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Volatility returns with vengeance : financial markets vs. commodities
Aboura, Sofiane; Chevallier, Julien - In: Research in international business and finance 33 (2015), pp. 334-354
Persistent link: https://www.econbiz.de/10011325853
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"Time series momentum" in commodity markets
Chevallier, Julien; Ielpo, Florian - In: Managerial finance 40 (2014) 7, pp. 662-680
Persistent link: https://www.econbiz.de/10010391104
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Spikes and crashes in the oil market
Aboura, Sofiane; Chevallier, Julien - In: Research in international business and finance 36 (2016), pp. 615-623
Persistent link: https://www.econbiz.de/10011594637