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101
Uncertainties and oil price
volatility
: can lasso help?
Li, Xinyu
;
Wu, Meng
;
Yuan, Luqi
;
Xiao, Meng
;
Zhong, Ronghao
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490629
Saved in:
102
Bayesian model averaging and the conditional
volatility
process : an application to predicting aggregate equity returns by conditioning on economic variables
Nonejad, Nima
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1387-1411
Persistent link: https://www.econbiz.de/10012608655
Saved in:
103
Hedging performance and multiscale relationships in the German electricity spot and futures markets
Madaleno, Mara
;
Pinho, Carlos
- In:
Journal of risk and financial management : JRFM
3
(
2010
)
1
,
pp. 26-62
in order to account for
risk
reduction through hedging. Results allow us to conclude that: dynamic hedging strategies …
Persistent link: https://www.econbiz.de/10011555959
Saved in:
104
A dynamic model of hedging and speculation in the commodity futures markets
Cifarelli, Giulio
;
Paladino, Giovanna
- In:
Journal of financial markets
25
(
2015
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011477250
Saved in:
105
Long term forecasts of
volatility
in the market for crude oil : do futures prices offer any clues?
Brochu, Stephen M.
-
2002
Persistent link: https://www.econbiz.de/10001875427
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106
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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107
Crude oil price
volatility
and short-term predictability of the real U.S. GDP growth rate
Nonejad, Nima
- In:
Economics letters
186
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012503762
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108
Déjà vol oil? : predicting S&P 500 equity premium using crude oil price
volatility
: evidence from old and recent time-series data
Nonejad, Nima
- In:
International review of financial analysis
58
(
2018
),
pp. 260-270
Persistent link: https://www.econbiz.de/10012006463
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109
Forecasting crude oil price
volatility
Herrera, Ana María
;
Hu, Liang
;
Pastor, Daniel
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 622-635
Persistent link: https://www.econbiz.de/10012031060
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110
A Markov switching long memory model of crude oil price return
volatility
Di Sanzo, Silvestro
- In:
Energy economics
74
(
2018
),
pp. 351-359
Persistent link: https://www.econbiz.de/10011972860
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