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International oil market risk anticipations and the cushing bottleneck : option-implied evidence

Gagnon, Marie-Hélène; Power, Gabriel J. - In: The energy journal 41 (2020) 6, pp. 255-280

Persistent link: https://www.econbiz.de/10012547136

Navigating crude oil volatility forecasts : assessing the contribution of geopolitical risk

Delis, Panagiotis; Degiannakis, Stavros; Filis, George - 2025

Persistent link: https://www.econbiz.de/10015422736

Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?

Wang, Lu; Ma, Feng; Hao, Jianyang; Gao, Xinxin - In: International review of financial analysis 76 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012804675

Crude oil futures trading and uncertainty

Czudaj, Robert - 2018

This paper examines the effect of different dimensions of uncertainty on expectations of WTI crude oil futures momentum traders at a daily level. We consider two concepts of uncertainty and two momentum trading indicators based on technical analysis. In addition, we also use wavelet techniques...

Persistent link: https://www.econbiz.de/10011979326

Crude oil futures trading and uncertainty

Czudaj, Robert - In: Energy economics 80 (2019), pp. 793-811

Persistent link: https://www.econbiz.de/10012173728

The role of uncertainty measures in volatility forecasting of the crude oil futures market before and during the COVID-19 pandemic

Niu, Zibo; Ma, Feng; Zhang, Hongwei - In: Energy economics 112 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013350769

Forecasting crude oil volatility with uncertainty indicators : new evidence

Li, Xiafei; Liang, Chao; Chen, Zhonglu; Umar, Muhammad - In: Energy economics 108 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013203032

Oil futures volatility predictability : evidence based on Twitter-based uncertainty

Lang, Qiaoqi; Lu, Xinjie; Ma, Feng; Huang, Dengshi - In: Finance research letters 47 (2022) 1, pp. 1

Persistent link: https://www.econbiz.de/10013457290

Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil

Shi, Chunpei; Wei, Yu; Li, Xiafei; Liu, Yuntong - In: Energy economics 126 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014487439

The sum of all fears : forecasting international returns using option-implied risk measures

Gagnon, Marie-Hélène; Power, Gabriel J.; Toupin, Dominique - In: Journal of banking & finance 146 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014248207

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