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Forecasting the good and bad uncertainties of crude oil prices using a HAR framework. (2017). Lin, Boqiang ; Gong, XU.
In: Energy Economics.
RePEc:eee:eneeco:v:67:y:2017:i:c:p:315-327.

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  2. Asymmetric effects of oil prices on inflation in Côte d’Ivoire. (2024). Taha, Cyrille K ; Ousseini, Bouba ; Moussa, Richard K.
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  3. Effects of COVID-19 vaccination programs on EU carbon price forecasts: Evidence from explainable machine learning. (2024). Weng, Futian ; Zhang, Hongwei ; Yang, Cai.
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  14. Evidence of the internationalization of Chinas crude oil futures: Asymmetric linkages to global financial risks. (2023). Guo, Songlin ; Zhang, Jiaming ; Xie, Bingyuan ; Dou, Bin.
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  15. Multi-perspective investor attention and oil futures volatility forecasting. (2023). Li, Guo ; Qu, Hui.
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  16. Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Evidence from a quantile-based analysis. (2023). Yin, Zhujia ; Zhang, Xiaotong ; Dai, Zhifeng.
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  19. The impact of macro economy on the oil price volatility from the perspective of mixing frequency. (2022). Wang, Mingchao ; Gong, XU ; Shao, Liuguo.
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  21. Predicting the volatility of crude oil futures: The roles of leverage effects and structural changes. (2022). Lin, Boqiang ; Gong, XU.
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  26. Good oil volatility, bad oil volatility, and stock return predictability. (2022). Wang, Yudong ; Xiao, Jihong.
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  28. Effects of fundamentals, geopolitical risk and expectations factors on crude oil prices. (2022). Visalakshmi, S ; Manickavasagam, Jeevananthan ; Gkillas, Konstantinos.
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  29. Forecasting Chinas crude oil futures volatility: New evidence from the MIDAS-RV model and COVID-19 pandemic. (2022). Li, Xiafei ; Ye, Yong ; Chen, Zhonglu.
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  34. The asymmetric effects of oil price shocks and uncertainty on non-ferrous metal market: Based on quantile regression. (2022). Li, Hailing ; Zhu, Xuehong ; Chen, Ying.
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  35. Is the oil price a barometer of Chinas automobile market? From a wavelet-based quantile-on-quantile regression perspective. (2022). Liu, LU ; Xiao, Yidong ; Su, Chi-Wei ; Wang, Kai-Hua.
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  38. Oil price uncertainty and stock price crash risk: Evidence from China. (2022). Wen, Fenghua ; Li, Yang ; Chen, Xian ; Xiao, Jihong.
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  39. The asymmetric relationship between returns and implied higher moments: Evidence from the crude oil market. (2022). Zhang, Gongqiu ; Xu, Yahua ; Bouri, Elie.
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  40. Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative. (2022). Zhu, Haoyang ; Dai, Zhifeng.
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  69. The effects of oil price shocks on inflation in the G7 countries. (2021). Zhang, Keli ; Wen, Fenghua ; Gong, XU.
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  70. The nonlinear effect of oil price shocks on financial stress: Evidence from China. (2021). Liu, Renren ; Wen, Fenghua ; Chen, Jianzhong.
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  72. Oil Price News and COVID-19 - Is There Any Connection. (2021). Narayan, Paresh Kumar.
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  73. Cryptocurrency volatility forecasting: A Markov regime?switching MIDAS approach. (2020). M. I. M. Wahab, ; Ma, Yuanhui ; Liang, Chao.
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  74. Dynamic impacts of crude oil price on Chinese investor sentiment: Nonlinear causality and time-varying effect. (2020). He, Zhifang.
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  76. Risk forecasting in the crude oil market: A multiscale Convolutional Neural Network approach. (2020). He, Kaijian ; Yu, Lean ; Zou, Yingchao.
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    RePEc:ebl:ecbull:eb-13-00576.

