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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

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

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

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

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

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

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

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

Oil and US dollar exchange rate dependence: A detrended cross-correlation approach

Reboredo, Juan Carlos; Rivera-Castro, Miguel A.; … - In: Energy Economics 42 (2014) C, pp. 132-139

This paper examines the relationship between oil prices and the US dollar exchange rate using detrended cross-correlation analysis. For a wide set of currencies in the periods before and since the onset of the recent global financial crisis, we characterized the oil price–exchange rate...

Persistent link: https://www.econbiz.de/10010752926

Wavelet-based evidence of the impact of oil prices on stock returns

Reboredo, Juan C.; Rivera-Castro, Miguel A. - In: International review of economics & finance : IREF 29 (2014), pp. 145-176

Persistent link: https://www.econbiz.de/10010431472