Narrow search
Showing 1 - 10 of 278
Cover Image
The impact of global energy price volatility on oil derivative and local price in Jordan : using DCC-GARCH model
Adailah, Radi Mohammad; Al-Damour, Saba Bassam; … - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 1, pp. 336-348
Persistent link: https://www.econbiz.de/10014486378
Cover Image
Volatility spillovers in electricity markets : evidence from the United States
Pantos, Themistoclis; Polyzos, Stathis; Armenatzoglou, … - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 4, pp. 131-143
Persistent link: https://www.econbiz.de/10012384454
Cover Image
Trading forward in the Brazilian electricity market
Coutinho, Paulo C.; Oliveira, André L. - In: International Journal of Energy Economics and Policy : IJEEP 3 (2013) 3, pp. 272-287
Persistent link: https://www.econbiz.de/10010192883
Cover Image
Examining the effects of oil price long memory and exchange rate long memory on stock market behavior in Nigeria
Lawal, Adedoyin Isola; Dahunsi, Samuel Olatunde; … - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 4, pp. 430-436
Persistent link: https://www.econbiz.de/10012504824
Cover Image
Dynamic correlations and volatility spillovers between crude oil and stock index returns : the implications for optimal portfolio construction
Lee, Yen-Hsien; Huang, Ya-Ling; Wu, Chun-Yu - In: International Journal of Energy Economics and Policy : IJEEP 4 (2014) 3, pp. 327-336
Persistent link: https://www.econbiz.de/10011286211
Cover Image
On the time-varying correlations and hedging effectiveness : an analysis of crude oil, gold, and stock market
Sahadudheen, I.; Kumar, P. K. Santhosh - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 6, pp. 353-363
Persistent link: https://www.econbiz.de/10014435115
Cover Image
WTI crude oil options market prior to and during the COVID-19 pandemic
Łamasz, Bartosz; Michalski, Marek; Puka, Radosław - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 2, pp. 117-128
Persistent link: https://www.econbiz.de/10014316298
Cover Image
Application of ARIMA modelling for the forecasting of solar, wind, spot and options electricity prices : the Australian National Electricity Market
Alsaedi, Yasir; Tularam, Gurudeo Anand; Wong, Victor - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 4, pp. 263-272
Persistent link: https://www.econbiz.de/10012424611
Cover Image
The Halloween effect on energy markets : an empirical study
Burakov, Dmitry; Freidin, Max; Solovyev, Yuriy - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 2, pp. 121-126
Persistent link: https://www.econbiz.de/10011861862
Cover Image
The lead lag relationship between spot and futures markets in the energy sector
Chen, Jengchung Victor; Prince, Yolanda Gabriela; Ha, … - In: International Journal of Energy Economics and Policy : IJEEP 7 (2017) 4, pp. 23-30
Persistent link: https://www.econbiz.de/10011749853