A closer look into the global determinants of oil price volatility-Reference-Cited by-同舟云学术

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A closer look into the global determinants of oil price volatility

Published:2021-03 Issue: Volume:95 Page:105092
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Chatziantoniou Ioannis,Filippidis Michail,Filis George,Gabauer David

Funder

Bundesministerium für Digitalisierung und Wirtschaftsstandort

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference73 articles.

1. Financialization in commodity markets: a passing trend or the new normal?;Adams;J. Bank. Financ.,2015

2. Have Commodities Become a Financial Asset? Evidence from Ten Years of Financialization;Adams,2020

3. What do we learn from the price of crude oil futures?;Alquist;J. Appl. Econ.,2010

4. Answering the skeptics: yes, standard volatility models do provide accurate forecasts;Andersen;International Economic Review,1998

5. Modeling and forecasting realized volatility;Andersen;Econometrica,2003

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