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Testing for Granger causality in distribution tails : an application to oil markets integration
Candelon, Bertrand; Joëts, Marc; Tokpavi, Sessi - In: Economic modelling 31 (2013), pp. 276-285
Persistent link: https://www.econbiz.de/10009729103
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OPEC news announcements : effects on oil price expectation and volatility
Schmidbauer, Harald; Rösch, Angi - In: Energy economics 34 (2012) 5, pp. 1656-1663
Persistent link: https://www.econbiz.de/10009687967
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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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Long-memory dynamic power volatility and market risk evaluation of Brent crude oil markets
Chin, Wen Cheong - In: The Journal of energy and development 36 (2010/11) 1/2, pp. 243-272
Persistent link: https://www.econbiz.de/10009666074
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Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
Arouri, Mohamed; Lahiani, Amine; Lévy, Aldo; Nguyen, … - In: Energy economics 34 (2012) 1, pp. 283-293
Persistent link: https://www.econbiz.de/10009618848
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Jump processes in the market for crude oil
Wilmot, Neil A.; Mason, Charles F. - In: The energy journal 34 (2013) 1, pp. 33-48
Persistent link: https://www.econbiz.de/10009714590
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Shocks and herding contagion in the oil and stock markets
Ghorbel, Achraf; Abbes, Mouna Boujelbène; Boujelbene, … - In: The IUP journal of applied finance : IJAF 19 (2013) 4, pp. 20-40
Persistent link: https://www.econbiz.de/10010202519
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GARCH model and predictive performance of volatility forecasting : evidence from oil market
Yazdanfar, Darush - In: World review of entrepreneurship, management and … 11 (2015) 4, pp. 345-357
Persistent link: https://www.econbiz.de/10011442352
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The effect of financial and macroeconomic factors on the oil market
Sariannidis, Nikolaos; Galyfianakis, Georgios; … - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 4, pp. 1084-1091
Persistent link: https://www.econbiz.de/10011456477
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Estimating the effects of global oil market shocks on Australian merchandise trade
Sotoudeh, M-Ali; Worthington, Andrew Charles - In: Economic analysis and policy : EAP ; journal of the … 50 (2016), pp. 74-84
Persistent link: https://www.econbiz.de/10011485448