Narrow search
Showing 1 - 10 of 10,742
Cover Image
Nonlinear and stochastic dynamical systems modeling price dynamics : aspects of financial economics in oil markets
Jäger, Simon - 2008
Persistent link: https://www.econbiz.de/10003719533
Cover Image
The behavior of the implied volatility surface : evidence from crude oil futures options
Bouden, Amine - In: Risk management and value : valuation and asset price, (pp. 151-175). 2008
Persistent link: https://www.econbiz.de/10003686175
Cover Image
Determinants of the Crude Oil Futures Curve : Inventory, Consumption and Volatility
Sklibosios Nikitopoulos, Christina - 2020
, OECD and U.S. oil and petroleum inventories and consumption, and historical and implied volatility. When we model the … predicted by the theory of storage. However results show that excess inventory is not adequately modelled as deviations from a … are modelled separately, we find that shocks to OECD petroleum consumption directly widen negative spreads. Further …
Persistent link: https://www.econbiz.de/10012855154
Cover Image
Economic determinants of oil futures volatility : term structure perspective
Kang, Boda; Nikitopoulos, Christina Sklibosios; … - In: Energy economics 88 (2020), pp. 1-27
Persistent link: https://www.econbiz.de/10012515144
Cover Image
Volatility forecasting for crude oil based on text information and deep learning PSO-LSTM model
Jiao, Xingrui; Song, Yuping; Kong, Yang; Tang, Xiaolong - In: Journal of forecasting 41 (2022) 5, pp. 933-944
Persistent link: https://www.econbiz.de/10013287887
Cover Image
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
Cover Image
Oil consumption, economic growth, and oil futures : the impact of long-run oil supply uncertainty on asset prices
Ready, Robert C. - In: Journal of monetary economics 94 (2018), pp. 1-26
Persistent link: https://www.econbiz.de/10012108766
Cover Image
Determinants of the crude oil futures curve : inventory, consumption and volatility
Nikitopoulos, Christina Sklibosios; Squires, Matthew; … - In: Journal of banking & finance 84 (2017), pp. 53-67
Persistent link: https://www.econbiz.de/10011816836
Cover Image
The impact of volatility on returns models : the case of crude oil
Mozes, Haim A. - In: The journal of wealth management 21 (2018) 2, pp. 97-106
Persistent link: https://www.econbiz.de/10011916143
Cover Image
Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures
Gong, Xiao-Li; Liu, Xi-Hua; Xiong, Xiong - In: Pacific-Basin finance journal 55 (2019), pp. 95-109
Persistent link: https://www.econbiz.de/10012169513