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2022Risk Management: Vol. 24, Issue 4Oil tail-risk forecasts: from financial crisis to COVID-19Wei Kuanghttp://dx.doi.org/10.1057/s41283-022-00100-2
2022Energy: Vol. 243Long-memory and volatility spillovers across petroleum futuresYuliya Lovcha, Alejandro Perez-Labordahttp://dx.doi.org/10.1016/j.energy.2021.122950
2022International Journal of Finance & Economics: Vol. 27, Issue 1Predicting the volatility of crude oil futures: The roles of leverage effects and structural changesXu Gong, Boqiang Linhttp://dx.doi.org/10.1002/ijfe.2171
2021The Energy Journal: Vol. 42, Issue 1A Risk-Hedging View to Refinery Capacity Investment in OPEC CountriesHamed Ghoddusi, Franz Wirlhttp://dx.doi.org/10.5547/01956574.42.1.hgho
2020Econometrics: Vol. 8, Issue 2Simultaneous Indirect Inference, Impulse Responses and ARMA ModelsLynda Khalaf, Beatriz Peraza Lópezhttp://dx.doi.org/10.3390/econometrics8020012
2020BMC Medical Research Methodology: Vol. 20, Issue 1SARFIMA model prediction for infectious diseases: application to hemorrhagic fever with renal syndrome and comparing with SARIMAChang Qi, Dandan Zhang, Yuchen Zhu, Lili Liu, Chunyu Li, Zhiqiang Wang, Xiujun Lihttp://dx.doi.org/10.1186/s12874-020-01130-8
2020The Energy Journal: Vol. 41, Issue 6International Oil Market Risk Anticipations and the Cushing Bottleneck: Option-implied EvidenceMarie-Hélène Gagnon, Gabriel J. Powerhttp://dx.doi.org/10.5547/01956574.41.6.mgag
2019Journal of Commodity Markets: Vol. 14Characteristics of petroleum product prices: A surveyLouis H. Ederington, Chitru S. Fernando, Seth A. Hoelscher, Thomas K. Lee, Scott C. Linnhttp://dx.doi.org/10.1016/j.jcomm.2018.09.001
2019Economic Analysis and Policy: Vol. 63Effective energy commodity risk management: Econometric modeling of price volatilityGeorge E. Halkos, Apostolos S. Tsirivishttp://dx.doi.org/10.1016/j.eap.2019.06.001
2019Sustainability: Vol. 11, Issue 10Application of Wavelet-Based Maximum Likelihood Estimator in Measuring Market Risk for Fossil FuelLong Hai Vo, Duc Hong Vohttp://dx.doi.org/10.3390/su11102843
2019Agricultural Economics (Zemědělská ekonomika): Vol. 65, Issue 3Palm oil spot-futures relation: Evidence from unrefined and refined productsYou-How Go, Wee-Yeap Lauhttp://dx.doi.org/10.17221/31/2018-AGRICECON
2018Energy Economics: Vol. 74The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures marketXu Gong, Boqiang Linhttp://dx.doi.org/10.1016/j.eneco.2018.06.005
2018Economic Change and Restructuring: Vol. 51, Issue 4Oil price changes and stock market returns: cointegration evidence from emerging marketMohammad I. Elian, Khalid M. Kisswanihttp://dx.doi.org/10.1007/s10644-016-9199-5
2018Energy: Vol. 154A novel decompose-ensemble methodology with AIC-ANN approach for crude oil forecastingYishan Dinghttp://dx.doi.org/10.1016/j.energy.2018.04.133
2018SSRN Electronic Journal Uncovering Long Term Relationships between Oil Prices and the Economy: A Time-Varying Cointegration AnalysisFabian Gogolin, Fearghal Joseph Kearney, Brian M. Lucey, Maurice Peat, Samuel Vignehttp://dx.doi.org/10.2139/ssrn.3242941
2018Energy Economics: Vol. 75Trends and contagion in WTI and Brent crude oil spot and futures markets - The role of OPEC in the last decadeTony Kleinhttp://dx.doi.org/10.1016/j.eneco.2018.09.013
2018SSRN Electronic Journal Characteristics of Petroleum Product Prices: A SurveyLouis H. Ederington, Chitru S. Fernando, Seth Hoelscher, Thomas K. Lee, Scott C. Linnhttp://dx.doi.org/10.2139/ssrn.3250476
2017Margin: The Journal of Applied Economic Research: Vol. 11, Issue 1Long-memory Modelling and Forecasting of the Returns and Volatility of Exchange-traded Notes (ETNs)Argel S. Masa, John Francis T. Diazhttp://dx.doi.org/10.1177/0973801016676012
2017Physica A: Statistical Mechanics and its Applications: Vol. 472Long-range dependence in returns and volatility of global gold market amid financial crisesMaurice Omane-Adjepong, Gideon Boakohttp://dx.doi.org/10.1016/j.physa.2016.12.013
2017Empirical Economics: Vol. 53, Issue 2Structural shocks and dynamic elasticities in a long memory model of the US gasoline retail marketYuliya Lovcha, Alejandro Perez-Labordahttp://dx.doi.org/10.1007/s00181-016-1145-x
2016Emerging Markets Review: Vol. 27Measuring volatility persistence for conventional and Islamic banks: An FI-EGARCH approachMohamed Fakhfekh, Nejib Hachicha, Fredj Jawadi, Nadhem Selmi, Abdoulkarim Idi Cheffouhttp://dx.doi.org/10.1016/j.ememar.2016.03.004
2016SSRN Electronic JournalMore than Prices: Brent-WTI Cointegration in Option-Implied MomentsMarie-HHllne Gagnon, Gabriel J. Powerhttp://dx.doi.org/10.2139/ssrn.2840958
2016Neurocomputing: Vol. 175Combining ARFIMA models and fuzzy time series for the forecast of long memory time seriesHossein Javedani Sadaei, Rasul Enayatifar, Frederico Gadelha Guimarães, Maqsood Mahmud, Zakarya A. Alzamilhttp://dx.doi.org/10.1016/j.neucom.2015.10.079
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
2014OPEC Energy Review: Vol. 38, Issue 3A hybrid approach for forecasting of oil prices volatilityAkbar Komijani, Esmaeil Naderi, Nadiya Gandali Alikhanihttp://dx.doi.org/10.1111/opec.12030
2012The Quarterly Review of Economics and Finance: Vol. 52, Issue 2Long memory and structural breaks in modeling the return and volatility dynamics of precious metalsMohamed El Hedi Arouri, Shawkat Hammoudeh, Amine Lahiani, Duc Khuong Nguyenhttp://dx.doi.org/10.1016/j.qref.2012.04.004
2012Energy Economics: Vol. 34, Issue 1Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory modelsMohamed El Hédi Arouri, Amine Lahiani, Aldo Lévy, Duc Khuong Nguyenhttp://dx.doi.org/10.1016/j.eneco.2011.10.015

 

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