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An outlier-based time-series analysis of the price of crude-oil over the past 130 years
Green, Steven L.; Mork, Knut Anton; Vaage, Kjell - 1994
Persistent link: https://www.econbiz.de/10000883827
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Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility
Tabak, Benjamin Miranda; Cajueiro, Daniel Oliveira - In: Energy economics 29 (2007) 1, pp. 28-36
Persistent link: https://www.econbiz.de/10003413296
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Oil commodity returns and macroeconomic factors : a time-varying approach
Schalck, Christophe; Chenavaz, Régis - In: Research in international business and finance 33 (2015), pp. 290-303
Persistent link: https://www.econbiz.de/10011325859
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Volatility transmission and volatility impulse response functions in crude oil markets
Jin, Xiaoye; Lin, Sharon X. W.; Tamvakis, Michael - In: Energy economics 34 (2012) 6, pp. 2125-2134
Persistent link: https://www.econbiz.de/10009688822
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Forecasting excess stock returns with crude oil market data
Liu, Li; Ma, Feng; Wang, Yudong - In: Energy economics 48 (2015), pp. 316-324
Persistent link: https://www.econbiz.de/10011533825
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Oil price forcasts for the long-term : expert outlooks, models, or both?
Bernard, Jean-Thomas; Khalaf, Lynda; Kichian, Maral; … - 2015
Persistent link: https://www.econbiz.de/10011542754
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Breaks, trends, and unit roots in spot prices for crude oil and petroleum products
Sun, Jingwei; Shi, Wendong - In: Energy economics 50 (2015), pp. 169-177
Persistent link: https://www.econbiz.de/10011564017
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Persistence and cycles in historical oil price data
Gil-Alaña, Luis A.; Gupta, Rangan - In: Energy economics 45 (2014), pp. 511-516
Persistent link: https://www.econbiz.de/10010506552
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The time-varying and asymmetric dependence between crude oil spot and futures markets : evidence from the mixture copula-based ARJI-GARCH model
Chang, Kuang-liang - In: Economic modelling 29 (2012) 6, pp. 2298-2309
Persistent link: https://www.econbiz.de/10009673749
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Is WTI crude oil market becoming weakly efficient over time? : new evidence from multiscale analysis based on detrended fluctuation analysis
Wang, Yudong; Liu, Li - In: Energy economics 32 (2010) 5, pp. 987-992
Persistent link: https://www.econbiz.de/10008934354