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Enter the MATRIX model : a Multi-Agent model for Transition Risks with application to energy shocks.

Ciola, Emanuele; Turco, Enrico; Gurgone, Andrea; … - In: Journal of economic dynamics & control 146 (2023), pp. 1-42

Persistent link: https://www.econbiz.de/10014478554

An application of a random level shifts model to the volatility of Peruvian stock and exchange rate returns

Ojeda Cunya, Junior Alex; Rodriguez, Gabriel - In: Macroeconomics and finance in emerging market economies 9 (2016) 1/3, pp. 34-55

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Average skewness in global equity markets

Atilgan, Yigit; Demirtas, K. Ozgur; Günaydin, A. Doruk; … - In: International review of finance : the official journal … 23 (2023) 2, pp. 245-271

Persistent link: https://www.econbiz.de/10014326300

Time-varying fund manager skill

Kacperczyk, Marcin; Nieuwerburgh, Stijn van; Veldkamp, Laura - In: The journal of finance : the journal of the American … 69 (2014) 4, pp. 1455-1484

Persistent link: https://www.econbiz.de/10010412344

The economics of energy security

Bohi, Douglas Ray - 1996

Persistent link: https://www.econbiz.de/10000553537

A Malmquist productivity index for network production systems in the energy sector

Tavana, Madjid; Khalili-Damghani, Kaveh; Santos … - 2020

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Forecasting the real price of oil under alternative specifications of constant and time-varying volatility

Zhu, Beili - 2017

Persistent link: https://www.econbiz.de/10011746620

Oil price, oil price implied volatility (OVX) and illiquidity premiums in the US : (a)symmetry and the impact of macroeconomic factors

Essa, Mohammad Sharik; Giouvris, Evangelos - In: Journal of risk and financial management : JRFM 13 (2020) 4/70, pp. 1-40

We examine the impact of oil price and oil price volatility on US illiquidity premiums (return on illiquid …-minus-liquid stocks), using the US Oil Fund options implied volatility OVX index. We use daily data from 2007 to 2018, taking into account …

Persistent link: https://www.econbiz.de/10012302569

Oil shocks and investor attention

Bampinas, Georgios; Panagiōtidēs, Theodōros; … - 2022

Persistent link: https://www.econbiz.de/10013454556

A real options analysis of the effects of oil price uncertainty and carbon taxes on the optimal timing of oil field decommissioning

Abdul-Salam, Yakubu - In: The energy journal 43 (2022) 6, pp. 25-46

Persistent link: https://www.econbiz.de/10013503896