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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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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
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Tail risk and the return-volatility relation
Aboura, Sofiane; Chevallier, Julien - In: Research in international business and finance 46 (2018), pp. 16-29
Persistent link: https://www.econbiz.de/10011983542
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Investigating the leverage effect in commodity markets with a recursive estimation approach
Chevallier, Julien; Ielpo, Florian - In: Research in international business and finance 39 (2017), pp. 763-778
Persistent link: https://www.econbiz.de/10011912346
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Oil vs. gasoline : the dark side of volatility and taxation
Aboura, Sofiane; Chevallier, Julien - In: Research in international business and finance 39 (2017), pp. 976-989
Persistent link: https://www.econbiz.de/10011912421