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2024Cybernetics and Systems: Vol. 55, Issue 4Data-Driven Forecasting of Nonlinear System with Herding via Multi-Dimensional Taylor NetworkHong-Sen Yan, Guo-Biao Wang, Bo Zhou, Xiao-Qin Wan, Jiao-Jun Zhanghttp://dx.doi.org/10.1080/01969722.2022.2127645
2024Research in International Business and Finance: Vol. 67Do conventional and new energy stock markets herd differently? Evidence from ChinaHui Hong, Lijun Jiang, Cheng Zhang, Zhonggang Yuehttp://dx.doi.org/10.1016/j.ribaf.2023.102120
2023Journal of Risk and Financial Management: Vol. 16, Issue 11What Is the Effect of Oil and Gas Markets (Spot/Futures) on Herding in BRICS? Recent Evidence (2007–2022)Hang Zhang, Evangelos Giouvrishttp://dx.doi.org/10.3390/jrfm16110466
2023Resources Policy: Vol. 86Higher-order moment risk spillovers and optimal portfolio strategies in global oil marketsJinxin Cui, Muneer M. Alshater, Walid Mensihttp://dx.doi.org/10.1016/j.resourpol.2023.104286
2023Frontiers in Energy: Vol. 17, Issue 2Effects of herding behavior of tradable green certificate market players on market efficiency: insights from heterogeneous agent modelYi Zuo, Xingang Zhaohttp://dx.doi.org/10.1007/s11708-021-0752-1
2022Theoretical and Applied Climatology: Vol. 147, Issue 1-2Effect of rare disaster risks on crude oil: evidence from El Niño from over 145 years of dataRiza Demirer, Rangan Gupta, Jacobus Nel, Christian Pierdziochhttp://dx.doi.org/10.1007/s00704-021-03856-x
2022Energy Economics: Vol. 109Multivariate stochastic volatility for herding detection: Evidence from the energy sectorMike G. Tsionas, Dionisis Philippas, Nikolaos Philippashttp://dx.doi.org/10.1016/j.eneco.2022.105964
2021Review of International Political Economy: Vol. 28, Issue 5Saudi on the Rhine? Explaining the emergence of private governance in the global oil marketAndreas Goldthau, Llewelyn Hugheshttp://dx.doi.org/10.1080/09692290.2020.1748683
2021Journal of Behavioral and Experimental Finance: Vol. 30The COVID-19 pandemic and speculation in energy, precious metals, and agricultural futuresImtiaz Sifat, Abdul Ghafoor, Abdollah Ah Mandhttp://dx.doi.org/10.1016/j.jbef.2021.100498
2021Energy Policy: Vol. 151Chasing the ‘green bandwagon’ in times of uncertaintyCatalin Dragomirescu-Gaina, Emilios Galariotis, Dionisis Philippashttp://dx.doi.org/10.1016/j.enpol.2021.112190
2020SSRN Electronic Journal Speculation and Abnormal Returns in Energy, Agriculture, and Precious Metals Futures During the COVID-19 PandemicImtiaz Sifat, Abdul Ghafoor, Abdollah Ah Mandhttp://dx.doi.org/10.2139/ssrn.3754672
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/10.2139/ssrn.3250476
2018SSRN Electronic Journal Interpreting the Oil Risk Premium: Do Oil Price Shocks Matter?Daniele Valenti, Matteo Manera, Alessandro Sbuelzhttp://dx.doi.org/10.2139/ssrn.3143466
2016Journal of Futures Markets: Vol. 36, Issue 7The Prevalence, Sources, and Effects of HerdingNaomi E. Boyd, Bahattin Büyükşahin, Michael S. Haigh, Jeffrey H. Harrishttp://dx.doi.org/10.1002/fut.21756
2016Journal of Multinational Financial Management: Vol. 36The impact of investor sentiment on returns and conditional volatility in U.S. futures marketsWalid Bahloul, Abdelfettah Bourihttp://dx.doi.org/10.1016/j.mulfin.2016.07.003
2016International Review of Applied Economics: Vol. 30, Issue 2Conditional price volatility, speculation, and excessive speculation in commodity markets: sheep or shepherd behaviour?Bernardina Algierihttp://dx.doi.org/10.1080/02692171.2015.1102204
2016Review of FinanceCommodity Markets, Long-Run Predictability, and Intertemporal PricingAdrian Fernandez-Perez, Ana-Maria Fuertes, Joelle Miffrehttp://dx.doi.org/10.1093/rof/rfw034
2014SSRN Electronic JournalCommodity Risk Factors and Intertemporal Asset PricingJoelle Miffre, Ana-Maria Fuertes, Adriin Fernnndez-PPrezhttp://dx.doi.org/10.2139/ssrn.2432884

 

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