Narrow search
Showing 81 - 90 of 107,306
Cover Image
Effects of gold, crude oil and their volatility on Nifty 50 : evidence from Indian stock market
Parashar, Arpan; Bangur, Peeyush - In: International journal of sustainable economy : IJSE 16 (2024) 2, pp. 231-252
Persistent link: https://www.econbiz.de/10015064775
Cover Image
Forecasting Value-at-Risk of Crude Oil Using a Hybrid Arima-Svr-Pot Model
Zhang, Chen; Zhou, Xinmiao - 2023
Measuring the value at risk(VaR) of crude oil futures poses a challenge for investors due to the high volatility of … volatility of crude oil prices more accurately than the ARIMA-SVR and ARIMA-EGARCH models. Furthermore, the ARIMA …
Persistent link: https://www.econbiz.de/10014352625
Cover Image
Hedging China's energy oil market risks
Lau, Chi Keung; Su, Yongyang; Tan, Na; Zhang, Zhe - In: Eurasian economic review : a journal in applied … 4 (2014) 1, pp. 99-112
Persistent link: https://www.econbiz.de/10010512213
Cover Image
Sources of volatility during four oil price crashes
Baffes, John; Kshirsagar, Varun - 2015
Persistent link: https://www.econbiz.de/10011372674
Cover Image
An information diffusion-based model of oil futures price
Li, Ziran; Sun, Jiajing; Wang, Shouyang - In: Energy economics 36 (2013), pp. 518-525
Persistent link: https://www.econbiz.de/10009724648
Cover Image
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
Cover Image
Do fine wines blend with crude oil? : seizing the transmission of mean and volatility between two commodity prices
Bouri, Elie I. - In: Journal of wine economics 8 (2013) 1, pp. 49-68
Persistent link: https://www.econbiz.de/10010197168
Cover Image
Modeling the volatility of futures return in rubber and oil : a Copula-based GARCH model approach
Li, Meng; Yang, Liang - In: Economic modelling 35 (2013), pp. 576-581
Persistent link: https://www.econbiz.de/10010336750
Cover Image
Crude oil and world stock markets : volatility spillovers, dynamic correlations, and hedging
Wang, Yudong; Liu, Li - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1481-1509
Persistent link: https://www.econbiz.de/10011481725
Cover Image
Oil volatility shocks and the stock markets of oil-importing MENA economies : a tale from the financial crisis
Bouri, Elie - In: Energy economics 51 (2015), pp. 590-598
Persistent link: https://www.econbiz.de/10011565043