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Oil and energy price volatility

Citations

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Cited by:

  1. Angelica Gianfreda, 2010. "Volatility and Volume Effects in European Electricity Spot Markets," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 39(1‐2), pages 47-63, February.
  2. Antonio Ruiz-Porras & Javier Emmanuel Anguiano Pita, 2016. "Modelación de las dinámicas, volatilidades e interrelaciones de los rendimientos del petróleo mexicano, BRENT y WTI," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(2), pages 175-194, November.
  3. Sklavos, Konstantinos & Dam, Lammertjan & Scholtens, Bert, 2013. "The liquidity of energy stocks," Energy Economics, Elsevier, vol. 38(C), pages 168-175.
  4. Kemp-Benedict, Eric, 2013. "Material needs and aggregate demand," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 44(C), pages 16-26.
  5. Zhong, Qing & Nelson, Jake R. & Tong, Daoqin & Grubesic, Tony H., 2022. "A spatial optimization approach to increase the accuracy of rooftop solar energy assessments," Applied Energy, Elsevier, vol. 316(C).
  6. Fardous Alom & Bert D Ward & Baiding Hu, 2011. "Cross country mean and volatility spillover effects of food prices: multivariate GARCH analysis," Economics Bulletin, AccessEcon, vol. 31(2), pages 1439-1450.
  7. Jozef Baruník & Evžen KoÄ enda, 2019. "Total, Asymmetric and Frequency Connectedness between Oil and Forex Markets," The Energy Journal, , vol. 40(2_suppl), pages 157-174, December.
  8. Piechocki, Janusz & Ambroziak, Dominik & Palkowski, Aleksander & Redlarski, Grzegorz, 2014. "Use of Modified Cuckoo Search algorithm in the design process of integrated power systems for modern and energy self-sufficient farms," Applied Energy, Elsevier, vol. 114(C), pages 901-908.
  9. Bedoui, Rihab & Braiek, Sana & Guesmi, Khaled & Chevallier, Julien, 2019. "On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model," Energy Economics, Elsevier, vol. 80(C), pages 876-889.
  10. Wirl, Franz, 2008. "Why do oil prices jump (or fall)?," Energy Policy, Elsevier, vol. 36(3), pages 1029-1043, March.
  11. Bernard, Jean-Thomas & Khalaf, Lynda & Kichian, Maral & McMahon, Sébastien, 2008. "Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield," Cahiers de recherche 0801, GREEN.
  12. Chai, Jian & Lu, Quanying & Hu, Yi & Wang, Shouyang & Lai, Kin Keung & Liu, Hongtao, 2018. "Analysis and Bayes statistical probability inference of crude oil price change point," Technological Forecasting and Social Change, Elsevier, vol. 126(C), pages 271-283.
  13. Monoj Kumar Majumder & Mala Raghavan & Joaquin Vespignani, 2022. "The impact of commodity price volatility on fiscal balance and the role of real interest rate," Empirical Economics, Springer, vol. 63(3), pages 1375-1402, September.
  14. Guo, Yanfeng & Wen, Xiaoqian & Wu, Yanrui & Guo, Xiumei, 2016. "How is China's coke price related with the world oil price? The role of extreme movements," Economic Modelling, Elsevier, vol. 58(C), pages 22-33.
  15. repec:ebl:ecbull:v:3:y:2008:i:68:p:1-20 is not listed on IDEAS
  16. Caspi, Itamar & Katzke, Nico & Gupta, Rangan, 2018. "Date stamping historical periods of oil price explosivity: 1876–2014," Energy Economics, Elsevier, vol. 70(C), pages 582-587.
  17. Bekiros, Stelios D. & Diks, Cees G.H., 2008. "The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality," Energy Economics, Elsevier, vol. 30(5), pages 2673-2685, September.
  18. Auer, Benjamin R., 2014. "Daily seasonality in crude oil returns and volatilities," Energy Economics, Elsevier, vol. 43(C), pages 82-88.
