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Ranking of US macroeconomic news impacting WTI crude oil volatility risk
Faseli, Omid - 2019
Persistent link: https://www.econbiz.de/10012146919
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Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures
Gong, Xiao-Li; Liu, Xi-Hua; Xiong, Xiong - In: Pacific-Basin finance journal 55 (2019), pp. 95-109
Persistent link: https://www.econbiz.de/10012169513
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Out-of-sample prediction of the oil futures market volatility : a comparison of new and traditional combination approaches
Zhang, Yaojie; Ma, Feng; Wei, Yu - In: Energy economics 81 (2019), pp. 1109-1120
Persistent link: https://www.econbiz.de/10012173075
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Information arrival between price change and trading volume in crude palm oil futures market : a non-linear approach
Go, You-How; Lau, Wee-Yeap - In: Journal of Asian finance, economics and business : JAFEB 3 (2016) 3, pp. 79-91
Persistent link: https://www.econbiz.de/10011689555
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Commodity markets volatility transmission : roles of risk perceptions and uncertainty in financial markets
Gozgor, Giray; Lau, Chi Keung; Bilgin, Mehmet Huseyin - In: Journal of international financial markets, … 44 (2016), pp. 35-45
Persistent link: https://www.econbiz.de/10011690371
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Intraday periodicity and volatility forecasting : evidence from Indian crude oil futures market
Chakrabarti, Binay Bhushan; Rajvanshi, Vivek - In: Journal of emerging market finance 16 (2017) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10011691174
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Financial crises and the nature of correlation between commodity and stock markets
Öztek, Mehmet Fatih; Öcal, Nadir - In: International review of economics & finance : IREF 48 (2017), pp. 56-68
Persistent link: https://www.econbiz.de/10011747083
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Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets
Kang, Sang Hoon; McIver, Ron; Yoon, Seong-min - In: Energy economics 62 (2017), pp. 19-32
Persistent link: https://www.econbiz.de/10011748013
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Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity
Tian, Fengping; Yang, Ke; Chen, Langnan - In: International journal of forecasting 33 (2017) 1, pp. 132-152
Persistent link: https://www.econbiz.de/10011754691
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Internet, noise trading and commodity prices
Peri, Massimo; Vandone, Daniela; Baldi, Lucia - 2012
Persistent link: https://www.econbiz.de/10011759934