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Forecasting the volatility of crude oil futures using intraday data. (2014). Sévi, Benoît ; Sevi, Benoit.
In: European Journal of Operational Research.
RePEc:eee:ejores:v:235:y:2014:i:3:p:643-659.

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  1. Trading around the clock: Revisit volatility spillover between crude oil and equity markets in different trading sessions. (2023). Fu, Tong ; Ma, Feng ; He, Feng ; Hao, Jing.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:43:y:2023:i:6:p:771-791.

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  2. Did real economic uncertainty drive risk connectedness in the oil–stock nexus during the COVID-19 outbreak? A partial wavelet coherence analysis. (2023). Maghyereh, Aktham ; Al-Shboul, Mohammad.
    In: Journal of Economic Structures.
    RePEc:spr:jecstr:v:12:y:2023:i:1:d:10.1186_s40008-023-00306-x.

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  3. Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange. (2023). Kadioglu, Eyup ; Frommel, Michael.
    In: Financial Innovation.
    RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00500-7.

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  4. The Impact of COVID-19 and War in Ukraine on Energy Prices of Oil and Natural Gas. (2023). Wang, Xueqing ; Cong, Yingjia ; Xing, Xiufeng.
    In: Sustainability.
    RePEc:gam:jsusta:v:15:y:2023:i:19:p:14208-:d:1247832.

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  5. Does climate policy uncertainty affect Chinese stock market volatility?. (2023). Weng, Chen ; Zhang, LI ; Chen, Zhonglu.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:84:y:2023:i:c:p:369-381.

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  6. Forecasting crude oil market volatility using variable selection and common factor. (2023). Wang, Yudong ; Wahab, M. I. M., ; Zhang, Yaojie.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:39:y:2023:i:1:p:486-502.

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  7. Predicting energy futures high-frequency volatility using technical indicators: The role of interaction. (2023). Zhang, Yue ; Ye, Xin ; Gong, Xue.
    In: Energy Economics.
    RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000312.

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  8. Multi-perspective investor attention and oil futures volatility forecasting. (2023). Li, Guo ; Qu, Hui.
    In: Energy Economics.
    RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000294.

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  9. Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen.
    In: Energy Economics.
    RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953.

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  10. The contribution of jump signs and activity to forecasting stock price volatility. (2023). Murphy, Anthony ; Izzeldin, Marwan ; Hizmeri, Rodrigo ; Bu, Ruijun ; Tsionas, Mike.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:70:y:2023:i:c:p:144-164.

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  11. Forecasting Bitcoin volatility: A new insight from the threshold regression model. (2022). Wang, Yudong ; Wen, Danyan ; He, Mengxi ; Zhang, Yaojie.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:41:y:2022:i:3:p:633-652.

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  12. What matters when developing oil price volatility forecasting frameworks?. (2022). Filis, George ; Degiannakis, Stavros ; Delis, Panagiotis.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:41:y:2022:i:2:p:361-382.

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  13. Forecasting realized volatility of Chinese stock market: A simple but efficient truncated approach. (2022). Wang, Yudong ; Zhang, Yaojie ; He, Mengxi ; Wen, Danyan.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:41:y:2022:i:2:p:230-251.

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  14. Predicting the volatility of crude oil futures: The roles of leverage effects and structural changes. (2022). Lin, Boqiang ; Gong, XU.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:1:p:610-640.

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  15. The role of intermediary capital risk in predicting oil volatility. (2022). Yin, Libo.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:1:p:401-416.

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  16. To jump or not to jump: momentum of jumps in crude oil price volatility prediction. (2022). Zhang, Yaojie ; Wang, Yudong ; Ma, Feng ; Wei, YU.
    In: Financial Innovation.
    RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00360-7.

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  17. United States Oil Fund volatility prediction: the roles of leverage effect and jumps. (2022). Liao, Yin ; Liang, Chao ; Zhu, BO ; Ma, Feng.
    In: Empirical Economics.
    RePEc:spr:empeco:v:62:y:2022:i:5:d:10.1007_s00181-021-02093-5.

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  18. Risk management for crude oil futures: an optimal stopping-timing approach. (2022). Zhan, Yaosong ; Liu, Zhenya ; Boubaker, Sabri.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-021-04092-2.

