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Forecasting crude oil and refined products volatilities and correlations : new evidence from fractionally integrated multivariate GARCH models
Marchese, Malvina; Kyriakou, Ioannis; Tamvakis, Michael; … - In: Energy economics 88 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012516745
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Volatility transmission and volatility impulse response functions in crude oil markets
Jin, Xiaoye; Lin, Sharon X. W.; Tamvakis, Michael - In: Energy economics 34 (2012) 6, pp. 2125-2134
Persistent link: https://www.econbiz.de/10009688822
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Market conditions, trader types and price-volume relation in energy futures markets
Alizadeh-Masoodian, Amir H.; Tamvakis, Michael - In: Energy economics 56 (2016), pp. 134-149
Persistent link: https://www.econbiz.de/10011663879
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Volatility transmission and volatility impulse response functions in crude oil markets
Jin, Xiaoye; Xiaowen Lin, Sharon; Tamvakis, Michael - In: Energy economics 34 (2012) 6, pp. 2125-2135
Persistent link: https://www.econbiz.de/10010034777
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Is green growth affected by financial risks? : new global evidence from asymmetric and heterogeneous analysis
Zhao, Jun; Dong, Kangyin; Dong, Xiucheng; Shahbaz, Muhammad - In: Energy economics 113 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013540495