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Modeling EU allowances and oil market interdependence : implications for portfolio management
Reboredo, Juan Carlos - In: Energy economics 36 (2013), pp. 471-480
Persistent link: https://www.econbiz.de/10009724662
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Volatility spillovers between the oil market and the European Union carbon emission market
Reboredo, Juan Carlos - In: Economic modelling 36 (2014), pp. 229-234
Persistent link: https://www.econbiz.de/10010412356
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How do crude oil prices co-move? : a copula approach
Reboredo, Juan Carlos - In: Energy economics 33 (2011) 5, pp. 948-955
Persistent link: https://www.econbiz.de/10009382973
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Nonlinear effects of oil shocks on stock returns : a Markov-switching approach
Reboredo, Juan Carlos - In: Applied economics 42 (2010) 28/30, pp. 3735-3744
Persistent link: https://www.econbiz.de/10009012446
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A wavelet decomposition approach to crude oil price and exchange rate dependence
Reboredo, Juan Carlos; Rivera-Castro, Miguel A. - In: Economic modelling 32 (2013), pp. 42-57
Persistent link: https://www.econbiz.de/10009760777
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Is there dependence and systemic risk between oil and renewable energy stock prices?
Reboredo, Juan Carlos - In: Energy economics 48 (2015), pp. 32-45
Persistent link: https://www.econbiz.de/10011533695
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Oil and US dollar exchange rate dependence : a detrended cross-correlation approach
Reboredo, Juan Carlos; Rivera-Castro, Miguel A.; … - In: Energy economics 42 (2014), pp. 132-139
Persistent link: https://www.econbiz.de/10010502956
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Quantile dependence of oil price movements and stock returns
Reboredo, Juan Carlos; Ugolini, Andrea - In: Energy economics 54 (2016), pp. 33-49
Persistent link: https://www.econbiz.de/10011662726
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Wavelet-based test of co-movement and causality between oil and renewable energy stock prices
Reboredo, Juan Carlos; Rivera-Castro, Miguel A.; … - In: Energy economics 61 (2017), pp. 241-252
Persistent link: https://www.econbiz.de/10011737787
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Oil price dynamics and market-based inflation expectations
Hammoudeh, Shawkat; Reboredo, Juan Carlos - In: Energy economics 75 (2018), pp. 484-491
Persistent link: https://www.econbiz.de/10011974487