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  15. Leverage effect in energy futures. (2014). Krištoufek, Ladislav ; Kristoufek, Ladislav.
    In: Papers.
    RePEc:arx:papers:1403.0064.

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  16. Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models. (2013). Nguyen, Duc Khuong ; Chkili, Walid .
    In: Working Papers.
    RePEc:ipg:wpaper:9.

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  17. Volatility Spillovers Between Oil Prices and Stock Returns: A Focus on Frontier Markets. (2013). Chaibi, Anissa ; Gomes, Mathieu.
    In: Working Papers.
    RePEc:ipg:wpaper:34.

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  18. Volatility Spillovers Between Oil Prices and Stock Returns: A Focus on Frontier Markets. (2013). Chaibi, Anissa ; Gomes, Mathieu.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-034.

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  19. Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models. (2013). Hammoudeh, Shawkat ; Chkili, Walid .
    In: Working Papers.
    RePEc:ipg:wpaper:2013-009.

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  20. World gold prices and stock returns in China: insights for hedging and diversification strategies. (2013). Nguyen, Duc Khuong ; Lahiani, Amine ; AROURI, Mohamed ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, .
    In: Working Papers.
    RePEc:hal:wpaper:hal-00798038.

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  21. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals. (2013). Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat ; AROURI, Mohamed ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, .
    In: Working Papers.
    RePEc:hal:wpaper:hal-00798033.

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  22. Leverage vs. feedback: Which Effect drives the oil market?. (2013). Chevallier, Julien ; Aboura, Sofiane.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:10:y:2013:i:3:p:131-141.

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  23. Humps in the volatility structure of the crude oil futures market: New evidence. (2013). Nikitopoulos-Sklibosios, Christina ; Kang, Boda ; Chiarella, Carl.
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:989-1000.

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  24. Forecasting carbon futures volatility using GARCH models with energy volatilities. (2013). Cho, Hangjun ; Byun, Suk Joon.
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:207-221.

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  25. On the predictability of realized volatility using feasible GLS. (2013). Menezes, Rui ; Bentes, Sonia R..
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:28:y:2013:i:c:p:58-66.

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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.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:229.

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  27. On the predictive power of implied volatility indexes: A comparative analysis with GARCH forecasted volatility. (2012). Menezes, Rui ; Bentes, Sonia R.
    In: MPRA Paper.
    RePEc:pra:mprapa:42193.

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  28. Leverage vs. Feedback: Which Effect Drives the Oil Market?. (2012). Chevallier, Julien ; Aboura, Sofiane.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00720156.

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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, .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:52:y:2012:i:2:p:207-218.

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  30. Forecasting volatility of fuel oil futures in China: GARCH-type, SV or realized volatility models?. (2012). Wei, YU.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:391:y:2012:i:22:p:5546-5556.

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  31. Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?. (2012). Wang, Yudong ; Wu, Chongfeng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:6:p:2167-2181.

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  32. A characterization of oil price behavior — Evidence from jump models. (2012). Gronwald, Marc.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:5:p:1310-1317.

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  33. A nonparametric GARCH model of crude oil price return volatility. (2012). Suardi, Sandy ; Hou, Aijun .
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:2:p:618-626.

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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.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:2:p:611-617.

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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.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:2:p:576-583.

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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.
    RePEc:eee:eneeco:v:34:y:2012:i:1:p:294-306.

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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, .
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:1:p:283-293.

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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.
    RePEc:eee:ecmode:v:29:y:2012:i:6:p:2298-2309.

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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.
    RePEc:eee:phsmap:v:390:y:2011:i:23:p:4317-4324.

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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, .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:7:p:1387-1405.

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  42. Oil and stock market volatility: A multivariate stochastic volatility perspective. (2011). Vo, Minh .
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:5:p:956-965.

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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.
    RePEc:eee:eneeco:v:33:y:2011:i:5:p:903-911.

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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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