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China's oil future : a case of modest expectations
Hardy, Randall W. - 1978
Persistent link: https://www.econbiz.de/10000116088
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Dynamic adjustment of crude oil price spreads
Ghoshray, Atanu; Trifonova, Tatiana - In: The energy journal 35 (2014) 1, pp. 119-136
Persistent link: https://www.econbiz.de/10010246062
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Do fine wines blend with crude oil? : seizing the transmission of mean and volatility between two commodity prices
Bouri, Elie I. - In: Journal of wine economics 8 (2013) 1, pp. 49-68
Persistent link: https://www.econbiz.de/10010197168
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Testing the efficiency of the futures market for crude oil in the presence of a structural break
Stevens, Jason; Lamirande, P. de - In: Applied economics 46 (2014) 31/33, pp. 4053-4059
Persistent link: https://www.econbiz.de/10010421854
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Do transaction costs prevent arbitrage in the market for crude oil? : evidence from a threshold autoregression
Stevens, Jason - In: Applied economics letters 22 (2015) 1/3, pp. 169-172
Persistent link: https://www.econbiz.de/10010482015
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Impact of COVID-19 on the dependence structure of WTI crude oil spot and future price
Lee, Wo-Chiang; Lee, Jhuo-Ying - In: The empirical economics letters : a monthly … 19 (2020) 11, pp. 1299-1312
Persistent link: https://www.econbiz.de/10012599720
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Can BRICS's currency be a hedge or a safe haven for energy portfolio? : an evidence from vine copula approach
He, Yijin; Nakajima, Tadahiro; Hamori, Shigeyuki - In: The Singapore economic review : journal of the Economic … 65 (2020) 4, pp. 805-836
Persistent link: https://www.econbiz.de/10012509267
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Conditional correlations between stock index, investment grade yield, high yield and commodities (gold and oil) during stable and crisis periods
Tuysuz, Sukriye - In: International journal of economics and finance 5 (2013) 9, pp. 28-44
Persistent link: https://www.econbiz.de/10010190858
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The effect of jumps in the crude oil market on the sovereign risks of major oil exporters
Bouri, Elie - In: Risks : open access journal 7 (2019) 4/118, pp. 1-15
We study the jump behaviour in the sovereign risks of major oil-exporting countries and examine whether it is affected by jumps in the price and volatility of crude oil. Data used are daily from 14 February 2011, to 31 July 2019. We detect the presence of jumps in many oil exporters and find...
Persistent link: https://www.econbiz.de/10012127756
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Language sentiment in fundamental and noise trading : evidence from crude oil
Alfano, Simon; Feuerriegel, Stefan; Neumann, Dirk - In: Applied economics 52 (2020) 49, pp. 5343-5363
Persistent link: https://www.econbiz.de/10012307686