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Oil price uncertainty and manufacturing production
Aye, Goodness C.; Dadam, Vincent; Gupta, Rangan; Mamba, … - In: Energy economics 43 (2014), pp. 41-47
Persistent link: https://www.econbiz.de/10010504182
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Oil volatility and the option value of waiting : an analysis of the G-7
Bredin, Donal; Elder, John; Fountas, Stilianos - In: The journal of futures markets 31 (2011) 7, pp. 679-702
Persistent link: https://www.econbiz.de/10009009212
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Oil volatility and the option value of waiting : an analysis of the G-7
Bredin, Donal; Elder, John; Fountas, Stilianos - 2010
about oil prices has had a negative and significant effect on manufacturing activity in Canada, France, UK and US. …
Persistent link: https://www.econbiz.de/10008810161
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Oil Volatility and the Option Value of Waiting : An Analysis of the G-7
Bredin, Don - 2011
activity in Canada, France, UK and US …
Persistent link: https://www.econbiz.de/10013133512
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Realized volatility transmission between crude oil and equity futures markets : a multivariate HAR approach
Souček, Michael; Todorova, Neda - In: Energy economics 40 (2013), pp. 586-597
Persistent link: https://www.econbiz.de/10010354962
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Volatility and a century of energy markets dynamics
Serletis, Apostolos; Xu, Libo - In: Energy economics 55 (2016), pp. 1-9
Persistent link: https://www.econbiz.de/10011663070
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Spillovers between food and energy prices and structural breaks
Al-Maadid, Alanoud; Caporale, Guglielmo Maria; … - 2015
framework is suitable to analyse both mean and volatility spillovers, and also allows for possible parameter shifts resulting … food crisis and 2008 financial crisis leading to the most significant shifts in the (volatility) spillovers between the …
Persistent link: https://www.econbiz.de/10010498617
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Spillovers between food and energy prices and structural breaks
Al-Maadid, Alanoud; Caporale, Guglielmo Maria; … - 2015
framework is suitable to analyse both mean and volatility spillovers, and also allows for possible parameter shifts resulting … food crisis and 2008 financial crisis leading to the most significant shifts in the (volatility) spillovers between the …
Persistent link: https://www.econbiz.de/10010501248
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Energy markets volatility modelling using GARCH
Efimova, Olga; Serletis, Apostolos - In: Energy economics 43 (2014), pp. 264-273
Persistent link: https://www.econbiz.de/10010504818
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Energy price transmissions during extreme movements
Joëts, Marc - In: Economic modelling 40 (2014), pp. 392-399
Persistent link: https://www.econbiz.de/10010425586