Similar Search Results

A study of Shanghai fuel oil futures price volatility based on high frequency data : long-range dependence, modeling and forecasting

Liu, Li; Wan, Jieqiu - In: Economic modelling 29 (2012) 6, pp. 2245-2253

Persistent link: https://www.econbiz.de/10009673777

Crude oil futures trading and uncertainty

Czudaj, Robert L. - 2018

This paper examines the effect of different dimensions of uncertainty on expectations of WTI crude oil futures momentum traders at a daily level. We consider two concepts of uncertainty and two momentum trading indicators based on technical analysis. In addition, we also use wavelet techniques...

Persistent link: https://www.econbiz.de/10011979326

Crude oil futures trading and uncertainty

Czudaj, Robert - In: Energy economics 80 (2019), pp. 793-811

Persistent link: https://www.econbiz.de/10012173728

Catching the curl : wavelet thresholding improves forward curve modelling

Power, Gabriel J.; Eaves, James; Turvey, Calum Greig; … - In: Economic modelling 64 (2017), pp. 312-321

Persistent link: https://www.econbiz.de/10011761254

Long-horizon return regressions with historical volatility and other long-memory variables

Sizova, Natalia - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 4, pp. 546-559

Persistent link: https://www.econbiz.de/10010337850

Heterogeneous component multiplicative error models for forecasting trading volumes

Naimoli, Antonio; Storti, Giuseppe - In: International journal of forecasting 35 (2019) 4, pp. 1332-1355

Persistent link: https://www.econbiz.de/10012305333

Are the crude oil markets really becoming more efficient over time? : some new evidence

Kristoufek, Ladislav - 2018

test for time-varying long-range dependence in prices and volatility" published in Energy Economics 29, pp. 28-36. The … 2015 when the Hurst exponent started another rally and stayed rather high until the end of the examined sample. Comparing …

Persistent link: https://www.econbiz.de/10011809394

Are the crude oil markets really becoming more efficient over time? : Some new evidence

Krištoufek, Ladislav - In: Energy economics 82 (2019), pp. 253-263

Persistent link: https://www.econbiz.de/10012173935

Long memory and structural breaks of cryptocurrencies trading volume

Ahmed, Mohamed Shaker; Bouri, Elie - In: Eurasian economic review : a journal in applied … 13 (2023) 3/4, pp. 469-497

Persistent link: https://www.econbiz.de/10014451988

Exploring volatility of crude oil intraday return curves : a functional GARCH-X model

Rice, Gregory; Wirjanto, Tony S.; Zhao, Yuqian - In: Journal of commodity markets 32 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014495589

1
2
3
4
5
6
7
8
9
10
Next
Last