Narrow search
Showing 1 - 10 of 15
Cover Image
Volatility transmission in oil futures markets and carbon emissions futures
Tanattrin Bunnag - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 3, pp. 647-659
Persistent link: https://www.econbiz.de/10011455969
Cover Image
Carbon future price return, oil future price return and stock index future price return in the U.S.
Wei, Ching Chun; Lin, Ya-Ling - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 4, pp. 655-662
Persistent link: https://www.econbiz.de/10011550607
Cover Image
Dynamic correlations and volatility spillovers between crude oil and stock index returns : the implications for optimal portfolio construction
Lee, Yen-Hsien; Huang, Ya-Ling; Wu, Chun-Yu - In: International Journal of Energy Economics and Policy : IJEEP 4 (2014) 3, pp. 327-336
Persistent link: https://www.econbiz.de/10011286211
Cover Image
Hedging petroleum futures with multivariate GARCH models
Tanattrin Bunnag - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 1, pp. 105-120
Persistent link: https://www.econbiz.de/10011287161
Cover Image
Examining energy futures market efficiency under multiple regime shifts
Buberkoku, Onder - In: International Journal of Energy Economics and Policy : IJEEP 7 (2017) 6, pp. 61-71
Persistent link: https://www.econbiz.de/10011774801
Cover Image
Performance evaluation of Pakistan's oil and gas regulatory authority
Zeb, Anwar; Haider, Azad; Jawad Hussain; Khan, Mudassir … - In: International Journal of Energy Economics and Policy : IJEEP 7 (2017) 6, pp. 72-77
Persistent link: https://www.econbiz.de/10011774809
Cover Image
Does agricultural commodity price co-move with oil price in the time-frequency space? : evidence from the Republic of Korea
Meng, Xiangcai - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 4, pp. 125-133
Persistent link: https://www.econbiz.de/10011881423
Cover Image
Volatility transmission in crude oil, gold, Standard and Poor's 500 and US Dollar Index futures using vector autoregressive-multivariate generalized autoregressive conditional hete...
Tanattrin Bunnag - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 1, pp. 39-52
Persistent link: https://www.econbiz.de/10011448160
Cover Image
Examining the relationship of crude oil future price return and agricultural future price return in US
Wei, Ching Chun; Chen, Shu-Min - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 1, pp. 58-64
Persistent link: https://www.econbiz.de/10011448207
Cover Image
The impact of COVID-19 on price volatility of crude oil and natural gas listed on multi commodity exchange of India
Meher, Bharat Kumar; Hawaldar, Iqbal Thonse; Mohapatra, … - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 5, pp. 422-431
Persistent link: https://www.econbiz.de/10012506479