SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Crude oil market efficiency and modeling: Insights from the multiscaling autocorrelation pattern
16 references·3 citing·36 second hop
Crude oil market efficiency and modeling: Insights from the multiscaling autocorrelation pattern (2010)Crude oil market efficiency and modeling:…Choices, Values, and Frames (2013)Choices, Values, and FramesUnderstanding Crude Oil Prices (2008)Understanding Crude Oil PricesForecasting crude oil price with an EMD-based neural network ensemble learning paradigm (2008)Forecasting crude oil price w…The Dynamics of Commodity Spot and Futures Markets: A Primer (2001)The Dynamics of Commodity Spo…Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)Nonlinear Mean‐Reversion in R…Short-Term Variations and Long-Term Dynamics in Commodity Prices (2000)Short-Term Variations and Lon…The Long-Run Evolution of Energy Prices (1999)The Long-Run Evolution of Ene…Options in the Real World: Lessons Learned in Evaluating Oil and Gas Investments (1999)Options in the Real World: Le…A non-random walk down Wall Street (1999)A non-random walk down Wall S…International Stock Market Efficiency and Integration: A Study of Eighteen Nations (1997)International Stock Market Ef…Long-Term Memory in Stock Market Prices (1991)Long-Term Memory in Stock Mar…Long-term Memory in Stock Market Prices (1989)Long-term Memory in Stock Mar…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Correlations between crude oil and stocks prices of renewable energy and technology companies: A multiscale time-dependent analysis (2021)Correlations between crude oi…China's copper futures market efficiency analysis: Based on nonlinear Granger causality and multifractal methods (2020)China's copper futures market…How crude oil prices shape the global division of labor (2016)How crude oil prices shape th…The Economics of Exhaustible Resources (1931)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)What is an Oil Shock? (2000)Causes and Consequences of the Oil Shock of 2007-08 (2009)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)Financialization of Commodity Markets (2013)The Framing of Decisions and the Psychology of Choice (1981)Advances in prospect theory: Cumulative representation of uncertainty (1992)Framing: Toward Clarification of a Fractured Paradigm (1993)Subjective well-being: Three decades of progress. (1999)Theory of games and economic behavior (2019)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Risk, Ambiguity, and the Savage Axioms (1961)Judgment under Uncertainty: Heuristics and Biases (1975)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)An Intertemporal General Equilibrium Model of Asset Prices (1985)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Equilibrium Forward Curves for Commodities (2000)Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange (2002)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)The Purchasing Power Parity Debate (2004)Exchange Rates and Fundamentals (2005)Multiproduct Firms and Trade Liberalization (2011)Maximum likelihood estimation of stationary univariate fractionally integrated time series models (1992)Modeling and pricing long memory in stock market volatility (1996)Random matrix approach to cross correlations in financial data (2002)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)The econometrics of financial markets (1996)
this work references cited by second hop

References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 2013Choices, Values, and Frames5,320 cited
  • 1991Long-Term Memory in Stock Market Prices1,743 cited
  • 1989Long-term Memory in Stock Market Prices1,433 cited
  • 2008Understanding Crude Oil Prices1,270 cited
  • 2000Short-Term Variations and Long-Term Dynamics in Commodity Prices1,098 cited
  • 2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles1,004 cited
  • 2008Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm705 cited
  • 1999The Long-Run Evolution of Energy Prices657 cited
  • 1999A non-random walk down Wall Street647 cited
  • 2001The Dynamics of Commodity Spot and Futures Markets: A Primer591 cited
  • 1997International Stock Market Efficiency and Integration: A Study of Eighteen Nations268 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1999
Options in the Real World: Lessons Learned in Evaluating Oil and Gas Investments
246 cited

Cited by

  • 2021Correlations between crude oil and stocks prices of renewable energy and technology companies: A multiscale time-dependent analysis71 cited
  • 2020China's copper futures market efficiency analysis: Based on nonlinear Granger causality and multifractal methods29 cited
  • 2016How crude oil prices shape the global division of labor28 cited