  19. Nouf Alsharif & Sambit Bhattacharyya & Maurizio Intartaglia, 2016. "Economic Diversification in Resource Rich Countries: Uncovering the State of Knowledge," Working Paper Series 09816, Department of Economics, University of Sussex Business School.
  20. Bedoui, Rihab & Braeik, Sana & Goutte, Stéphane & Guesmi, Khaled, 2018. "On the study of conditional dependence structure between oil, gold and USD exchange rates," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 134-146.
  21. Van Robays, Ine, 2012. "Macroeconomic uncertainty and the impact of oil shocks," Working Paper Series 1479, European Central Bank.
  22. Koo, Jamin & Han, Kyusang & Yoon, En Sup, 2011. "Integration of CCS, emissions trading and volatilities of fuel prices into sustainable energy planning, and its robust optimization," Renewable and Sustainable Energy Reviews, Elsevier, vol. 15(1), pages 665-672, January.
  23. Oberndorfer, Ulrich, 2009. "Energy prices, volatility, and the stock market: Evidence from the Eurozone," Energy Policy, Elsevier, vol. 37(12), pages 5787-5795, December.
  24. Chang, Ting-Huan & Su, Hsin-Mei, 2010. "The substitutive effect of biofuels on fossil fuels in the lower and higher crude oil price periods," Energy, Elsevier, vol. 35(7), pages 2807-2813.
  25. Wang, Fan & Tian, Lixin & Du, Ruijin & Dong, Gaogao, 2021. "Universal law in the crude oil market based on visibility graph algorithm and network structure," Resources Policy, Elsevier, vol. 70(C).
  26. Peter Maniloff & Sul-Ki Lee, 2015. "The Ethanol Mandate and Corn Price Volatility," Working Papers 2015-01, Colorado School of Mines, Division of Economics and Business.
  27. Arouri, Mohamed El Hédi & Lahiani, Amine & Lévy, Aldo & Nguyen, Duc Khuong, 2012. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Energy Economics, Elsevier, vol. 34(1), pages 283-293.
  28. Jammazi, Rania, 2012. "Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach," Energy, Elsevier, vol. 37(1), pages 430-454.
  29. McPhail, Lihong Lu & Babcock, Bruce A., 2012. "Impact of US biofuel policy on US corn and gasoline price variability," Energy, Elsevier, vol. 37(1), pages 505-513.
  30. Youngho Chang & Zheng Fang & Shigeyuki Hamori, 2017. "Volatility and Causality in Strategic Commodities: Characteristics, Myth and Evidence," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(8), pages 162-178, August.
  31. Oberndorfer, Ulrich, 2008. "Returns and Volatility of Eurozone Energy Stocks," ZEW Discussion Papers 08-017, ZEW - Leibniz Centre for European Economic Research.
  32. Libo Yin, 2016. "Does oil price respond to macroeconomic uncertainty? New evidence," Empirical Economics, Springer, vol. 51(3), pages 921-938, November.
  33. Hache, Emmanuel & Lantz, Frédéric, 2013. "Speculative trading and oil price dynamic: A study of the WTI market," Energy Economics, Elsevier, vol. 36(C), pages 334-340.
  34. James L. Smith, 2009. "World Oil: Market or Mayhem?," Journal of Economic Perspectives, American Economic Association, vol. 23(3), pages 145-164, Summer.
  35. Kounetas, Konstantinos Elias, 2018. "Energy consumption and CO2 emissions convergence in European Union member countries. A tonneau des Danaides?," Energy Economics, Elsevier, vol. 69(C), pages 111-127.
  36. Kaufmann, Robert K., 2011. "The role of market fundamentals and speculation in recent price changes for crude oil," Energy Policy, Elsevier, vol. 39(1), pages 105-115, January.
  37. Tromeur, Eric & Doyen, Luc & Tarizzo, Violaine & Little, L. Richard & Jennings, Sarah & Thébaud, Olivier, 2021. "Risk averse policies foster bio-economic sustainability in mixed fisheries," Ecological Economics, Elsevier, vol. 190(C).
