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Volatility spillovers between food and energy markets : a semiparametric approach
Serra, Teresa - In: Energy economics 33 (2011) 6, pp. 1155-1164
Persistent link: https://www.econbiz.de/10009510940
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Macro determinants of volatility and volatility spillover in energy markets
Karali, Berna; Ramírez, Octavio A. - In: Energy economics 46 (2014), pp. 413-421
Persistent link: https://www.econbiz.de/10011298963
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Jump spillovers in energy futures markets : implications for diversification benefits
Liu, Qingfu; Tu, Anthony H. - In: Energy economics 34 (2012) 5, pp. 1447-1464
Persistent link: https://www.econbiz.de/10009688077
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Magnitude and persistence of extreme risk spillovers in the global energy market : a high-dimensional left-tail interdependence perspective
Zhu, Bo; Lin, Renda; Liu, Jiahao - In: Energy economics 89 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012517049
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Volatility spillovers in Australian electricity markets
Han, Lin; Kordzakhia, Nino; Trück, Stefan - In: Energy economics 90 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012517199
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Time-varying co-movements between energy market and global financial markets : implication for portfolio diversification and hedging strategies
Elsayed, Ahmed H.; Nasreen, Samia; Tiwari, Aviral Kumar - In: Energy economics 90 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012517574
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Volatility spillovers for energy prices : a diagonal BEKK approach
Zolfaghari, Mehdi; Ghoddusi, Hamed; Faghihian, Fatemeh - In: Energy economics 92 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012520093
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Sensitivity of US sectoral returns to energy commodities under different investment horizons and market conditions
Ur Rehman, Mobeen; Xuan Vinh Vo; McIver, Ron; Kang, … - In: Energy economics 108 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013203096
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International spillover and rebound effects from increased energy efficiency in Germany
Koesler, Simon; Swales, John Kim; Turner, Karen - In: Energy economics 54 (2016), pp. 444-452
Persistent link: https://www.econbiz.de/10011663046
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Volatility in electricity derivative markets : the Samuelson effect revisited
Jaeck, Edouard; Lautier, Delphine - In: Energy economics 59 (2016), pp. 300-313
Persistent link: https://www.econbiz.de/10011699632