Narrow search
Showing 11 - 20 of 465,546
Cover Image
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
Cover Image
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu; Ma, Feng; Hao, Jianyang; Gao, Xinxin - In: International review of financial analysis 76 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Cover Image
An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks : implications for forecasting
Patra, Saswat - In: International review of economics & finance : IREF 94 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014583719
Cover Image
More is better? : the impact of predictor choice on the INE oil futures volatility forecasting
Fu, Tong; Feng, Lingbing - In: Energy economics 134 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015047115
Cover Image
Commodity Variance Risk Premia and Expected Futures Returns : Evidence from the Crude Oil Market
Kang, Sang Baum - 2015
futures and options to hedge their exposure to commodity price and volatility risk; speculators provide liquidity and ask for …
Persistent link: https://www.econbiz.de/10013035319
Cover Image
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
Cover Image
Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei; Wei, Yu; Chen, Xiaodan; Ma, Feng; Liang, Chao; … - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
Cover Image
Transformer-based forecasting for intraday trading in the Shanghai crude oil market : Analyzing open-high-low-close prices
Huang, Wenyang; Gao, Tianxiao; Hao, Yun; Wang, Xiuqing - In: Energy economics 127 (2023) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10014487500
Cover Image
Crude oil market and global financial crisis : structural break and market volatility analysis
Singh, Archana; Singh, Narinder Pal - In: International journal of economics and business research 13 (2017) 2, pp. 203-216
Persistent link: https://www.econbiz.de/10011714391
Cover Image
The role of green energy stock market in forecasting China's crude oil market : an application of IIS approach and sparse regression models
Khan, Faridoon; Muhammadullah, Sara; Arshian Sharif; … - In: Energy economics 130 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014559200