Rafizadeh, Nima - In: Energy economics 81 (2019), pp. 709-727
Persistent link: https://www.econbiz.de/10012172954
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Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan; Gupta, Rangan; Pienaar, Daniel; … - In: Energy economics 114 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
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INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie; Ma, Feng; Li, Haibo; Wang, Jianqiong - In: Energy economics 126 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
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African forex markets : modeling their predictability and the asymmetric effects of oil and geopolitical risk
Huang, Shoujun; Gubareva, Mariya; Teplova, Tamara V.; … - In: Energy economics 136 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10015046944
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Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate
Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min - In: Energy economics 48 (2015), pp. 46-60
Persistent link: https://www.econbiz.de/10011533698
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Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets : evidence from implied volatility
Ding, Qian; Huang, Jianbai; Chen, Jinyu - In: Energy economics 102 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013162177
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International transmission of shocks and African forex markets
Huang, Shoujun; Bossman, Ahmed; Gubareva, Mariya; … - In: Energy economics 131 (2024), pp. 1-18
heterogeneously depends on oil and GPR innovations. We also provide empirical evidence that return and volatility shock transmission …
Persistent link: https://www.econbiz.de/10015046270