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2021Resources Policy: Vol. 74Impact of COVID-19 pandemic on crude oil prices: Evidence from Econophysics approachCheima Gharib, Salma Mefteh-Wali, Vanessa Serret, Sami Ben Jabeurhttp://dx.doi.org/10.1016/j.resourpol.2021.102392
2021Resources Policy: Vol. 70Detection of bubbles in WTI, brent, and Dubai oil prices: A novel double recursive algorithmAhdi Noomen Ajmi, Shawkat Hammoudeh, Khaled Moknihttp://dx.doi.org/10.1016/j.resourpol.2020.101956
2021Energy: Vol. 231Driven by fundamentals or exploded by emotions: Detecting bubbles in oil pricesMuhammad Umar, Chi-Wei Su, Syed Kumail Abbas Rizvi, Oana-Ramona Lobonţhttp://dx.doi.org/10.1016/j.energy.2021.120873
2020Journal of Asset Management: Vol. 21, Issue 4Dynamic jump intensities and news arrival in oil futures marketsKatherine B. Ensor, Yu Han, Barbara Ostdiek, Stuart M. Turnbullhttp://dx.doi.org/10.1057/s41260-020-00168-z
2020Applied Economics: Vol. 52, Issue 55Uncertainty and energy extractionAsad Dossani, John Elderhttp://dx.doi.org/10.1080/00036846.2020.1782337
2020Resource and Energy Economics: Vol. 60Jumps in the convenience yield of crude oilCharles F. Mason, Neil A. Wilmothttp://dx.doi.org/10.1016/j.reseneeco.2020.101163
2019International Review of Financial Analysis: Vol. 63Assimilation of oil news into pricesTim Loughran, Bill McDonald, Ioannis Pragidishttp://dx.doi.org/10.1016/j.irfa.2019.03.008
2019Journal of Forecasting: Vol. 38, Issue 5The role of jumps in the agricultural futures market on forecasting stock market volatility: New evidenceFeng Ma, Yaojie Zhang, M. I. M. Wahab, Xiaodong Laihttp://dx.doi.org/10.1002/for.2569
2019Journal of Empirical Finance: Vol. 51Macro fundamentals or geopolitical events? A textual analysis of news events for crude oilMichael W. Brandt, Lin Gaohttp://dx.doi.org/10.1016/j.jempfin.2019.01.007
2019Frontiers in Energy Research: Vol. 7Revisiting the Integration of China Into the World Crude Oil Market: The Role of Structural BreaksZhenhua Liu, Zhihua Ding, Pengxiang Zhai, Tao Lv, Jy S. Wu, Kai Zhanghttp://dx.doi.org/10.3389/fenrg.2019.00146
2019International Journal of Financial Studies: Vol. 7, Issue 2Heavy Metals: Might as Well JumpNeil A. Wilmothttp://dx.doi.org/10.3390/ijfs7020033
2018Journal of Futures Markets: Vol. 38, Issue 8Volatility jumps and macroeconomic news announcementsKam F. Chan, Philip Grayhttp://dx.doi.org/10.1002/fut.21922
2018Journal of Futures Markets: Vol. 38, Issue 1The impact of crude oil inventory announcements on prices: Evidence from derivatives marketsHong Miao, Sanjay Ramchander, Tianyang Wang, Jian Yanghttp://dx.doi.org/10.1002/fut.21850
2018International Economics: Vol. 156Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futuresWalid Bahloul, Rangan Guptahttp://dx.doi.org/10.1016/j.inteco.2018.04.002
2018Energy Economics: Vol. 72The behaviour of energy-related volatility indices around scheduled news announcements: Implications for variance swap investmentsRaquel Lópezhttp://dx.doi.org/10.1016/j.eneco.2018.04.040
2018Energy Economics: Vol. 72Forecasting the oil futures price volatility: Large jumps and small jumpsJing Liu, Feng Ma, Ke Yang, Yaojie Zhanghttp://dx.doi.org/10.1016/j.eneco.2018.04.023
2018SSRN Electronic Journal Macro Fundamentals or Geopolitical Events? A Textual Analysis of News Events for Crude OilMichael W. Brandt, Lin Gaohttp://dx.doi.org/10.2139/ssrn.3330728
2017Journal of Futures Markets: Vol. 37, Issue 1Do Scheduled Macroeconomic Announcements Influence Energy Price Jumps?Kam Fong Chan, Philip Grayhttp://dx.doi.org/10.1002/fut.21796
2017Pacific-Basin Finance Journal: Vol. 45News sentiment and jumps in energy spot and futures marketsSvetlana Maslyuk-Escobedo, Kristian Rotaru, Alexander Dokumentovhttp://dx.doi.org/10.1016/j.pacfin.2016.07.001
2017EPJ Data Science: Vol. 6, Issue 1Novel and topical business news and their impact on stock market activityTakayuki Mizuno, Takaaki Ohnishi, Tsutomu Watanabehttp://dx.doi.org/10.1140/epjds/s13688-017-0123-7
2016SSRN Electronic Journal Informed Trading in Oil-Futures MarketOlivier Rousse, Benoot SSvihttp://dx.doi.org/10.2139/ssrn.2874907
2016Energy Economics: Vol. 54An examination of the flow characteristics of crude oil: Evidence from risk-neutral momentsArjun Chatrath, Hong Miao, Sanjay Ramchander, Tianyang Wanghttp://dx.doi.org/10.1016/j.eneco.2015.12.005
2016Energy Economics: Vol. 54Regulatory interventions in the US oil and gas sector: How do the stock markets perceive the CFTC's announcements during the 2008 financial crisis?Istemi Berk, Jannes Rauchhttp://dx.doi.org/10.1016/j.eneco.2016.01.003
2016OPEC Energy Review: Vol. 40, Issue 3Time series analysis of volatility in the petroleum pricing markets: the persistence, asymmetry and jumps in the returns seriesOlusanya E. Olubusoye, OlaOluwa S. Yayahttp://dx.doi.org/10.1111/opec.12077
2016SSRN Electronic Journal Informed Trading in Oil-Futures MarketOlivier Rousse, Benoot SSvihttp://dx.doi.org/10.2139/ssrn.2871932
2016SSRN Electronic Journal The Impact of Information Releases on Market Uncertainty: An Energy Market PerspectiveLouis H. Ederington, Fang Lin, Lisa Yanghttp://dx.doi.org/10.2139/ssrn.2858673
2015Energy Policy: Vol. 87Spillovers between energy and FX markets: The importance of asymmetry, uncertainty and business cycleAhmed Khalifa, Massimiliano Caporin, Shawkat Hammoudehhttp://dx.doi.org/10.1016/j.enpol.2015.08.039
2014SSRN Electronic JournalAsymmetry and Uncertainty Across Energy and FX MarketsAhmed A.A. Khalifa, Massimiliano Caporin, Shawkat M. Hammoudehhttp://dx.doi.org/10.2139/ssrn.2522792

 

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