Cited By
2023The Energy Journal: Vol. 44, Issue 4Oil Price Uncertainty and M&A ActivitySamuel D. Barrows, Magnus Blomkvist, Nebojsa Dimic, Milos Vulanovichttp://dx.doi.org/10.5547/01956574.40.2.nbeh
2023Energy Economics: Vol. 121Endogenous thresholds in energy prices: Modeling and empirical estimationErnesto Guerra V., Eugenio Bobenrieth H., Juan Bobenrieth H., Brian D. Wrighthttp://dx.doi.org/10.1016/j.eneco.2023.106669
2023The Energy Journal: Vol. 44, Issue 6Oil Price Uncertainty and IPOsMagnus Blomkvist, Nebojsa Dimic, Milos Vulanovichttp://dx.doi.org/10.5547/01956574.44.6.mblo
2022Journal of Energy Resources Technology: Vol. 144, Issue 7COVID Shut-In Choices Across Unconventional Reservoirs: Evidence From the Bakken and the MarcellusAndrew Kleit, Arash Dahi Taleghanihttp://dx.doi.org/10.1115/1.4054177
2022Energy Economics: Vol. 115Trading time seasonality in commodity futures: An opportunity for arbitrage in the natural gas and crude oil markets?Christian-Oliver Ewald, Erik Haugom, Gudbrand Lien, Ståle Størdal, Yuexiang Wuhttp://dx.doi.org/10.1016/j.eneco.2022.106324
2021SSRN Electronic Journal Oil price uncertainty and IPOsMagnus Blomkvist, Nebojsa Dimic, Milos Vulanovichttp://dx.doi.org/10.2139/ssrn.3917099
2020Energy Economics: Vol. 88Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH modelsMalvina Marchese, Ioannis Kyriakou, Michael Tamvakis, Francesca Di Ioriohttp://dx.doi.org/10.1016/j.eneco.2020.104757
2019The Energy Journal: Vol. 40, Issue 2Understanding Dynamic Conditional Correlations between Oil, Natural Gas and Non-Energy Commodity Futures MarketsNiaz Bashiri Behmiri, Matteo Manera, Marcella Nicolinihttp://dx.doi.org/10.1007/978-1-4614-9329-7_15
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
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/10.1080/14697688.2013.774460
2014Energy Economics: Vol. 46Macro determinants of volatility and volatility spillover in energy marketsBerna Karali, Octavio A. Ramirezhttp://dx.doi.org/10.1016/j.eneco.2014.06.004
2013Quantitative Finance: Vol. 13, Issue 4A flexible model of term-structure dynamics of commodity prices: a comparative analysis with a two-factor Gaussian modelHiroaki Suenagahttp://dx.doi.org/10.5547/01956574.44.4.sbar
2013Mathematics and Computers in Simulation: Vol. 93Measuring bias in a term-structure model of commodity prices through the comparison of simultaneous and sequential estimationHiroaki Suenagahttp://dx.doi.org/10.1016/j.matcom.2013.04.010

 

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