|
|
|
|
|
Congxin Wu, Xinyu Wang, Shan Luo, Jing Shan and Feng Wang
This article takes into account the form of mixed data as well as the peak and thick tail characteristics contained in the data characteristics, expands the GARCH-MIDAS (Generalized Autoregressive Conditional Heteroskedasticity-Mixed Data Sampling) model...
ver más
|
|
|
|
|
|
|
|
|
|
|
Miroslava Zavadska, Lucía Morales and Joseph Coughlan
Crude oil is the dominant energy resource worldwide. The focus of this paper is on its historical behaviour and subsequent implications for the global economy with an emphasis on the lead?lag relationship between spot and future prices. The paper examine...
ver más
|
|
|
|
|
|
|
|
|
|
|
Saâd Benbachir,Sihame Lembarki
Pág. 103 - 114
The drop in the price of crude oil in 2014 left no one indifferent, and motivated several researchers to analyse the nature of the relationship between the physical and the financial market of this commodity. This article discusses the issue of Spot and ...
ver más
|
|
|
|
|
|
|
|
|
|
|
Taiyong Li, Zhenda Hu, Yanchi Jia, Jiang Wu and Yingrui Zhou
Crude oil is one of the most important types of energy and its prices have a great impact on the global economy. Therefore, forecasting crude oil prices accurately is an essential task for investors, governments, enterprises and even researchers. However...
ver más
|
|
|
|
|
|
|
|
|
|
|
Josué M. Polanco-Martínez and Luis M. Abadie
The West Texas Intermediate (WTI) spot price shows high volatility and in 2014 and 2015 when quoted prices declined sharply, long-term prices in future markets were less volatile. These prices are different and diverge depending on how they process funda...
ver más
|
|
|
|
|
|
|
|
|
|
|
Charles Osondu Manasseh,Jonathan Emenike Ogbuabor,Obiorah K Obinna
Pág. 1599 - 1607
This study examines volatility and commodity price dynamics in Nigeria. This was estimated with the GARCH and Exponential Generalized Autoregressive Conditional Heteroschedasticity (EGARCH), while Granger Causality test was used to examine the causality ...
ver más
|
|
|
|
|
|
|
|
|
|
|
Emmanuel I.S. Ajuzie
On July 30, 2012, Fattouth, Kilian, and Mahadeva published and online paper titled, The Role of Oil Speculation in Oil Markets: What Have We Learned So Far? They concluded that the existing evidence is not supportive of an important role of speculation i...
ver más
|
|
|
|
|
|