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Crude oil prices between 1985 and 1994: how volatile in relation to other commodities?
5 references·16 citing·57 second hopsampled
Crude oil prices between 1985 and 1994: how volatile in relation to other commodities? (1998)Crude oil prices between 1985 and 1994: h…COINTEGRATION AND UNIT ROOTS (1990)COINTEGRATION AND UNIT ROOTSAn Examination of Stock Market Return Volatility During Overnight and Intraday Periods, 1964-1989 (1990)An Examination of Stock Marke…Informational Externalities and Welfare-Reducing Speculation (1987)Informational Externalities a…Price Destabilizing Speculation (1986)Price Destabilizing Speculati…Futures Trading and Market Information (1976)Futures Trading and Market In…The relationship among oil prices volatility, inflation rate, and sustainable economic growth: Evidence from top oil importer and exporter countries (2022)The relationship among oil pr…Oil price shocks and the return and volatility spillover between industrial and precious metals (2021)Oil price shocks and the retu…Natural resources commodity prices volatility and economic performance: Evidence from China pre and post COVID-19 (2021)Natural resources commodity p…Global economic performance and natural resources commodity prices volatility: Evidence from pre and post COVID-19 era (2021)Global economic performance a…Spillovers and co-movements between precious metals and energy markets: Implications on portfolio management (2020)Spillovers and co-movements b…Do Tense Geopolitical Factors Drive Crude Oil Prices? (2020)Do Tense Geopolitical Factors…RETRACTED: On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model (2019)RETRACTED: On the conditional…Spillovers from oil to precious metals: Quantile approaches (2018)Spillovers from oil to precio…The Prediction of Precious Metal Prices via Artificial Neural Network by Using RapidMiner (2017)The Prediction of Precious Me…Multivariate EMD-Based Modeling and Forecasting of Crude Oil Price (2016)Multivariate EMD-Based Modeli…Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach (2015)Dependence and risk assessmen…On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree (2014)On the relationship between t…Does the choice of performance measure influence the evaluation of commodity investments? (2014)Does the choice of performanc…Daily seasonality in crude oil returns and volatilities (2014)Daily seasonality in crude oi…Do global risk perceptions influence world oil prices? (2010)Do global risk perceptions in…Estimating VaR in crude oil market: A novel multi-scale non-linear ensemble approach incorporating wavelet analysis and neural network (2009)Estimating VaR in crude oil m…Essays in Positive Economics (1954)On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Informationally Efficient Markets (1980)Volume, Volatility, and New York Stock Exchange Trading Halts (1994)A simultaneous trade model of the foreign exchange hot potato (1997)Convergence trading with wealth effects: an amplification mechanism in financial markets (2001)An Inquiry into the Nature and Causes of the Wealth of Nations (1977)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)A Microeconomic Approach to Diffusion Models For Stock Prices (1993)Technical Trading Rule Profitability and Foreing Exchange Intervention (1996)The behavior and performance of major types of futures traders (2002)Rational Expectations and the Theory of Price Movements (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The degree of price resolution: The case of the gold market (1985)Index- Based Futures And Options Markets In Real Estate (1993)Futures trading, information and spot price volatility: evidence for the FTSE-100 stock index futures contract using GARCH (1995)The Use of Knowledge in Society (1996)A transaction data study of weekly and intradaily patterns in stock returns (1986)Stock return variances (1986)Trading Mechanisms and Stock Returns: An Empirical Investigation (1987)Trading Halts and Market Activity: An Analysis of Volume at the Open and the Close (1992)Trading and Returns under Periodic Market Closures (2000)Asset pricing and ambiguity: Empirical evidence (2018)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)EXCHANGE RATE PASS‐THROUGH (1995)A multivariate cointegration analysis of the role of energy in the US macroeconomy (2000)The causality relationship between energy consumption and GDP in G-11 countries revisited (2005)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Energy and non-energy commodities: An asymmetric approach towards portfolio diversification in the commodity market (2019)How does economic policy uncertainty connect with the dynamic spillovers between precious metals and bitcoin markets? (2021)COVID-19 and the quantile connectedness between energy and metal markets (2022)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Measuring Economic Policy Uncertainty* (2016)Measuring economic policy uncertainty in China (2019)Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter? (2021)How do geopolitical risks affect oil prices and freight rates? (2021)The impact of geopolitical risk on the behavior of oil prices and freight rates (2023)Generalized impulse response analysis in linear multivariate models (1998)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic (2021)Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era (2021)Quantile time-frequency connectedness between cryptocurrency volatility and renewable energy volatility during the COVID-19 pandemic and Ukraine-Russia conflicts (2022)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Irreversibility, Uncertainty, and Cyclical Investment (1980)Statistical inference in vector autoregressions with possibly integrated processes (1995)Deliver Smart, Not More! Building Economically Sustainable Competitiveness on the Ground of High Agri-Food Trade Specialization in the EU (2023)Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies (2023)Impact of green investments, green economic growth and renewable energy consumption on environmental, social, and governance practices to achieve the sustainable development goals: A sectoral analysis in the ASEAN economies (2024)Biases in Dynamic Models with Fixed Effects (1981)Another look at the instrumental variable estimation of error-components models (1995)Estimating dynamic panel data models: a guide for macroeconomists (1999)Can money supply endogeneity influence bank stock returns? A case study of South Asian economies (2022)RETRACTED ARTICLE: Does environmental sustainability affect the renewable energy consumption? Nexus among trade openness, CO2 emissions, income inequality, renewable energy, and economic growth in OECD countries (2022)The impact of renewable energy consumption, trade openness, CO2 emissions, income inequality, on economic growth (2022)
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References

  • 1990COINTEGRATION AND UNIT ROOTS638 cited
  • 1987Informational Externalities and Welfare-Reducing Speculation433 cited
  • 1976Futures Trading and Market Information294 cited
  • 1990An Examination of Stock Market Return Volatility During Overnight and Intraday Periods, 1964-1989262 cited
  • 1986Price Destabilizing Speculation239 cited

Cited by

  • 2021Oil price shocks and the return and volatility spillover between industrial and precious metals124 cited
  • 2022The relationship among oil prices volatility, inflation rate, and sustainable economic growth: Evidence from top oil importer and exporter countries118 cited
  • 2020Do Tense Geopolitical Factors Drive Crude Oil Prices?113 cited
  • 2021Natural resources commodity prices volatility and economic performance: Evidence from China pre and post COVID-19105 cited
  • 2018Spillovers from oil to precious metals: Quantile approaches92 cited
  • 2010Do global risk perceptions influence world oil prices?89 cited
  • 2020Spillovers and co-movements between precious metals and energy markets: Implications on portfolio management82 cited
  • 2014On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree81 cited
  • 2021Global economic performance and natural resources commodity prices volatility: Evidence from pre and post COVID-19 era

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79 cited
  • 2016Multivariate EMD-Based Modeling and Forecasting of Crude Oil Price56 cited
  • 2017The Prediction of Precious Metal Prices via Artificial Neural Network by Using RapidMiner48 cited
  • 2009Estimating VaR in crude oil market: A novel multi-scale non-linear ensemble approach incorporating wavelet analysis and neural network47 cited
  • 2019RETRACTED: On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model38 cited
  • 2015Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach37 cited
  • 2014Does the choice of performance measure influence the evaluation of commodity investments?35 cited
  • 2014Daily seasonality in crude oil returns and volatilities35 cited