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Crude oil volatility transmission across food commodity markets : a multivariate BEKK-GARCH approach
Thenmozhi, M.; Maurya, Shipra - In: Journal of emerging market finance 20 (2021) 2, pp. 131-164
Persistent link: https://www.econbiz.de/10012592434
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Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano; Chang, Chia-Lin; McAleer, Michael - In: International review of economics & finance : IREF 59 (2019), pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
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Asymmetric price volatility transmission between U.S. biofuel, corn, and oil markets
Saghaian, Sayed; Nemati, Mehdi; Walters, Cory; Chen, Bo - In: Journal of agricultural and resource economics : JARE ; … 43 (2018) 1, pp. 46-60
Persistent link: https://www.econbiz.de/10011833454
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The price connection between palm oil and crude oil - fact or fluke?
Zschocke, Alexander - In: Issues of the European and international economy in the …, (pp. 303-320). 2017
Persistent link: https://www.econbiz.de/10011802656
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Understanding the Estimation of Oil Demand and Oil Supply Elasticities
Kilian, Lutz - 2020
driver of the real price of oil. The focus of this paper is not only on correcting some misunderstandings in the recent …
Persistent link: https://www.econbiz.de/10012822493
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Modelling the global price of Oil : is there any role for the oil futures-spot spread?
Valenti, Daniele - In: The energy journal 43 (2022) 2, pp. 41-66
Persistent link: https://www.econbiz.de/10013187829
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Modelling the global price of oil : is there any role for the oil futures-spot spread?
Valenti, Daniele - 2018
oil futures price from the spot price of oil and it represents a measure of the convenience yield but expressed with an … explaining the rises in the price of oil during the period 2003-2008. …
Persistent link: https://www.econbiz.de/10011794647
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Understanding the Estimation of Oil Demand and Oil Supply Elasticities
Kilian, Lutz - 2020
driver of the real price of oil. The focus of this paper is not only on correcting some misunderstandings in the recent …
Persistent link: https://www.econbiz.de/10014048765
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Re-Examining Crude Oil and Natural Gas Price Relationship : Evidence from Time-Varying Regime-Switching Models
Hasanov, Mübariz - 2023
In this paper, we examine the relationship between crude oil and natural gas prices. Using smooth transition regression modelling approach, we find that both the long-run and short-run relationships between oil and gas prices are more aptly modelled by simultaneous structural breaks and...
Persistent link: https://www.econbiz.de/10014260009
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Re-examining the movements of crude oil spot and futures prices over time
Holmes, Mark J.; Otero, Jesús G. - In: Energy economics 82 (2019), pp. 224-236
Persistent link: https://www.econbiz.de/10012173925