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  19. Financial modelling, risk management of energy instruments and the role of cryptocurrencies. (2022). Shahbaz, Muhammad ; Nasir, Muhammad Ali ; Duc, Toan Luu ; Ullah, Subhan.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-020-03680-y.

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  20. Uncertainty and oil volatility: Evidence from shrinkage method. (2022). Li, Pan ; Ma, Feng ; He, Xiaofeng ; Wang, Jiqian.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004906.

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  21. Forecasting Chinas crude oil futures volatility: New evidence from the MIDAS-RV model and COVID-19 pandemic. (2022). Li, Xiafei ; Ye, Yong ; Chen, Zhonglu.
    In: Resources Policy.
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  22. Oil price volatility forecasts: What do investors need to know?. (2022). Filis, George ; Degiannakis, Stavros.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:123:y:2022:i:c:s026156062100245x.

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  23. Forecasting realized volatility of agricultural commodities. (2022). Walther, Thomas ; Filis, George ; Degiannakis, Stavros ; Klein, Tony.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:38:y:2022:i:1:p:74-96.

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  24. Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models. (2022). Hou, Chenghan ; Ji, Qiang ; Klein, Tony ; Luo, Jiawen.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:38:y:2022:i:1:p:51-73.

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  25. Fat tails, serial dependence, and implied volatility index connections. (2022). Ellington, Michael.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:299:y:2022:i:2:p:768-779.

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  26. New evidence on market response to public announcements in the presence of microstructure noise. (2022). Irwin, Scott ; Garcia, Philip ; Serra, Teresa ; Bian, Siyu.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:298:y:2022:i:2:p:785-800.

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  27. Effects of structural changes on the prediction of downside volatility in futures markets. (2021). Lin, Boqiang ; Gong, XU.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:7:p:1124-1153.

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  28. Forecasting realized volatility: The role of implied volatility, leverage effect, overnight returns, and volatility of realized volatility. (2021). Tsakou, Katerina ; McMillan, David G ; Kambouroudis, Dimos S.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:10:p:1618-1639.

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  29. Forecasting Chinas Crude Oil Futures Volatility: The Role of the Jump, Jumps Intensity, and Leverage Effect. (2021). Huang, Dengshi ; M. I. M. Wahab, ; Ma, Feng ; Wang, Jiqian.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:40:y:2021:i:5:p:921-941.

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  30. Can the Baidu Index predict realized volatility in the Chinese stock market?. (2021). Shen, Dehua ; Yan, Kai ; Zhang, Wei.
    In: Financial Innovation.
    RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-020-00216-y.

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  31. What should be taken into consideration when forecasting oil implied volatility index?. (2021). Degiannakis, Stavros ; Giannopoulos, Kostantinos ; Delis, Panagiotis.
    In: MPRA Paper.
    RePEc:pra:mprapa:110831.

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  32. Uncertainty Due to Infectious Diseases and Stock–Bond Correlation. (2021). Siriopoulos, Costas ; Konstantatos, Christoforos ; Gkillas, Konstantinos.
    In: Econometrics.
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  33. Dynamic impact of the U.S. monetary policy on oil market returns and volatility. (2021). GUPTA, RANGAN ; Cakan, Esin ; Marfatia, Hardik A.
    In: The Quarterly Review of Economics and Finance.
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  34. Decomposition-selection-ensemble forecasting system for energy futures price forecasting based on multi-objective version of chaos game optimization algorithm. (2021). Zhang, Lifang ; Wang, Jianzhou ; Liu, Zhenkun ; Jiang, Ping.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002452.

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  35. Night trading with futures in China: The case of Aluminum and Copper. (2021). Todorova, Neda ; Klein, Tony.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002191.

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  36. The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China. (2021). Zhang, Hongwei ; Gao, Wang ; Liu, Yuanyuan ; Niu, Zibo.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001872.

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  37. Modelling the volatility of TOCOM energy futures: A regime switching realised volatility approach. (2021). Marsh, Ian W ; Huang, Chih-Yueh ; Alizadeh, Amir H.
    In: Energy Economics.
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  38. What drives volatility of the U.S. oil and gas firms?. (2021). Todorova, Neda ; Lyocsa, Tefan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:100:y:2021:i:c:s014098832100270x.

