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Forecasting crude oil market volatility : a Markov switching multifractal volatility approach

Wang, Yudong; Wu, Chongfeng; Li, Yang - In: International journal of forecasting 32 (2016) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10011596312

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

Forecasting crude oil prices by a semiparametric Markov switching model : OPEC, WTI, and Brent cases

Nademi, Arash; Nademi, Younes - In: Energy economics 74 (2018), pp. 757-766

Persistent link: https://www.econbiz.de/10011972961

Are the crude oil markets really becoming more efficient over time? : some new evidence

Kristoufek, Ladislav - 2018

We replicate the study of Tabak & Cajueiro (2007): "Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility" published in Energy Economics 29, pp. 28-36. The results have been mostly confirmed. Specifically, we have...

Persistent link: https://www.econbiz.de/10011809394

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

Time-varying predictability of oil market movements over a century of data : The role of US financial stress

Gupta, Rangan; Kanda, Patrick; Tiwari, Aviral Kumar; … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-11

Persistent link: https://www.econbiz.de/10012201357

Volatility forecasting of crude oil market : can the regime switching GARCH model beat the single-regime GARCH models?

Zhang, Yue-jun; Yao, Ting; He, Ling-yun; Ripple, Ronald D. - In: International review of economics & finance : IREF 59 (2019), pp. 302-317

Persistent link: https://www.econbiz.de/10012202881

It's not that important : the negligible effect of oil market uncertainty

Yin, Libo; Feng, Jiabao; Liu, Li; Wang, Yudong - In: International review of economics & finance : IREF 60 (2019), pp. 62-84

Persistent link: https://www.econbiz.de/10012203810

Geopolitical risk and oil volatility : a new insight

Liu, Jing; Ma, Feng; Tang, Yingkai; Zhang, Yaojie - In: Energy economics 84 (2019), pp. 1-10

Persistent link: https://www.econbiz.de/10012182780

Enhancing the predictability of crude oil markets with hybrid wavelet approaches

Uddin, Mohammed Gazi Salah; Gençay, Ramazan; Bekiros, … - In: Economics letters 182 (2019), pp. 50-54

Persistent link: https://www.econbiz.de/10012122427

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