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~subject:"Oil price"
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Threshold Cointegration Analys...
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Oil price
Volatility
105
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104
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102
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99
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78
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78
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77
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66
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Hammoudeh, Shawkat
63
Mensi, Walid
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Ewing, Bradley T.
10
Tiwari, Aviral Kumar
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Hammoudeh, Shawkat M.
6
Malik, Farooq
6
Nguyen, Duc Khuong
6
Shahbaz, Muhammad
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Sousa, Ricardo M.
5
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4
Selmi, Refk
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3
Aloui, Riadh
3
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Al-Yahyaee, Khamis Hamed
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Bouoiyour, Jamal
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Xuan Vinh Vo
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1
Al-Emadi, Ahmed Abdulsalam
1
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Energy economics
29
International review of economics & finance : IREF
6
The energy journal
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of financial analysis
3
Research in international business and finance
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International journal of finance & economics : IJFE
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1
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1
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1
Threshold cointegration analyis of crude oil benchmarks
Hammoudeh, Shawkat M.
;
Ewing, Bradley T.
;
Thompson, Mark A.
- In:
The energy journal
29
(
2008
)
4
,
pp. 79-96
Persistent link: https://www.econbiz.de/10003772370
Saved in:
2
Examining asymmetric behavior in US petroleum futures and spot prices
Ewing, Bradley T.
;
Hammoudeh, Shawkat M.
;
Thompson, Mark A.
- In:
The energy journal
27
(
2006
)
3
,
pp. 9-23
Persistent link: https://www.econbiz.de/10003347270
Saved in:
3
Modeling the response of gasoline-crude oil price crack spread macroeconomic shocks
Ewing, Bradley T.
;
Thompson, Mark A.
- In:
Atlantic economic journal : AEJ
46
(
2018
)
2
,
pp. 203-213
Persistent link: https://www.econbiz.de/10012062633
Saved in:
4
Component structure for nonstationary time series : application to benchmark oil prices
Bhar, Ramaprasad
;
Hammoudeh, Shawkat
;
Thompson, Mark A.
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 971-983
Persistent link: https://www.econbiz.de/10003792334
Saved in:
5
Re-examining the dynamic causal oil-macroeconomy relationship
Hammoudeh, Shawkat
;
Bhar, Ramaprasad
;
Thompson, Mark A.
- In:
International review of financial analysis
19
(
2010
)
4
,
pp. 298-305
Persistent link: https://www.econbiz.de/10009272660
Saved in:
6
Volatility transmission between oil prices and equity sector returns
Malik, Farooq
;
Ewing, Bradley T.
- In:
International review of financial analysis
18
(
2009
)
3
,
pp. 95-100
Persistent link: https://www.econbiz.de/10003880010
Saved in:
7
Volatility transmission between gold and oil futures under structural breaks
Ewing, Bradley T.
;
Malik, Farooq
- In:
International review of economics & finance : IREF
25
(
2013
),
pp. 113-121
Persistent link: https://www.econbiz.de/10009693332
Saved in:
8
Oil reserve life and the influence of crude oil prices : an analysis of Texas reserves
Apergēs, Nikolaos
;
Ewing, Bradley T.
;
Payne, James E.
- In:
Energy economics
55
(
2016
),
pp. 266-271
Persistent link: https://www.econbiz.de/10011663490
Saved in:
9
Volatility spillovers between oil prices and the stock market under structural breaks
Ewing, Bradley T.
;
Malik, Farooq
- In:
Global finance journal
29
(
2016
),
pp. 12-23
Persistent link: https://www.econbiz.de/10011714558
Saved in:
10
Estimating volatility persistence in oil prices under structural breaks
Ewing, Bradley T.
;
Malik, Farooq
- In:
The financial review : the official publication of the …
45
(
2010
)
4
,
pp. 1011-1023
Persistent link: https://www.econbiz.de/10008698950
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