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subject:"Volatility"
~isPartOf:"Energy economics"
~person:"Thai-Ha Le"
~person:"Wang, Lu"
~subject:"United Kingdom"
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Volatility
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Estimation
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Thai-Ha Le
Wang, Lu
Ma, Feng
6
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Tiwari, Aviral Kumar
4
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3
Wei, Yu
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Energy economics
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International review of financial analysis
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The Singapore economic review
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ECONIS (ZBW)
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On the volatility of WTI crude oil prices : a time-varying approach with stochastic volatility
Thai-Ha Le
;
Boubaker, Sabri
;
Manh Tien Bui
;
Park, Donghyun
- In:
Energy economics
117
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014436424
Saved in:
2
Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models : either, neither or both?
Wang, Lu
;
Wu, Jiangbin
;
Cao, Yang
;
Hong, Yanran
- In:
Energy economics
111
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013349997
Saved in:
3
The importance of extreme shock : examining the effect of investor sentiment on the crude oil futures market
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
Liang, Chao
- In:
Energy economics
99
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012939414
Saved in:
4
Effects of oil price shocks on the stock market performance : do nature of shocks and economies matter?
Thai-Ha Le
;
Youngho, Chang
- In:
Energy economics
51
(
2015
),
pp. 261-274
Persistent link: https://www.econbiz.de/10011564841
Saved in:
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