  38. Samuel Brazys & Krishna Chaitanya Vadlamannati & Indra de Soysa, 2019. "Oil Price Volatility and Political Unrest: Prudence and Protest in Producer and Consumer Societies, 1980-2013," Working Papers 201908 Key words: Oil wea, Geary Institute, University College Dublin.
  39. Fusai, Gianluca & Marena, Marina & Roncoroni, Andrea, 2008. "Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets," Journal of Banking & Finance, Elsevier, vol. 32(10), pages 2033-2045, October.
  40. Juan Ricardo Perilla Jiménez, 2010. "El impacto de los precios del petróleo sobre el crecimiento económico en Colombia," Revista de Economía del Rosario, Universidad del Rosario, May.
  41. Sneessens, Inès & Sauvée, Loïc & Randrianasolo-Rakotobe, Hanitra & Ingrand, Stéphane, 2019. "A framework to assess the economic vulnerability of farming systems: Application to mixed crop-livestock systems," Agricultural Systems, Elsevier, vol. 176(C).
  42. Davis, Brian A. & Figliozzi, Miguel A., 2013. "A methodology to evaluate the competitiveness of electric delivery trucks," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 49(1), pages 8-23.
  43. Aloui, Riadh & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2013. "A time-varying copula approach to oil and stock market dependence: The case of transition economies," Energy Economics, Elsevier, vol. 39(C), pages 208-221.
  44. Monoj Kumar Majumder & Mala Raghavan & Joaquin Vespignani, 2020. "Commodity price volatility, fiscal balance and real interest rate," CAMA Working Papers 2020-79, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  45. Wan-Hsiu Cheng, 2008. "Overestimation in the Traditional GARCH Model During Jump Periods," Economics Bulletin, AccessEcon, vol. 3(68), pages 1-20.
  46. Aloui, Riadh & Aïssa, Mohamed Safouane Ben & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2014. "Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management," Energy Economics, Elsevier, vol. 42(C), pages 332-342.
  47. Selmi, Refk & Hammoudeh, Shawkat & Kasmaoui, Kamal & Sousa, Ricardo M. & Errami, Youssef, 2022. "The dual shocks of the COVID-19 and the oil price collapse: A spark or a setback for the circular economy?," Energy Economics, Elsevier, vol. 109(C).
  48. de Soysa, Indra & Krieger, Tim & Meierrieks, Daniel, 2022. "Oil and property rights," Resources Policy, Elsevier, vol. 79(C).
  49. Richard J. Cebula, 2013. "Determinants of per commercial and industrial customer electricity consumption in the United States for the period 2001 to 2005," Applied Economics Letters, Taylor & Francis Journals, vol. 20(2), pages 114-118, February.
  50. Jun, Eunju & Kim, Wonjoon & Chang, Soon Heung, 2009. "The analysis of security cost for different energy sources," Applied Energy, Elsevier, vol. 86(10), pages 1894-1901, October.
  51. Arampatzidis, Ioannis & Dergiades, Theologos & Kaufmann, Robert K. & Panagiotidis, Theodore, 2021. "Oil and the U.S. stock market: Implications for low carbon policies," Energy Economics, Elsevier, vol. 103(C).
  52. repec:mth:ijafr8:v:9:y:2019:i:1:p:414-431 is not listed on IDEAS
  53. Muñoz, M. Pilar & Dickey, David A., 2009. "Are electricity prices affected by the US dollar to Euro exchange rate? The Spanish case," Energy Economics, Elsevier, vol. 31(6), pages 857-866, November.
  54. Chevillon, Guillaume & Rifflart, Christine, 2009. "Physical market determinants of the price of crude oil and the market premium," Energy Economics, Elsevier, vol. 31(4), pages 537-549, July.
  55. M.J., Presno & M., Landajo & P., Fernandez Gonzalez, 2017. "The Shocks To Crude Oil Production. Nonparametric Stationarity Analysis For 20 OPEC And Non-OPEC Countries," MPRA Paper 81594, University Library of Munich, Germany.
