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~isPartOf:"Cambridge journal of economics"
~isPartOf:"Energy economics"
~subject:"Oil price"
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Search: subject:"Structural change"
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Oil price
Structural break
64
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64
Structural change
57
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54
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33
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32
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Cambridge journal of economics
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International Journal of Energy Economics and Policy : IJEEP
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1
Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Luo, Jiawen
;
Demirer, Rıza
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
105
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013201953
Saved in:
2
Revisiting value-at-risk and expected shortfall in oil markets under structural breaks : the role of fat-tailed distributions
Patra, Saswat
- In:
Energy economics
101
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013161743
Saved in:
3
Linkages between the international crude oil market and the Chinese stock market : a BEKK-GARCH-AFD approach
Xie, Qiwei
;
Liu, Ranran
;
Qian, Tao
;
Li, Jingyu
- In:
Energy economics
102
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013162150
Saved in:
4
Volatility spillovers and hedging effectiveness between oil and stock markets : evidence from a wavelet-based and structural breaks analysis
Belhassine, Olfa
;
Karamti, Chiraz
- In:
Energy economics
102
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013162440
Saved in:
5
Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications
Guhathakurta, Kousik
;
Dash, Saumya Ranjan
;
Maitra, Debasish
- In:
Energy economics
85
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012510102
Saved in:
6
On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks
Luo, Jiawen
;
Ji, Qiang
;
Klein, Tony
;
Todorova, Neda
; …
- In:
Energy economics
89
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012517048
Saved in:
7
What drives volatility in natural gas prices?
Hailemariam, Abebe
;
Smyth, Russell
- In:
Energy economics
80
(
2019
),
pp. 731-742
Persistent link: https://www.econbiz.de/10012173712
Saved in:
8
Volatility spillovers between crude oil and Chinese sectoral equity markets : evidence from a frequency dynamics perspective
Wang, Xunxiao
;
Wang, Yudong
- In:
Energy economics
80
(
2019
),
pp. 995-1009
Persistent link: https://www.econbiz.de/10012173766
Saved in:
9
Risk dependence of CoVaR and
structural
change
between oil prices and exchange rates : a time-varying copula model
Ji, Qiang
;
Liu, Bing-Yue
;
Fan, Ying
- In:
Energy economics
77
(
2019
),
pp. 80-92
Persistent link: https://www.econbiz.de/10012306349
Saved in:
10
The value of the US dollar and its impact on oil prices : evidence from a non-linear asymmetric cointegration approach
McLeod, Roger C. D.
;
Haughton, Andre
- In:
Energy economics
70
(
2018
),
pp. 61-69
Persistent link: https://www.econbiz.de/10011942613
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