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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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Mild explosivity in recent crude oil prices
Figuerola-Ferretti, Isabel; MacCrorie, J. Roderick; … - In: Energy economics 87 (2020), pp. 1-25
Persistent link: https://www.econbiz.de/10012512610
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Economic determinants of oil futures volatility : term structure perspective
Kang, Boda; Nikitopoulos, Christina Sklibosios; … - In: Energy economics 88 (2020), pp. 1-27
Persistent link: https://www.econbiz.de/10012515144
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Oil price drivers, geopolitical uncertainty and oil exporters' currencies
Akram, Qaisar Farooq - In: Energy economics 89 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012517021
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Interpreting the oil risk premium : do oil price shocks matter?
Valenti, Daniele; Manera, Matteo; Sbuelz, Alessandro - In: Energy economics 91 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012518589
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Can crude oil drive the co-movement in the international stock market? : evidence from partial wavelet coherence analysis
Wu, Kai; Zhu, Jingran; Xu, Mingli; Yang, Lu - In: The North American journal of economics and finance : a … 53 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012632221
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Oil price volatility and the US stock market
Rahman, Sajjadur - In: Empirical economics : a quarterly journal of the … 61 (2021) 3, pp. 1461-1489
Persistent link: https://www.econbiz.de/10012616956
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Do China's macro-financial factors determine the Shanghai crude oil futures market?
Lin, Boqiang; Su, Tong - In: International review of financial analysis 78 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013254489
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Crude oil price and exchange rate : evidence from the period before and after the launch of China's crude oil futures
Sun, Chuanwang; Zhan, Yanhong; Peng, Yiqi; Cai, Weiyi - In: Energy economics 105 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013201966
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Crude oil and stock markets in the COVID-19 crisis : evidence from oil exporters and importers
Heinlein, Reinhold; Legrenzi, Gabriella; Mahadeo, Scott … - In: The quarterly review of economics and finance : journal … 82 (2021), pp. 223-229
Persistent link: https://www.econbiz.de/10013258469