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  39. Predicting risk in energy markets: Low-frequency data still matter. (2021). Výrost, Tomᚠ; Vrost, Toma ; Todorova, Neda ; Lyocsa, Tefan.
    In: Applied Energy.
    RePEc:eee:appene:v:282:y:2021:i:pa:s0306261920315567.

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  40. Oil Price Volatility Models during Coronavirus Crisis: Testing with Appropriate Models Using Further Univariate GARCH and Monte Carlo Simulation Models. (2021). Hadhek, Zouhaier ; Bouazizi, Tarek ; Lassoued, Mongi.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2021-01-35.

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  42. Volatility forecasts embedded in the prices of crude‐oil options. (2020). Tsiaras, Leonidas ; Gilder, Dudley .
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:40:y:2020:i:7:p:1127-1159.

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  43. Cryptocurrency volatility forecasting: A Markov regime?switching MIDAS approach. (2020). M. I. M. Wahab, ; Ma, Yuanhui ; Liang, Chao.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:39:y:2020:i:8:p:1277-1290.

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  44. Optimal forecast combination based on ensemble empirical mode decomposition for agricultural commodity futures prices. (2020). Fang, Yongmei ; Heravi, Saeed ; Wu, Shangjuan ; Guan, BO.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:39:y:2020:i:6:p:877-886.

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  45. Investor Happiness and Predictability of the Realized Volatility of Oil Price. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo.
    In: Working Papers.
    RePEc:pre:wpaper:202009.

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  46. Investor Happiness and Predictability of the Realized Volatility of Oil Price. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Bonato, Matteo ; Gkillas, Konstantinos.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:10:p:4309-:d:362539.

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  47. Forecasting oil price volatility using high-frequency data: New evidence. (2020). Liu, Jing ; Wei, YU ; Ma, Feng ; Chen, Wang.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:66:y:2020:i:c:p:1-12.

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  48. The predictive power of oil price shocks on realized volatility of oil: A note. (2020). Shahzad, Syed Jawad Hussain ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad ; Pierdzioch, Christian.
    In: Resources Policy.
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  49. Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos.
    In: Journal of International Money and Finance.
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  50. Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks. (2020). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:36:y:2020:i:3:p:933-948.

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  51. The relationship between implied volatility and cryptocurrency returns. (2020). Sensoy, Ahmet ; lucey, brian ; Corbet, Shaen ; Yarovaya, Larisa ; Akyildirim, Erdinc.
    In: Finance Research Letters.
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  52. On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks. (2020). Zhang, Dayong ; Klein, Tony ; Ji, Qiang ; Luo, Jiawen ; Todorova, Neda.
    In: Energy Economics.
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  53. Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models. (2020). Ma, Feng ; Mei, Dexiang ; Wang, LU ; Liao, Yin.
    In: Energy Economics.
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  54. Forecast on silver futures linked with structural breaks and day-of-the-week effect. (2020). Fang, Qiang ; Cheng, Yuxiang ; Li, Wenlan.
    In: The North American Journal of Economics and Finance.
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  55. Forecasting the volatility of Bitcoin: The importance of jumps and structural breaks. (2020). Wang, Pengfei ; Urquhart, Andrew ; Shen, Dehua.
    In: European Financial Management.
    RePEc:bla:eufman:v:26:y:2020:i:5:p:1294-1323.

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  56. Forecasting Realized Volatility: The role of implied volatility, leverage effect, overnight returns and volatility of realized volatility. (2019). Tsakou, Katerina ; McMillan, David ; Kambouroudis, Dimos.
    In: Working Papers.
    RePEc:swn:wpaper:2019-03.

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  57. Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests. (2019). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Gkillas, Konstantinos.
    In: Working Papers.
    RePEc:pre:wpaper:201972.

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  58. Moments-Based Spillovers across Gold and Oil Markets. (2019). Wang, Shixuan ; GUPTA, RANGAN ; Marco, Chi Keung ; Bonato, Matteo.
    In: Working Papers.
    RePEc:pre:wpaper:201966.

