Are the crude oil markets really becoming more efficient over time? Some new evidence
Author:
Funder
European Union's Horizon 2020
Czech Science Foundation
Publisher
Elsevier BV
Subject
General Energy,Economics and Econometrics
Reference48 articles.
1. Chaos in oil prices? Evidence from future markets;Adrangi;Energy Econ.,2001
2. Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models;Aloui;Energy Policy,2010
3. Short-term predictability of crude oil markets: a detrended fluctuation analysis approach;Alvarez-Ramirez;Energy Econ.,2008
4. Crude oil market efficiency and modeling: insights from the multiscaling autocorrelation pattern;Alvarez-Ramirez;Energy Econ.,2010
5. Detrending fluctuation analysis based on moving average filtering;Alvarez-Ramirez;Phys. A,2005
Cited by 20 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. Informational Efficiency of World Oil Markets: One Great Pool, But with Varying Depth;SSRN Electronic Journal;2024
2. Assessing and interpreting carbon market efficiency based on an interpretable machine learning;Process Safety and Environmental Protection;2023-11
3. Measuring price efficiency in petroleum markets: New insights using various long-range dependence techniques;Resources Policy;2023-05
4. A weekly structural VAR model of the US crude oil market;Energy Economics;2023-05
5. The footprints of Russia–Ukraine war on the intraday (in)efficiency of energy markets: a multifractal analysis;The Journal of Risk Finance;2022-11-21
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3