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Information transmission and hedging effectiveness for the pairs crude oil-gold and crude oil-Bitcoin during the COVID-19 outbreak
Yousaf, Imran; Ali, Shoaib; Bouri, Elie; Saeed, Tareq - In: Economic research 35 (2022) 1,2, pp. 1913-1934
Persistent link: https://www.econbiz.de/10014381000
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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
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Forecasting crude oil price volatility via a HM-EGARCH model
Lin, Yu; Yang, Xiaoming; Li, Fuxing - In: Energy economics 87 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012512591
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Uncertainty and crude oil market volatility : new evidence
Liang, Chao; Wei, Yu; Li, Xiafei; Zhang, Xuhui; Zhang, … - In: Applied economics 52 (2020) 27, pp. 2945-2959
Persistent link: https://www.econbiz.de/10012221463
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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
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Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan; Wang, Yudong; Wu, Chongfeng; Yin, Libo - In: Journal of empirical finance 43 (2017), pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
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Effect of outliers on volatility forecasting and Value at Risk estimation in crude oil markets
Sharma, Himanshu; Dharmaraja, Selvamuthu - In: OPEC energy review 40 (2016) 3, pp. 276-299
Persistent link: https://www.econbiz.de/10011711516
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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
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Capturing the dynamics of the China crude oil futures : Markov switching, co-movement, and volatility forecasting
Liu, Min; Lee, Chien-chiang - In: Energy economics 103 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013364085
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Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures : some new empirical results
Nonejad, Nima - In: Energy economics 104 (2021), pp. 1-29
Persistent link: https://www.econbiz.de/10013364254