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The relationship between European Brent crude oil price development and US macroeconomy
Faseli, Omid - 2020
Persistent link: https://www.econbiz.de/10012147412
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Ranking of US macroeconomic news impacting WTI crude oil volatility risk
Faseli, Omid - 2019
Persistent link: https://www.econbiz.de/10012146919
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Volatility spillovers and macroeconomic announcements : evidence from crude oil markets
Belgacem, Aymen; Creti, Anna; Guesmi, Khaled; Lahiani, Amine - In: Applied economics 47 (2015) 28/30, pp. 2974-2984
Persistent link: https://www.econbiz.de/10011289395
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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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Futures Markets Reaction to Crude Oil Inventory News Announcements : Asymmetric Return Response Patterns
Bu, Hui - 2022
This study investigates how prices respond to unanticipated crude oil inventory shocks and how quickly the markets … incorporate news in crude oil, gasoline, and heating oil futures markets by using structured vector autoregression (SVAR) models … patterns: a momentum pattern of return response to negative crude oil inventory shocks on news and post-news days is found in …
Persistent link: https://www.econbiz.de/10013307507
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Futures Markets Reaction to Crude Oil Inventory News Announcements : Asymmetric Return Response Patterns
Bu, Hui - 2021
This study investigates how prices respond to unanticipated crude oil inventory shocks and how quickly the markets … incorporate news in crude oil, gasoline, and heating oil futures markets by using structured vector autoregression (SVAR) models … patterns: a momentum pattern of return response to negative crude oil inventory shocks on news and post-news days is found in …
Persistent link: https://www.econbiz.de/10013311571
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The effect of macroeconomic news announcements on the implied volatility of commodities : the role of survey releases
Fernandez-Perez, Adrian; López, Raquel - In: The journal of futures markets 43 (2023) 11, pp. 1499-1530
Persistent link: https://www.econbiz.de/10014432914
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Oil and renewable energy stock markets : unique role of extreme shocks
Xi, Yue; Zeng, Qing; Lu, Xinjie; Toan Luu Duc Huynh - In: Energy economics 109 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013283941
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The historic oil price fluctuation during the Covid-19 pandemic : what are the causes?
Thai-Ha Le; Le, Anh Tu; Le, Ha-Chi - In: Research in international business and finance 58 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013286734
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Volume, volatility, and public news announcements
Bollerslev, Tim; Li, Jia; Xue, Yuan - In: The review of economic studies 85 (2018) 4/305, pp. 2005-2041
Persistent link: https://www.econbiz.de/10012263342