  56. Christiane Baumeister & Gert Peersman, 2013. "The Role Of Time‐Varying Price Elasticities In Accounting For Volatility Changes In The Crude Oil Market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(7), pages 1087-1109, November.
  57. Zhang, Yue-Jun & Zhang, Lu, 2015. "Interpreting the crude oil price movements: Evidence from the Markov regime switching model," Applied Energy, Elsevier, vol. 143(C), pages 96-109.
  58. Xuan Hoi Bui, 2021. "World Oil Crisis and its Impacts on the Petroleum Market and the Economy of Vietnam," International Journal of Energy Economics and Policy, Econjournals, vol. 11(2), pages 40-48.
  59. Shimomura, Mizue & Keeley, Alexander Ryota & Matsumoto, Ken'ichi & Tanaka, Kenta & Managi, Shunsuke, 2024. "Beyond the merit order effect: Impact of the rapid expansion of renewable energy on electricity market price," Renewable and Sustainable Energy Reviews, Elsevier, vol. 189(PB).
  60. Hammoudeh, Shawkat & Yuan, Yuan, 2008. "Metal volatility in presence of oil and interest rate shocks," Energy Economics, Elsevier, vol. 30(2), pages 606-620, March.
  61. Cotter, John & Hanly, Jim, 2012. "A utility based approach to energy hedging," Energy Economics, Elsevier, vol. 34(3), pages 817-827.
  62. Arhan Sheth & Tulasi Sushra & Ameya Kshirsagar & Manan Shah, 2022. "Global Economic Impact in Stock and Commodity Markets during Covid-19 pandemic," Annals of Data Science, Springer, vol. 9(5), pages 889-907, October.
  63. Wills, Samuel, 2018. "Leave the volatility fund alone: Principles for managing oil wealth," Journal of Macroeconomics, Elsevier, vol. 55(C), pages 332-352.
  64. Chkili, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2014. "Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory," Energy Economics, Elsevier, vol. 41(C), pages 1-18.
  65. Zhao, Jing, 2023. "Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large system," Resources Policy, Elsevier, vol. 82(C).
  66. Maneejuk, Paravee & Kaewtathip, Nuttaphong & Yamaka, Woraphon, 2024. "The influence of the Ukraine-Russia conflict on renewable and fossil energy price cycles," Energy Economics, Elsevier, vol. 129(C).
  67. Aviral K. Tiwari & Claudiu T. Albulescu & Rangan Gupta, 2016. "Time-frequency relationship between US output with commodity and asset prices," Applied Economics, Taylor & Francis Journals, vol. 48(3), pages 227-242, January.
  68. Vadlamannati, Krishna Chaitanya & de Soysa, Indra, 2020. "Oil price volatility and political unrest: Prudence and protest in producer and consumer societies, 1980–2013," Energy Policy, Elsevier, vol. 145(C).
  69. Asif Reza Anik & Sanzidur Rahman, 2021. "Commercial Energy Demand Forecasting in Bangladesh," Energies, MDPI, vol. 14(19), pages 1-22, October.
  70. Auer, Benjamin R., 2015. "Does the choice of performance measure influence the evaluation of commodity investments?," International Review of Financial Analysis, Elsevier, vol. 38(C), pages 142-150.
  71. Hulshof, Daan & Jepma, Catrinus & Mulder, Machiel, 2019. "Performance of markets for European renewable energy certificates," Energy Policy, Elsevier, vol. 128(C), pages 697-710.
  72. Shrestha, Prabal & Arslan-Ayaydin, Özgür & Thewissen, James & Torsin, Wouter, 2021. "Institutions, regulations and initial coin offerings: An international perspective," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 102-120.
  73. Aloui, Riadh & Ben Aïssa, Mohamed Safouane & Nguyen, Duc Khuong, 2013. "Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 719-738.
  74. repec:cii:cepiei:2012-q3-131-4 is not listed on IDEAS
  75. repec:ipg:wpaper:2014-564 is not listed on IDEAS
  76. Rania Jammazi & Duc Khuong Nguyen, 2017. "Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 68(11), pages 1352-1362, November.
