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Crude oil price and exchange rate : an analysis of the asymmetric effect and volatility using the non linear autoregressive distributed lag and general autoregressive conditional h...
Saidi, La Ode; Aedy, Hasan; Saranani, Fajar; … - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 1, pp. 104-108
Persistent link: https://www.econbiz.de/10012435288
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A co-integration analysis of the interdependencies between crude oil and distillate fuel prices
Aduda, Jane; Weke, Patrick; Ngare, Philip - In: Journal of mathematical finance 8 (2018) 2, pp. 478-496
Persistent link: https://www.econbiz.de/10011875349
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Navigating the oil bubble : a non-linear heterogeneous-agent dynamic model of futures oil pricing
Cifarelli, Giulio; Paesani, Paolo - In: The energy journal 42 (2021) 5, pp. 101-122
Persistent link: https://www.econbiz.de/10013170656
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Big fish : oil markets and speculation
Cologni, Alessandro; Scarpa, Elisa; Sitzia, Francesco … - 2015
The role of speculators in the oil markets has been vastly investigated during the last few years. Several authors focused on the definition of speculation while others examined the relationship between oil prices and the behavior of trading actors. In this paper, we formulate a new theory able...
Persistent link: https://www.econbiz.de/10010532119
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Modelling of crude oil price data using hidden Markov model
Kadhem, Safaa; Thajel, Haider - In: The journal of risk finance : JRF 24 (2023) 2, pp. 269-284
Persistent link: https://www.econbiz.de/10014232433
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Does the price of crude oil help predict the conditional distribution of aggregate equity return?
Nonejad, Nima - In: Empirical economics : a journal of the Institute for … 58 (2020) 1, pp. 313-349
Persistent link: https://www.econbiz.de/10012218998
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An S-shaped crude oil price return-implied volatility relation : parametric and nonparametric estimations
Silva Júnior, Júlio César Araújo da - In: International journal of economics and finance 9 (2017) 12, pp. 54-70
Persistent link: https://www.econbiz.de/10011782652
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Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan; Wang, Yudong; Wu, Chongfeng; Yin, Libo - In: Journal of empirical finance 43 (2017), pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
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Long term forecasts of volatility in the market for crude oil : do futures prices offer any clues?
Brochu, Stephen M. - 2002
Persistent link: https://www.econbiz.de/10001875427
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Current Issues on the Price of Oil : Decline, Forecasting, Volatility and Uncertainty
Bashiri Behmiri, Niaz - 2018
reflected in an increase in oil price volatility and uncertainty, which have relevant implications on the real economy …
Persistent link: https://www.econbiz.de/10012911766