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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

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

The dynamics of commodity spot and futures markets : a primer

Pindyck, Robert S. - In: The energy journal 22 (2001) 3, pp. 1-29

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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

Dynamic spillovers across precious metals and oil realized volatilities : evidence from quantile extended joint connectedness measures

Cuñado Eizaguirre, Juncal; Chatziantoniou, Ioannis; … - In: Journal of commodity markets 30 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014426696

On the volatility-volume relationship in energy futures markets using intraday data

Chevallier, Julien; Sévi, Benoît - In: Energy economics 34 (2012) 6, pp. 1896-1909

Persistent link: https://www.econbiz.de/10009688936

Forecasting the volatility of crude oil futures using intraday data

Sévi, Benoît - In: European journal of operational research : EJOR 235 (2014) 3, pp. 643-659

Persistent link: https://www.econbiz.de/10010341244

Are the S&P 500 index and crude oil, natural gas and Ethanol futures related for intra-day data?

Caporin, Massimiliano; Chang, Chia-Lin; McAleer, Michael - 2016 - Revised: February 2016

The energy sector is one of the most important in the world, so that time series fluctuations in leading energy sources have been analysed widely. As the leading energy commodities are traded on international stock exchanges, the analysis of the fluctuations in stock and financial derivatives...

Persistent link: https://www.econbiz.de/10011441584

The importance of extreme shock : examining the effect of investor sentiment on the crude oil futures market

Wang, Lu; Ma, Feng; Niu, Tianjiao; Liang, Chao - In: Energy economics 99 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012939414

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

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