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Oil vs. gasoline : the dark side of volatility and taxation

Aboura, Sofiane; Chevallier, Julien - In: Research in international business and finance 39 (2017), pp. 976-989

Persistent link: https://www.econbiz.de/10011912421

Leverage vs. feedback : which Effect drives the oil market?

Aboura, Sofiane; Chevallier, Julien - In: Finance research letters 10 (2013) 3, pp. 131-141

Persistent link: https://www.econbiz.de/10010222896

Spikes and crashes in the oil market

Aboura, Sofiane; Chevallier, Julien - In: Research in international business and finance 36 (2016), pp. 615-623

Persistent link: https://www.econbiz.de/10011594637

Time-varying correlations in oil, gas and CO2 prices : an application using BEKK, CCC and DCC-MGARCH models

Chevallier, Julien - In: Applied economics 44 (2012) 31/33, pp. 4257-4274

Persistent link: https://www.econbiz.de/10009713497

Spéculation et marchés dérivés du pétrole

Chevallier, Julien - In: Revue d'économie financière : revue trimestrielle de … 98/99 (2010), pp. 353-371

Persistent link: https://www.econbiz.de/10008659938

Price relationships in crude oil futures : new evidence from CFTC disaggregated data

Chevallier, Julien - In: Environmental economics and policy studies 15 (2013) 2, pp. 133-170

Persistent link: https://www.econbiz.de/10009732028

Is There Any Black Swan Hidden in the Oil Markets?

Aboura, Sofiane - 2015

Since the last three decades, advanced economies have been facing a substantial rise not only in the crude oil price but also in the oil price volatility. Quantifying the tail risk has become a prominent issue for investment decisions and risk management. This article reveals the existence of a...

Persistent link: https://www.econbiz.de/10013036389

Is the oil currency – oil price nexus affected by dollar swings?

Gomes, Gabriel - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2014

This paper investigates to which extent dollar real exchange rate movements affect the relationship between oil prices and oil currencies. Estimating a panel cointegrating model between the real exchange rate and its drivers for a sample of 11 OPEC countries and 8 major oil-exporting economies...

Persistent link: https://www.econbiz.de/10010942877

Fundamental and financial influences on the co-movement of oil and gas prices

Bunn, Derek W.; Chevallier, Julien; LePen, Yannick; … - In: The energy journal 38 (2017) 2, pp. 201-228

Persistent link: https://www.econbiz.de/10011661711

On the conditional dependence structure between oil, gold and USD exchange rates : Nested copula based GJR-GARCH model

Bedoui, Rihab; Braiek, Sana; Guesmi, Khaled; … - In: Energy economics 80 (2019), pp. 876-889

Persistent link: https://www.econbiz.de/10012173742