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92
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World Bank
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Christian-Albrechts-Universität zu Kiel
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Danmarks Nationalbank
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NBER working paper series
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International Journal of Energy Economics and Policy : IJEEP
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International journal of forecasting
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Economics letters
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The review of financial studies
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Journal of international money and finance
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Applied economics letters
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Applied financial economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Research in international business and finance
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International journal of theoretical and applied finance
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Journal of international financial markets, institutions & money
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The journal of finance : the journal of the American Finance Association
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The European journal of finance
86
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of economic dynamics & control
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Journal of risk and financial management : JRFM
75
Quantitative finance
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International journal of finance & economics : IJFE
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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CESifo working papers
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
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OLC EcoSci
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ArchiDok
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RePEc
1
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1
Causality and volatility spillovers among petroleum prices of WTI,
gasoline
and heating oil in different locations
Hammoudeh, Shawkat
;
Li, Huimin
;
Jeon, Bang-nam
- In:
The North American journal of economics and finance : a …
14
(
2003
)
1
,
pp. 89-114
Persistent link: https://www.econbiz.de/10001763330
Saved in:
2
Volatility dynamics and seasonality in energy prices : implications for crack-spread price risk
Suenaga, Hiroaki
;
Smith, Aaron D.
- In:
The energy journal
32
(
2011
)
3
,
pp. 27-58
Persistent link: https://www.econbiz.de/10009309725
Saved in:
3
The dynamics of commodity spot and futures markets : a primer
Pindyck, Robert S.
- In:
The energy journal
22
(
2001
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10001594337
Saved in:
4
Volatility relationship between crude oil and petroleum products
Lee, Thomas
;
Zyren, John
- In:
Atlantic economic journal : AEJ
35
(
2007
)
1
,
pp. 97-112
Persistent link: https://www.econbiz.de/10003447666
Saved in:
5
Modeling and forecasting petroleum futures volatility
Sadorsky, Perry A.
- In:
Energy economics
28
(
2006
)
4
,
pp. 467-488
Persistent link: https://www.econbiz.de/10003351688
Saved in:
6
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
7
A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
Saved in:
8
Speculative behaviour and oil price predictability
Panopulu, Aikaterinē
;
Pantelidis, Theologos
- In:
Economic modelling
47
(
2015
),
pp. 128-136
Persistent link: https://www.econbiz.de/10011438977
Saved in:
9
Estimating multi-period value at risk of oil futures prices
Zhou, Chunyang
;
Qin, Xiao
;
Diao, Xundi
;
He, Yingchen
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 2994-3004
Persistent link: https://www.econbiz.de/10011615344
Saved in:
10
Macroeconomic attention and oil futures volatility prediction
Liu, Shan
;
Li, Ziwei
- In:
Finance research letters
57
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014505944
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