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Does the price of crude oil respond to macroeconomic news?

Chatrath, Arjun; Miao, Hong; Ramchander, Sanjay - In: The journal of futures markets 32 (2012) 6, pp. 536-559

Persistent link: https://www.econbiz.de/10010218786

Crude oil moments and PNG stock returns

Chatrath, Arjun; Miao, Hong; Ramchander, Sanjay - In: Energy economics 44 (2014), pp. 222-235

Persistent link: https://www.econbiz.de/10010457220

Petroleum spreads and the term structure of futures prices

Adrangi, Bahram; Chatrath, Arjun; Song, Frank M.; … - In: Applied economics 38 (2006) 16, pp. 1917-1929

Persistent link: https://www.econbiz.de/10003377873

The forecasting efficacy of risk-neutral mopments for crude oil volatility

Chatrath, Arjun; Miao, Hong; Ramchander, Sanjay; Wang, … - In: Journal of forecasting 34 (2015) 3, pp. 177-190

Persistent link: https://www.econbiz.de/10011305272

Crude oil price volatility spillovers and agricultural commodities : a study in time and frequency domains

Adrangi, Bahram; Chatrath, Arjun; Macri, Joseph; … - In: Review of economics & finance 9 (2017) 3, pp. 42-56

Persistent link: https://www.econbiz.de/10011718732

An examination of the flow characteristics of crude oil : evidence from risk-neutral moments

Chatrath, Arjun; Miao, Hong; Ramchander, Sanjay; Wang, … - In: Energy economics 54 (2016), pp. 213-223

Persistent link: https://www.econbiz.de/10011662818

U.S. diesel fuel price responses to the global crude oil supply and demand

Adrangi, Bahram; Chatrath, Arjun; Macri, Joseph; … - In: Annals of financial economics 13 (2018) 4, pp. 1-25

Persistent link: https://www.econbiz.de/10011984123

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

Oil Price and the Automobile Industry : Dynamic Connectedness and Portfolio Implications with Downside Risk

Prachi, Jain; Maitra, Debasish; Kang, Sang Hoon - 2022

The paper examines the interactions of downside risks between crude oil and the automobile sector through the employment of Diebold and Yilmaz (2012) and Diebold and Yılmaz (2014) framework in a static and time-varying perspective. The network connectedness is found to intensify during the...

Persistent link: https://www.econbiz.de/10013302035

The good, the bad and the ugly relation between oil and commodities : an analysis of asymmetric volatility connectedness and portfolio implications

Maitra, Debasish; Guhathakurta, Kousik; Kang, Sang Hoon - In: Energy economics 94 (2021), pp. 1-30

Persistent link: https://www.econbiz.de/10012649444