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Effect of inventory announcements on crude oil price volatility
16 references·2 citing·53 second hop
Effect of inventory announcements on crude oil price volatility (2014)Effect of inventory announcements on crud…Understanding Crude Oil Prices (2008)Understanding Crude Oil PricesOil and energy price volatility (2006)Oil and energy price volatili…Modeling and forecasting petroleum futures volatility (2006)Modeling and forecasting petr…Volatility and commodity price dynamics (2004)Volatility and commodity pric…Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Micro Effects of Macro Announ…From Efficient Markets Theory to Behavioral Finance (2003)From Efficient Markets Theory…Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2002)Micro Effects of Macro Announ…The Dynamics of Commodity Spot and Futures Markets: A Primer (2001)The Dynamics of Commodity Spo…Equilibrium Forward Curves for Commodities (2000)Equilibrium Forward Curves fo…Competitive Storage and Commodity Price Dynamics (1996)Competitive Storage and Commo…The Revenge of Homo Economicus: Contested Exchange and the Revival of Political Economy (1993)The Revenge of Homo Economicu…On the Behaviour of Commodity Prices (1992)On the Behaviour of Commodity…Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …On The Behavior of Commodity Prices (1990)On The Behavior of Commodity …Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model (1987)Estimating Time Varying Risk …Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…The informational content of inventory announcements: Intraday evidence from crude oil futures market (2016)The informational content of …Asymmetric impacts of fundamentals on the natural gas futures volatility: An augmented GARCH approach (2016)Asymmetric impacts of fundame…Book Review: Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Investment under Uncertainty (1994)Investment Under Uncertainty. 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References

  • 1986Generalized autoregressive conditional heteroskedasticity23,378 cited
  • 1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model2,469 cited
  • 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation2,197 cited
  • 2003From Efficient Markets Theory to Behavioral Finance2,139 cited
  • 2003Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange1,416 cited
  • 2008Understanding Crude Oil Prices1,270 cited
  • 1992On the Behaviour of Commodity Prices1,154 cited
  • 2001The Dynamics of Commodity Spot and Futures Markets: A Primer591 cited
  • 1993The Revenge of Homo Economicus: Contested Exchange and the Revival of Political Economy536 cited
  • 1996Competitive Storage and Commodity Price Dynamics524 cited
  • 2006Modeling and forecasting petroleum futures volatility481 cited
  • 2000Equilibrium Forward Curves for Commodities475 cited
  • 1990On The Behavior of Commodity Prices421 cited
  • 2004Volatility and commodity price dynamics351 cited
  • 2002Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange339 cited

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2006
Oil and energy price volatility
325 cited

Cited by

  • 2016The informational content of inventory announcements: Intraday evidence from crude oil futures market51 cited
  • 2016Asymmetric impacts of fundamentals on the natural gas futures volatility: An augmented GARCH approach48 cited