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133
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132
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1
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:
2
International asset prices : empirical evidence
Morales-Arias, Leonardo
-
2009
Persistent link: https://www.econbiz.de/10003869496
Saved in:
3
Forecasting volatility and correlation between oil and gold prices using a novel multivariate GAS model
Chen, Rongda
;
Xu, Jianjun
- In:
Energy economics
78
(
2019
),
pp. 379-391
Persistent link: https://www.econbiz.de/10012159962
Saved in:
4
Forecasting the dynamic relationship between crude oil and stock prices since the 19th century
Ivanovski, Kris
;
Hailemariam, Abebe
- In:
Journal of commodity markets
24
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013392386
Saved in:
5
Speculation, hedging and commodity
price
forecasts
Labys, Walter C.
;
Granger, C. W. J.
-
1970
Persistent link: https://www.econbiz.de/10000571163
Saved in:
6
Forecasting prices in regime-switching markets
Pereiro, Luis E.
;
González Rozada, Martín
- In:
The journal of portfolio management : a publication of …
41
(
2015
)
4
,
pp. 133-139
Persistent link: https://www.econbiz.de/10011432344
Saved in:
7
Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
Arouri, Mohamed
;
Hammoudeh, Shawkat
;
Lahiani, Amine
; …
- In:
The quarterly review of economics and finance : journal …
52
(
2012
)
2
,
pp. 207-218
Persistent link: https://www.econbiz.de/10009700518
Saved in:
8
High frequency
price
change spillovers in bitcoin markets
Giudici, Paolo
;
Pagnottoni, Paolo
- In:
Risks : open access journal
7
(
2019
)
4/111
,
pp. 1-18
fell substantially right before the Bitcoin
price
hype, whereas it leveled out during the period the down market period. We …
Persistent link: https://www.econbiz.de/10012127873
Saved in:
9
Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen
;
Hou, Chenghan
;
Bao Hoang Nguyen
-
2020
Persistent link: https://www.econbiz.de/10012225084
Saved in:
10
Forecasting monthly catfish (Ictalurus punctatus.) pond bank and feed prices
Hasan, Mohammad R.
;
Dey, Madan M.
;
Engle, Carole
- In:
Aquaculture economics & management : official journal …
23
(
2019
)
1
,
pp. 86-110
Persistent link: https://www.econbiz.de/10012206421
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