  77. Leonardo Chaves Borges Cardoso & Maurício Vaz Lobo Bittencourt, 2016. "Price Volatility Transmission From Oil To Energy And Non-Energy Agricultural Commodities," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] 181, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  78. Ioannis Dokas & Georgios Oikonomou & Minas Panagiotidis & Eleftherios Spyromitros, 2023. "Macroeconomic and Uncertainty Shocks’ Effects on Energy Prices: A Comprehensive Literature Review," Energies, MDPI, vol. 16(3), pages 1-35, February.
  79. Valadkhani, Abbas, 2014. "Dynamic effects of rising oil prices on consumer energy prices in Canada and the United States: Evidence from the last half a century," Energy Economics, Elsevier, vol. 45(C), pages 33-44.
  80. Vo, Minh T., 2009. "Regime-switching stochastic volatility: Evidence from the crude oil market," Energy Economics, Elsevier, vol. 31(5), pages 779-788, September.
  81. Aboura, Sofiane & Chevallier, Julien, 2017. "Oil vs. gasoline: The dark side of volatility and taxation," Research in International Business and Finance, Elsevier, vol. 39(PB), pages 976-989.
  82. Erkal Ersoy, 2020. "The Crude Oil Market and US Economic Activity: Revisiting the Empirical Evidence," CEERP Working Paper Series 009, Centre for Energy Economics Research and Policy, Heriot-Watt University.
  83. Eduardo Vicente Mendoza Merch n & Mois s David Vel squez Guti rrez & Diego Armando Medina Montenegro & Jos Ricardo Nu ez Alvarez & John William Grimaldo Guerrero, 2020. "An Analysis of Electricity Generation with Renewable Resources in Germany," International Journal of Energy Economics and Policy, Econjournals, vol. 10(5), pages 361-367.
  84. Palma, Alessia & Paltrinieri, Andrea & Goodell, John W. & Oriani, Marco Ercole, 2024. "The black box of natural gas market: Past, present, and future," International Review of Financial Analysis, Elsevier, vol. 94(C).
  85. Cheng, Wan-Hsiu & Hung, Jui-Cheng, 2011. "Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns," Journal of Empirical Finance, Elsevier, vol. 18(1), pages 160-173, January.
  86. Drachal, Krzysztof, 2018. "Comparison between Bayesian and information-theoretic model averaging: Fossil fuels prices example," Energy Economics, Elsevier, vol. 74(C), pages 208-251.
  87. Samuel Wills, 2015. "Seven Principles for Managing Resource Wealth," Economics Series Working Papers OxCarre Research Paper 15, University of Oxford, Department of Economics.
  88. Jean-Thomas Bernard, Lynda Khalaf, Maral Kichian, and Sebastien McMahon, 2015. "The Convenience Yield and the Informational Content of the Oil Futures Price," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
  89. Cui xiaozhong, & Yen-Ku, Kuo & Maneengam, Apichit & Cong, Phan The & Quynh, Nguyen Ngoc & Ageli, Mohammed Moosa & Wisetsri, Worakamol, 2022. "Covid-19 and oil and gold price volatilities: Evidence from China market," Resources Policy, Elsevier, vol. 79(C).
  90. Elyas Abdulahi Mohamued & Masood Ahmed & Paula Pypłacz & Katarzyna Liczmańska-Kopcewicz & Muhammad Asif Khan, 2021. "Global Oil Price and Innovation for Sustainability: The Impact of R&D Spending, Oil Price and Oil Price Volatility on GHG Emissions," Energies, MDPI, vol. 14(6), pages 1-18, March.
  91. Ahn, Hyeunguk & Miller, William & Sheaffer, Paul & Tutterow, Vestal & Rapp, Vi, 2021. "Opportunities for installed combined heat and power (CHP) to increase grid flexibility in the U.S," Energy Policy, Elsevier, vol. 157(C).
