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10
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1
Impact of COVID-19 on the dependence structure of WTI crude oil spot and future price
Lee, Wo-Chiang
;
Lee, Jhuo-Ying
- In:
The empirical economics letters : a monthly …
19
(
2020
)
11
,
pp. 1299-1312
Persistent link: https://www.econbiz.de/10012599720
Saved in:
2
Cross-asset time-series momentum : crude oil
volatility
and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
3
Which determinant is the most informative in forecasting crude oil market
volatility
: fundamental, speculation, or uncertainty?
Wei, Yu
;
Liu, Jing
;
Lai, Xiaodong
;
Hu, Yang
- In:
Energy economics
68
(
2017
),
pp. 141-150
Persistent link: https://www.econbiz.de/10011905038
Saved in:
4
Higher moment risk premiums for the crude oil market : a downside and upside conditional decomposition
Fonseca, José da
;
Xu, Yahua
- In:
Energy economics
67
(
2017
),
pp. 410-422
Persistent link: https://www.econbiz.de/10011897942
Saved in:
5
Is efficiency of crude oil market affected by multifractality? : evidence from the WTI crude oil market
Gu, Rongbao
;
Zhang, Bing
- In:
Energy economics
53
(
2016
),
pp. 151-158
Persistent link: https://www.econbiz.de/10011660491
Saved in:
6
The time-varying causality between spot and futures crude oil prices : a regime switching approach
Balcilar, Mehmet
;
Gungor, Hasan
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 51-71
Persistent link: https://www.econbiz.de/10011571896
Saved in:
7
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
Saved in:
8
Volatility
and the hedging effectiveness of China fuel oil futures
Chen, Wei
;
Ford, James L.
-
2010
Persistent link: https://www.econbiz.de/10009374212
Saved in:
9
The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang
;
Lee, Chingnun
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
Saved in:
10
Forecasting
volatility
returns of oil price using gene expression programming approach
Amo Baffour, Alexander
;
Jingchun, Feng
;
Fan, Liwei
; …
- In:
Journal of time series econometrics
11
(
2019
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012022879
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