Oil Futures Volatility and the Economy
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Elsevier BV
Reference84 articles.
1. What do we learn from the price of crude oil futures;R References Alquist;Journal of Applied Econometrics,2010
2. Macroeconomic effects of precautionary demand for oil;A Anzuini;Journal of Applied Econometrics,2015
3. Seasonal stochastic volatility: Implications for the pricing of commodity options;J Arismendi;Journal of Banking & Finance,2016
4. Do oil prices respond to real interest rates?;V Arora;Energy Economics,2013
5. Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management;M E H Arouri;Journal of International Money and Finance,2011
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Forecasting the volatility of EUA futures with economic policy uncertainty using the GARCH-MIDAS model;Financial Innovation;2021-10-01
2. Volatility term structures in commodity markets;Journal of Futures Markets;2019-12-16
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