Narrow search
Showing 1 - 10 of 561
Cover Image
Forecasting crude oil price volatility and value-at-risk : evidence from historical and recent data
Lux, Thomas; Segnon, Mawuli; Gupta, Rangan - In: Energy economics 56 (2016), pp. 117-133
Persistent link: https://www.econbiz.de/10011663878
Cover Image
Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models
Wang, Yudong; Liu, Li; Wu, Chongfeng - In: Energy economics 66 (2017), pp. 337-348
Persistent link: https://www.econbiz.de/10011896505
Cover Image
Forecasting the real prices of crude oil : what is the role of parameter instability?
Wang, Yudong; Hao, Xianfeng - In: Energy economics 117 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014436646
Cover Image
Time-varying parameter energy demand functions : benchmarking state-space methods against rolling-regressions
Alptekin, Aynur; Broadstock, David C.; Chen, Xiaoqi; … - In: Energy economics 82 (2019), pp. 26-41
Persistent link: https://www.econbiz.de/10012173810
Cover Image
Volatility spillovers in commodity markets : a large t-vector autoregressive approach
Barbaglia, Luca; Croux, Christophe; Wilms, Ines - In: Energy economics 85 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012509561
Cover Image
Day-ahead electricity price forecasting with high-dimensional structures : univariate vs. multivariate modeling frameworks
Ziel, Florian; Weron, Rafał - In: Energy economics 70 (2018), pp. 396-420
Persistent link: https://www.econbiz.de/10011942844
Cover Image
Efficient modeling and forecasting of electricity spot prices
Ziel, Florian; Steinert, Rick; Husmann, Sven - In: Energy economics 47 (2015), pp. 98-111
Persistent link: https://www.econbiz.de/10011527221
Cover Image
Structural sources of oil market volatility and correlation dynamics
Harrison, Andre; Liu, Xiaochun; Stewart, Shamar L. - In: Energy economics 121 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014438691
Cover Image
A memory in the bond : green bond and sectoral investment interdependence in a fractionally cointegrated VAR framework
Mishra, Tapas; Park, Donghyun; Parhi, Mamata; Uddin, … - In: Energy economics 121 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014438770
Cover Image
Oil price shocks in the age of surging inflation
Ben Cheikh, Nidhaleddine; Zaied, Younes Ben; Mattoussi, … - In: Energy economics 128 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10015066548