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Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment
Choi, Kyongwook; Hammoudeh, Shawkat - In: Energy policy 38 (2010) 8, pp. 4388-4399
Persistent link: https://www.econbiz.de/10008655098
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The impact of unconventional monetary policy shocks on the crude oil futures market
Chebbi, Tarek - In: The journal of energy markets 11 (2018) 1, pp. 21-34
Persistent link: https://www.econbiz.de/10011999477
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An analysis of intraday market response to crude oil inventory shocks
Li, Ziyuan; Geman, Hélyette - In: The journal of energy markets 11 (2018) 2, pp. 1-35
Persistent link: https://www.econbiz.de/10011999486
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On the predictive accuracy of crude oil futures prices
Abosedra, Salah S.; Baghestani, Hamid - In: Energy policy 32 (2004) 12, pp. 1389-1393
Persistent link: https://www.econbiz.de/10002020235
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Rational destabilizing speculation, positive feedback trading, and the oil bubble of 2008
Tokic, Damir - In: Energy policy 39 (2011) 4, pp. 2051-2061
Persistent link: https://www.econbiz.de/10009126537
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International announcements and West Texas Intermediate crude oil futures : a case study on the 2008 global financial crisis
Gillas, Konstantinos Gkillas; Konstantatos, Christoforos; … - In: The journal of energy markets 13 (2020) 2, pp. 25-62
Persistent link: https://www.econbiz.de/10012662166
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Optimal weights and hedge ratio behavior in Brent oil and Islamic Gulf stock markets
Ben Sassi, Salim; Majdoub, Jihed; Mansour, Walid - In: The journal of energy markets 13 (2020) 2, pp. 85-111
Persistent link: https://www.econbiz.de/10012662182
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Brent crude oil spot and futures prices : structural break insights
Zavadska, Miroslava; Morales, Lucía; Coughlan, Joseph - In: The journal of energy markets 12 (2019) 4, pp. 31-52
Persistent link: https://www.econbiz.de/10012589651
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On the contagion effect between crude oil and agricultural commodity markets : a dynamic conditional correlation and spectral analysis
Kallandranis, Christos; Dimitriou, Dimitrios; … - In: The journal of energy markets 16 (2023) 3, pp. 1-14
Persistent link: https://www.econbiz.de/10014485210
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Wavelet decomposition and regime shifts : assessing the effects of crude oil shocks on stock market returns
Jammazi, Rania; Aloui, Chaker - In: Energy policy 38 (2010) 3, pp. 1415-1435
Persistent link: https://www.econbiz.de/10003938125