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  59. Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu.
    In: Working Papers.
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  60. The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu.
    In: Working Papers.
    RePEc:pre:wpaper:201925.

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  61. Futures-based forecasts: How useful are they for oil price volatility forecasting?. (2019). Filis, George ; Degiannakis, Stavros ; Chatziantoniou, Ioannis.
    In: MPRA Paper.
    RePEc:pra:mprapa:96446.

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  62. Forecasting Realized Volatility of Agricultural Commodities. (2019). Walther, Thomas ; Filis, George ; Degiannakis, Stavros ; Klein, Tony.
    In: MPRA Paper.
    RePEc:pra:mprapa:96267.

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  63. Oil price volatility forecasts: What do investors need to know?. (2019). Filis, George ; Degiannakis, Stavros.
    In: MPRA Paper.
    RePEc:pra:mprapa:94445.

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  64. The Effect of Jumps in the Crude Oil Market on the Sovereign Risks of Major Oil Exporters. (2019). Bouri, Elie.
    In: Risks.
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  65. The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu.
    In: Energies.
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  66. The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility. (2019). Tsionas, Mike ; Murphy, Anthony ; Izzeldin, Marwan ; Hizmeri, Rodrigo.
    In: Working Papers.
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  67. The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu.
    In: Econometric Institute Research Papers.
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  68. Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models?. (2019). He, Ling-Yun ; Ripple, Ronald ; Yao, Ting ; Zhang, Yue-Jun.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:59:y:2019:i:c:p:302-317.

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  69. Forecasting the Chinese stock volatility across global stock markets. (2019). Zhang, Yaojie ; Ma, Feng ; Liu, Jing.
    In: Physica A: Statistical Mechanics and its Applications.
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  70. Liquidity and realized range-based volatility forecasting: Evidence from China. (2019). Ma, Feng ; Huang, Dengshi ; Xu, Yanyan ; Qiao, Gaoxiu.
    In: Physica A: Statistical Mechanics and its Applications.
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  71. Forecasting the U.S. stock volatility: An aligned jump index from G7 stock markets. (2019). Zhang, Yaojie ; Wahab, M. I. M., ; Ma, Feng.
    In: Pacific-Basin Finance Journal.
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  72. Volatility forecasting of crude oil futures: The role of investor sentiment and leverage effect. (2019). Gong, XU ; Yang, Cai ; Zhang, Hongwei.
    In: Resources Policy.
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  73. Jump activity analysis for affine jump-diffusion models: Evidence from the commodity market. (2019). Ignatieva, Katja ; da Fonseca, Jose.
    In: Journal of Banking & Finance.
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  74. The asymmetric effect of equity volatility on credit default swap spreads. (2019). Lee, Hwang Hee ; Hyun, Jung-Soon.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:98:y:2019:i:c:p:125-136.

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  75. High frequency volatility co-movements in cryptocurrency markets. (2019). Corbet, Shaen ; Katsiampa, Paraskevi ; Lucey, Brian.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:62:y:2019:i:c:p:35-52.

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  76. China’s crude oil futures: Introduction and some stylized facts. (2019). Zhang, Dayong ; Ji, Qiang.
    In: Finance Research Letters.
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  77. Analyzing the economic sources of oil price volatility: An out-of-sample perspective. (2019). Liu, LI ; Meng, Fanyi .
    In: Energy.
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  78. Geopolitical risk and oil volatility: A new insight. (2019). Liu, Jing ; Zhang, Yaojie ; Tang, Yingkai ; Ma, Feng.
    In: Energy Economics.
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  79. Futures-based forecasts: How useful are they for oil price volatility forecasting?. (2019). Filis, George ; Degiannakis, Stavros ; Chatziantoniou, Ioannis.
    In: Energy Economics.
    RePEc:eee:eneeco:v:81:y:2019:i:c:p:639-649.

