INE oil futures volatility prediction: Exchange rates or international oil futures volatility?-Reference-Cited by-同舟云学术

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INE oil futures volatility prediction: Exchange rates or international oil futures volatility?

Published:2023-10 Issue: Volume:126 Page:106935
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Lu Xinjie,Ma Feng,Li Haibo,Wang Jianqiong

Funder

National Natural Science Foundation of China

Natural Science Foundation of Sichuan Province

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference59 articles.

1. Estimating volatility transmission between oil prices and the US dollar exchange rate under structural breaks;Anjum;J. Econ. Financ.,2019

2. Time-varying transition probabilities for Markov regime switching models;Bazzi;J. Time Ser. Anal.,2017

3. The predictability of stock market volatility in emerging economies: relative roles of local, regional, and global business cycles;Bouri;J. Forecast.,2020

4. The predictive content of oil price and volatility: new evidence on exchange rate forecasting;Breen;J. Int. Financ. Mark. Inst. Money,2021

5. Oil prices and real exchange rates;Chen;Energy Econ.,2007

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