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Linear and nonlinear Granger causality investigation between carbon market and crude oil market : a multi-scale approach
Yu, Lean; Li, Jingjing; Tang, Ling; Wang, Shuai - In: Energy economics 51 (2015), pp. 300-311
Persistent link: https://www.econbiz.de/10011564853
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Oil price volatility and economic growth in Nigeria : a vector auto-regression (VAR) approach
Okoro, Edesiri Godsday - In: Acta Universitatis Danubius / Oeconomica 10 (2014) 1, pp. 70-82
Persistent link: https://www.econbiz.de/10010402291
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Bidirectional causality in oil and gas markets
Halova Wolfe, Marketa; Rosenman, Robert E. - In: Energy economics 42 (2014), pp. 325-331
Persistent link: https://www.econbiz.de/10010503586
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The relationship between spot and futures oil prices : do structural breaks matter?
Chen, Pei-fen; Lee, Chien-chiang; Zeng, Jhih-hong - In: Energy economics 43 (2014), pp. 206-217
Persistent link: https://www.econbiz.de/10010504823
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Return and volatility spillovers between China and world oil markets
Zhang, Bing; Wang, Peijie - In: Economic modelling 42 (2014), pp. 413-420
Persistent link: https://www.econbiz.de/10010478711
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Volatility spillovers between the oil market and the European Union carbon emission market
Reboredo, Juan Carlos - In: Economic modelling 36 (2014), pp. 229-234
Persistent link: https://www.econbiz.de/10010412356
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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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Testing for adjustment costs and regime shifts in BRENT crude futures market
Mamatzakis, Emmanuel C.; Remoundos, P. - In: Economic modelling 28 (2011) 3, pp. 1000-1008
Persistent link: https://www.econbiz.de/10009271301
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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
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Forecasting crude oil market volatility : further evidence using GARCH-class models
Wei, Yu; Wang, Yudong; Huang, Dengshi - In: Energy economics 32 (2010) 6, pp. 1485-1498
Persistent link: https://www.econbiz.de/10008935972