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Oil price volatility and real effective exchange rate : the case of Thailand
Jiranyakul, Komain - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 2, pp. 574-579
Persistent link: https://www.econbiz.de/10011455871
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Volatility transmission in oil futures markets and carbon emissions futures
Tanattrin Bunnag - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 3, pp. 647-659
Persistent link: https://www.econbiz.de/10011455969
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Markov regime switching generalized autoregressive conditional heteroskedastic model and volatility modeling for oil returns
Günay, Samet - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 4, pp. 979-985
Persistent link: https://www.econbiz.de/10011456391
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The effect of financial and macroeconomic factors on the oil market
Sariannidis, Nikolaos; Galyfianakis, Georgios; … - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 4, pp. 1084-1091
Persistent link: https://www.econbiz.de/10011456477
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Do long-memory GARCH-type-value-at-risk models outperform none-and semi-parametric value-at-risk models?
Buberkoku, Onder - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 2, pp. 199-215
Persistent link: https://www.econbiz.de/10012027037
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The asymmetric effects of oil price shocks on the Canadian economy
Donayre, Luiggi; Wilmot, Neil A. - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 2, pp. 167-182
Persistent link: https://www.econbiz.de/10011549719
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The effect of crude oil price moments on socially responsible firms in Eurozone
Sariannidis, Nikolaos; Giannarakis, Grigoris; … - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 2, pp. 356-363
Persistent link: https://www.econbiz.de/10011549907
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Carbon future price return, oil future price return and stock index future price return in the U.S.
Wei, Ching Chun; Lin, Ya-Ling - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 4, pp. 655-662
Persistent link: https://www.econbiz.de/10011550607
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Is the best Generalized Autoregressive Conditional Heteroskedasticity(p,q) value-at-risk estimate also the best in reality? : an evidence from Australian interconnected power marke...
Handika, Rangga; Triandaru, Sigit - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 4, pp. 814-821
Persistent link: https://www.econbiz.de/10011550637
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Volatility transmissions between oil prices and emerging market sectors : implications for portfolio management and hedging strategies
Demiralay, Sercan; Gencer, Hatice Gaye - In: International Journal of Energy Economics and Policy : IJEEP 4 (2014) 3, pp. 442-447
Persistent link: https://www.econbiz.de/10011286184