Narrow search
Showing 1 - 10 of 914
Cover Image
Why the long-term auto-correlation has not been eliminated by arbitragers : evidences from NYMEX
Li, Daye; Nishimura, Yusaku; Men, Ming - In: Energy economics 59 (2016), pp. 167-178
Persistent link: https://www.econbiz.de/10011699528
Cover Image
Modeling oil price-US stock nexus : a VARMA-BEKK-AGARCH approach
Salisu, Afees A.; Oloko, Tirimisiyu F. - In: Energy economics 50 (2015), pp. 1-12
Persistent link: https://www.econbiz.de/10011563864
Cover Image
Are benefits from oil-stocks diversification gone? : new evidence from a dynamic copula and high frequency data
Avdulaj, Krenar; Barunik, Jozef - In: Energy economics 51 (2015), pp. 31-44
Persistent link: https://www.econbiz.de/10011564203
Cover Image
Optimal bidding in hourly and quarter-hourly electricity price auctions : trading large volumes of power with market impact and transaction costs
Narajewski, Michał; Ziel, Florian - In: Energy economics 110 (2022), pp. 1-28
Persistent link: https://www.econbiz.de/10013349916
Cover Image
Green bonds and implied volatilities : dynamic causality, spillovers, and implications for portfolio management
Pham, Linh; Do, Hung Xuan - In: Energy economics 112 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013350802
Cover Image
Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle
Dai, Zhifeng; Zhu, Haoyang; Zhang, Xinhua - In: Energy economics 109 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013283789
Cover Image
The nexus, downside risk and asset allocation between oil and Islamic stock markets : a cross-country analysis
Hadhri, Sinda - In: Energy economics 101 (2021), pp. 1-44
Persistent link: https://www.econbiz.de/10013161746
Cover Image
Oil price volatility and the logistics industry : dynamic connectedness with portfolio implications
Maitra, Debasish; Ur Rehman, Mobeen; Dash, Saumya Ranjan; … - In: Energy economics 102 (2021), pp. 1-23
Persistent link: https://www.econbiz.de/10013162436
Cover Image
Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin; McAleer, Michael; Roengchai Tansuchat - In: Energy economics 33 (2011) 5, pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
Cover Image
Modeling returns and volatility transmission between oil price and US-Nigeria exchange rate
Salisu, Afees A.; Mobolaji, Hakeem Ishola - In: Energy economics 39 (2013), pp. 169-176
Persistent link: https://www.econbiz.de/10010234972