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  80. Information content of the limit order book for crude oil futures price volatility. (2019). Duong, Huu Nhan ; Tian, Xiao ; Kalev, Petko S.
    In: Energy Economics.
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  24. Forecasting carbon futures volatility using GARCH models with energy volatilities. (2013). Cho, Hangjun ; Byun, Suk Joon.
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  25. On the predictability of realized volatility using feasible GLS. (2013). Menezes, Rui ; Bentes, Sonia R..
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  26. The Fundamental and Speculative Components of the Oil Spot Price: A Real Option Value Approach. (2012). Scandizzo, Pasquale ; Dicembrino, Claudio.
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  28. Leverage vs. Feedback: Which Effect Drives the Oil Market?. (2012). Chevallier, Julien ; Aboura, Sofiane.
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  29. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals. (2012). Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat ; AROURI, Mohamed ; Arouri, Mohamed El Hedi, .
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  30. Forecasting volatility of fuel oil futures in China: GARCH-type, SV or realized volatility models?. (2012). Wei, YU.
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  31. Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?. (2012). Wang, Yudong ; Wu, Chongfeng.
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  32. A characterization of oil price behavior — Evidence from jump models. (2012). Gronwald, Marc.
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  33. A nonparametric GARCH model of crude oil price return volatility. (2012). Suardi, Sandy ; Hou, Aijun .
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  34. On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness. (2012). Nguyen, Duc Khuong ; AROURI, Mohamed ; Arouri, Mohamed El Hedi, ; Jouini, Jamel.
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  35. A data envelopment analysis-based framework for the relative performance evaluation of competing crude oil prices volatility forecasting models. (2012). Xu, Bing ; Ouenniche, Jamal.
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  36. Volatility regimes, asymmetric basis effects and forecasting performance: An empirical investigation of the WTI crude oil futures market. (2012). Chang, Kuang-Liang.
    In: Energy Economics.
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  37. Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models. (2012). Nguyen, Duc Khuong ; Lahiani, Amine ; AROURI, Mohamed ; Levy, Aldo ; Arouri, Mohamed El Hedi, .
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  38. The time-varying and asymmetric dependence between crude oil spot and futures markets: Evidence from the Mixture copula-based ARJI–GARCH model. (2012). Chang, Kuang-Liang.
    In: Economic Modelling.
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  39. Structural breaks and financial volatility: Lessons from BRIC countries. (2011). Gassie, Esmeralda ; Morales, Lucia.
    In: IAMO Forum 2011: Will the BRICs Decade Continue? – Prospects for Trade and Growth.
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  40. Structural changes and volatility transmission in crude oil markets. (2011). Yoon, Seong-Min ; Cheong, Chongcheul ; Kang, Sang Hoon.
    In: Physica A: Statistical Mechanics and its Applications.
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  41. Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management. (2011). Nguyen, Duc Khuong ; AROURI, Mohamed ; Jouini, Jamel ; El Hedi Arouri, Mohamed, .
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  42. Oil and stock market volatility: A multivariate stochastic volatility perspective. (2011). Vo, Minh .
    In: Energy Economics.
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  43. Value-at-risk estimation of crude oil price using MCA based transient risk modeling approach. (2011). Yen, Jerome ; Lai, Kin Keung ; He, Kaijian.
    In: Energy Economics.
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  44. Forecasting petroleum futures markets volatility: The role of regimes and market conditions. (2011). Nomikos, Nikos K. ; Pouliasis, Panos K..
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:2:p:321-337.

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  45. A Characterization of Oil Price Behavior - Evidence from Jump Models. (2011). Gronwald, Marc.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3644.

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  46. An empirical model of daily highs and lows of West Texas Intermediate crude oil prices. (2010). Wan, Alan ; He, Angela W. W., ; Wan, Alan T. K., ; Kwok, Jerry T. K., .
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:6:p:1499-1506.

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  47. Forecasting crude oil market volatility: Further evidence using GARCH-class models. (2010). Wang, Yudong ; Huang, Dengshi ; Wei, YU.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:6:p:1477-1484.

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  48. International evidence on crude oil price dynamics: Applications of ARIMA-GARCH models. (2010). Mohammadi, Hassan ; Su, Lixian .
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:5:p:1001-1008.

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  49. Nonlinearity and intraday efficiency tests on energy futures markets. (2010). Yang, Jian ; Wang, Tao.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:2:p:496-503.

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  50. Jumps in Oil Prices- Evidence and Implications. (2009). Gronwald, Marc.
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_75.

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