  92. Zhang, Zhikai & Wang, Yudong & Li, Bin, 2023. "Asymmetric spillover of geopolitical risk and oil price volatility: A global perspective," Resources Policy, Elsevier, vol. 83(C).
  93. Hung, Jui-Cheng & Yi-Hsien Wang, & Chang, Matthew C. & Shih, Kuang-Hsun & Hsiu-Hsueh Kao,, 2011. "Minimum variance hedging with bivariate regime-switching model for WTI crude oil," Energy, Elsevier, vol. 36(5), pages 3050-3057.
  94. Jawadi, Fredj & Bourghelle, David & Rozin, Philippe & Cheffou, Abdoulkarim Idi & Uddin, Gazi Salah, 2024. "Sentiment and energy price volatility: A nonlinear high frequency analysis," Energy Economics, Elsevier, vol. 133(C).
  95. brayek, Angham ben & Sebai, Saber & Naoui, Kamel, 2015. "A study of the interactive relationship between oil price and exchange rate: A copula approach and a DCC-MGARCH model," The Journal of Economic Asymmetries, Elsevier, vol. 12(2), pages 173-189.
  96. Mojarad Ali Asghar Sadeghi & Atashbari Vahid & Tantau Adrian, 2018. "Challenges for sustainable development strategies in oil and gas industries," Proceedings of the International Conference on Business Excellence, Sciendo, vol. 12(1), pages 626-638, May.
  97. Hassan, Syeda Anam & Zaman, Khalid, 2012. "Effect of oil prices on trade balance: New insights into the cointegration relationship from Pakistan," Economic Modelling, Elsevier, vol. 29(6), pages 2125-2143.
  98. Eregha, Bright & Mesagan, Ekundayo & Ayoola, Olawale, 2015. "Petroleum Products Prices and Inflationary Dynamics in Nigeria," MPRA Paper 70251, University Library of Munich, Germany.
  99. Zhang, Zibin & Wetzstein, Michael E., 2008. "New relationships: ethanol, corn, and gasoline volatility," Risk, Infrastructure and Industry Evolution Conference, June 24-25, 2008, Berkeley, California 48718, Farm Foundation.
  100. Zhang, Li & Wang, Lu & Wang, Xunxiao & Zhang, Yaojie & Pan, Zhigang, 2022. "How macro-variables drive crude oil volatility? Perspective from the STL-based iterated combination method," Resources Policy, Elsevier, vol. 77(C).
  101. Jiang, Jingze & Marsh, Thomas L. & Tozer, Peter R., 2015. "Policy induced price volatility transmission: Linking the U.S. crude oil, corn and plastics markets," Energy Economics, Elsevier, vol. 52(PA), pages 217-227.
  102. Narayan, Paresh Kumar & Narayan, Seema & Smyth, Russell, 2008. "Are oil shocks permanent or temporary? Panel data evidence from crude oil and NGL production in 60 countries," Energy Economics, Elsevier, vol. 30(3), pages 919-936, May.
  103. Vivian, Andrew & Wohar, Mark E., 2012. "Commodity volatility breaks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(2), pages 395-422.
  104. Edson VENGESAI & Adefemi A. OBALADE & Paul-Francois MUZINDUTSI, 2021. "Country Risk Dynamics and Stock Market Volatility: Evidence from the JSE Cross-Sector Analysis," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 5(2), pages 63-84.
  105. Ulrich OBERNDORFER, 2008. "Returns and Volatility of Eurozone Energy Stocks," EcoMod2008 23800097, EcoMod.
  106. Mensi, Walid & Reboredo, Juan C. & Ugolini, Andrea, 2021. "Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic," Resources Policy, Elsevier, vol. 73(C).
  107. Richard J. Cebula, 2012. "US residential electricity consumption: the effect of states' pursuit of energy efficiency policies," Applied Economics Letters, Taylor & Francis Journals, vol. 19(15), pages 1499-1503, October.
  108. Kaufmann, Robert K., 2023. "Energy price volatility affects decisions to purchase energy using capital: Motor vehicles," Energy Economics, Elsevier, vol. 126(C).
