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Oil commodity returns and macroeconomic factors : a time-varying approach
Schalck, Christophe; Chenavaz, Régis - In: Research in international business and finance 33 (2015), pp. 290-303
Persistent link: https://www.econbiz.de/10011325859
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Risk adjusted momentum strategies : a comparison between constant and dynamic volatility scaling approaches
Fan, Minyou; Li, Youwei; Liu, Jiadong - In: Research in international business and finance 46 (2018), pp. 131-140
Persistent link: https://www.econbiz.de/10011983588
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Nonlinear dynamic correlation between geopolitical risk and oil prices : a study based on high-frequency data
Huang, Jianbai; Ding, Qian; Zhang, Hongwei; Guo, Yaoqi; … - In: Research in international business and finance 56 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013266166
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How responsive are retail electricity prices to crude oil fluctuations in the US? : time-varying and asymmetric perspectives
Luo, Keyu; Ye, Yong - In: Research in international business and finance 69 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10015052403
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Regime shift, speculation, and stock price
Du, Ke; Fu, Yishu; Qin, Zhenjiang; Zhang, Shuoxun - In: Research in international business and finance 52 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012548582
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Optimally sampled realized range-based volatility estimators
Vortelinos, Dimitrios I. - In: Research in international business and finance 30 (2014), pp. 34-50
Persistent link: https://www.econbiz.de/10010390353
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The signal and the noise volatilities
Chaker, Selma - In: Research in international business and finance 50 (2019), pp. 79-105
Persistent link: https://www.econbiz.de/10012177017
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Infectious disease equity market volatility, geopolitical risk, speculation, and commodity returns : comparative analysis of five epidemic outbreaks
Long, Shaobo; Guo, Jiaqi - In: Research in international business and finance 62 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10014247242
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Estimating time-varying factors’ variance in the string-term structure model with stochastic volatility
Almeida, Thiago Ramos - In: Research in international business and finance 70 (2024) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10015055200
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Modeling CAC40 volatility using ultra-high frequency data
Degiannakis, Stavros; Floros, Christos - In: Research in international business and finance 28 (2013), pp. 68-81
Persistent link: https://www.econbiz.de/10009725156