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Understanding dynamic conditional correlations between oil, natural gas and non-energy commodity futures markets
Behmiri, Niaz Bashiri; Manera, Matteo; Nicolini, Marcella - In: The energy journal 40 (2019) 2, pp. 55-76
Persistent link: https://www.econbiz.de/10012037403
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Modelling futures price volatility in energy markets : is there a role for financial speculation?
Manera, Matteo; Nicolini, Marcella; Vignati, Ilaria - In: Energy economics 53 (2016), pp. 220-229
Persistent link: https://www.econbiz.de/10011660521
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Forecasting the oil futures price volatility : a new approach
Ma, Feng; Liu, Jing; Huang, Dengshi; Chen, Wang - In: Economic modelling 64 (2017), pp. 560-566
Persistent link: https://www.econbiz.de/10011761312
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Forecasting the volatility of crude oil futures using high-frequency data : further evidence
Ma, Feng; Wei, Yu; Chen, Wang; He, Feng - In: Empirical economics : a journal of the Institute for … 55 (2018) 2, pp. 653-678
Persistent link: https://www.econbiz.de/10011949867
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Financial speculation in energy and agriculture futures markets : a multivariate GARCH approach
Manera, Matteo; Nicolini, Marcella; Vignatti, Ilaria - In: The energy journal 34 (2013) 3, pp. 55-81
Persistent link: https://www.econbiz.de/10009771887
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Forecasting oil price volatility using high-frequency data : new evidence
Chen, Wang; Ma, Feng; Wei, Yu; Liu, Jing - In: International review of economics & finance : IREF 66 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012390514
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Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei; Wei, Yu; Chen, Xiaodan; Ma, Feng; Liang, Chao; … - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327