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Commodity connectedness of the petrochemical industrial chain : a novel perspective of "good" and "bad" volatility surprises
Yang, Jie; Feng, Yun; Yang, Hao - In: Finance research letters 67 (2024) 2, pp. 1-8
Persistent link: https://www.econbiz.de/10015062454
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Risk transmission between natural gas market and stock markets : portfolio and hedging strategy analysis
Lin, Ling; Zhou, Zhongbao; Liu, Qing; Jiang, Yong - In: Finance research letters 29 (2019), pp. 245-254
Persistent link: https://www.econbiz.de/10012419082
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Bitcoin returns and risk : a general GARCH and GAS analysis
Troster, Victor; Tiwari, Aviral Kumar; Shahbaz, Muhammad; … - In: Finance research letters 30 (2019), pp. 187-193
Persistent link: https://www.econbiz.de/10012420417
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Do spillover effects between crude oil and natural gas markets disappear? : evidence from option markets
Zhu, Fangfei; Zhu, Yabei; Jin, Xuejun; Luo, Xingguo - In: Finance research letters 24 (2018), pp. 25-33
Persistent link: https://www.econbiz.de/10011982448
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Measuring systemic risk via GAS models and extreme value theory : revisiting the 2007 financial crisis
Gavronski, Pedro Gerhardt; Ziegelmann, Flavio A. - In: Finance research letters 38 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012490211
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Can Green Economy stocks hedge natural gas market risk? : evidence during Russia-Ukraine conflict and other crisis periods
Chen, Yongfei; Wei, Yu; Bai, Lan; Zhang, Jiahao - In: Finance research letters 53 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014472409
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Predicting natural gas futures' volatility using climate risks
Guo, Kun; Liu, Fengqi; Sun, Xiaolei; Zhang, Dayong; Ji, … - In: Finance research letters 55 (2023) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014473296
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Modeling dynamic conditional correlations in WTI oil forward and futures returns
Lanza, Alessandro; Manera, Matteo; McAleer, Michael - In: Finance research letters 3 (2006) 2, pp. 114-132
Persistent link: https://www.econbiz.de/10003333927
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Leverage vs. feedback : which Effect drives the oil market?
Aboura, Sofiane; Chevallier, Julien - In: Finance research letters 10 (2013) 3, pp. 131-141
Persistent link: https://www.econbiz.de/10010222896
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The pricing efficiency of crude oil futures in the Shanghai International Exchange
Yang, Chen; Lv, Fei; Fang, Libing; Shang, Xingxing - In: Finance research letters 36 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012483367