  109. van der Meijden, Gerard & Ryszka, Karolina & Withagen, Cees, 2018. "Double limit pricing," Journal of Environmental Economics and Management, Elsevier, vol. 89(C), pages 153-167.
  110. ebrahimi, mohsen & babaei agh esmaili, Majid & kafili, vahid, 2017. "بررسی رژیم های قیمتی دو شاخص عمده بازار جهانی نفت(برنت و Wti) قبل و بعد از بحران مالی:کاربردی از رویکرد مارکف سوئیچینگ [Investigate price regimes of two prime index in the world oil market(Brent an," MPRA Paper 98739, University Library of Munich, Germany.
  111. Aloui, Chaker & Jammazi, Rania, 2015. "Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 436(C), pages 62-86.
  112. Nouf Alsharif & Sambit Bhattacharyya & Maurizio Intartaglia, 2016. "Economic Diversification in Resource Rich Countries: Uncovering the State of Knowledge," Working Paper Series 9816, Department of Economics, University of Sussex.
  113. Santanu Dutta & Tushar Kanti Powdel, 2023. "Modeling Long Term Return Distribution and Nonparametric Market Risk Estimation," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(1), pages 257-289, May.
  114. Bu, Hui, 2014. "Effect of inventory announcements on crude oil price volatility," Energy Economics, Elsevier, vol. 46(C), pages 485-494.
  115. repec:use:tkiwps:11 is not listed on IDEAS
  116. Michel A. Robe & Jonathan Wallen, 2016. "Fundamentals, Derivatives Market Information and Oil Price Volatility," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(4), pages 317-344, April.
  117. Narayan, Paresh Kumar & Narayan, Seema, 2007. "Modelling oil price volatility," Energy Policy, Elsevier, vol. 35(12), pages 6549-6553, December.
  118. Apergis, Nicholas & Payne, James E., 2017. "Volatility Modeling of U.S. Metropolitan Retail Gasoline Prices: An Empirical Note," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, vol. 48(2), September.
  119. Kolodziej, Marek & Kaufmann, Robert K., 2013. "The role of trader positions in spot and futures prices for WTI," Energy Economics, Elsevier, vol. 40(C), pages 176-182.
  120. Redlinger, Michael & Eggert, Roderick, 2016. "Volatility of by-product metal and mineral prices," Resources Policy, Elsevier, vol. 47(C), pages 69-77.
  121. Manera, Matteo & Nicolini, Marcella & Vignati, Ilaria, 2016. "Modelling futures price volatility in energy markets: Is there a role for financial speculation?," Energy Economics, Elsevier, vol. 53(C), pages 220-229.
  122. Vinish Kathuria & Jyotirmayee Sabat, 2020. "Is Exchange Rate Volatility Symmetric to Oil Price Volatility? An Investigation for India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(3), pages 525-550, September.
  123. Wirl, Franz, 2015. "Output adjusting cartels facing dynamic, convex demand under uncertainty: The case of OPEC," Economic Modelling, Elsevier, vol. 44(C), pages 307-316.
  124. Sergey I. Fedorov, 2024. "Motor fuel retail prices regulation: The influence of the social order characteristics," Upravlenets, Ural State University of Economics, vol. 15(1), pages 83-96, March.
  125. Wang, Qiang & Chen, Xi & Jha, Awadhesh N. & Rogers, Howard, 2014. "Natural gas from shale formation – The evolution, evidences and challenges of shale gas revolution in United States," Renewable and Sustainable Energy Reviews, Elsevier, vol. 30(C), pages 1-28.
  126. Miljkovic, Dragan & Goetz, Cole, 2020. "The effects of futures markets on oil spot price volatility in regional US markets," Applied Energy, Elsevier, vol. 273(C).
  127. Joseph P Byrne & Erkal Ersoy, 2020. "Endogenous Uncertainty in the Oil Market: A Bayesian Stochastic Volatility-in-Mean Analysis," CEERP Working Paper Series 012, Centre for Energy Economics Research and Policy, Heriot-Watt University.
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