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Variance dynamics and term structure of the natural gas market
Shao, Chengwu; Bhar, Ramaprasad; Colwell, David B.; … - In: Energy economics 137 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10015181844
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Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries : evidence from rolling windows and crossquantilogram analysis
Shahzad, Syed Jawad Hussain; Naifar, Nader; Hammoudeh, … - In: Energy economics 68 (2017), pp. 327-339
Persistent link: https://www.econbiz.de/10011905787
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Mean-reverting no-arbitrage additive models for forward curves in energy markets
Latini, Luca; Piccirilli, Marco; Vargiolu, Tiziano - In: Energy economics 79 (2019), pp. 157-170
Persistent link: https://www.econbiz.de/10012172269
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Economic determinants of oil futures volatility : term structure perspective
Kang, Boda; Nikitopoulos, Christina Sklibosios; … - In: Energy economics 88 (2020), pp. 1-27
Persistent link: https://www.econbiz.de/10012515144
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Quantifying the impact of interest rate volatility on Asian energy companies : a comparative study of fossil and renewable sectors
Rao, Amar; Kumar, Satish; Gupta, Prashant; Dash, Saumya … - In: Energy economics 133 (2024), pp. 1-29
Persistent link: https://www.econbiz.de/10015049464
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Forecasting WTI crude oil futures returns : does the term structure help?
Bredin, Donal; O'Sullivan, Conall; Spencer, Simon - In: Energy economics 100 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012990233
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Spillovers between sovereign yield curve components and oil price shocks
Umar, Zaghum; Aharon, David Y.; Esparcia, Carlos; … - In: Energy economics 109 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013283788
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Three-factor commodity forward curve model and its joint P and Q dynamics
Ladokhin, Sergiy; Borovkova, Svetlana - In: Energy economics 101 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013161542
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Can the dynamics of the term structure of petroleum futures be forecasted? : evidence from major markets
Chantziara, Thalia; Skiadopoulos, George - In: Energy economics 30 (2008) 3, pp. 962-985
Persistent link: https://www.econbiz.de/10003744778
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The impact of oil price shocks on the term structure of interest rates
Ioannidis, Christos; Ka, Kook - In: Energy economics 72 (2018), pp. 601-620
Persistent link: https://www.econbiz.de/10011972473