Similar Search Results

Modelling market indices, commodity market prices and stock prices of energy sector using VAR with variance decomposition model

Meher, Bharat Kumar; Hawaldar, Iqbal Thonse; Kumar, Santosh - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 4, pp. 122-130

Persistent link: https://www.econbiz.de/10013366034

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

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

Hedging efficiency of energy commodities between Indian and american commodity exchanges : constant and time-varying approaches

Rajesh, R.; Nandini, A. Satya - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 6, pp. 537-546

Persistent link: https://www.econbiz.de/10014435254

Crude oil option market parameters and their impact on the cost of hedging by long strap strategy

Łamasz, Bartosz; Iwaszczuk, Natalia - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 1, pp. 471-480

Persistent link: https://www.econbiz.de/10012436144

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

Hedging petroleum futures with multivariate GARCH models

Tanattrin Bunnag - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 1, pp. 105-120

Persistent link: https://www.econbiz.de/10011287161

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

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

Volatility transmission in crude oil, gold, Standard and Poor's 500 and US Dollar Index futures using vector autoregressive-multivariate generalized autoregressive conditional hete...

Tanattrin Bunnag - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 1, pp. 39-52

Persistent link: https://www.econbiz.de/10011448160

1
2
3
4
5
6
7
8
9
10
Next
Last