Heterogeneous dependence between crude oil price volatility and China’s agriculture commodity futures: Evidence from quantile-on-quantile regression

The dependence structure between crude oil futures prices and Chinese agricultural commodity futures prices: Measurement based on Markov-switching GRG copula

(2019) Xiang-dong Liu et al.   ENERGY

The volatility effect on precious metals price returns in a stochastic volatility in mean model with time-varying parameters

(2019) Mehmet Balcilar et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Modelling the return and volatility spillovers of crude oil and food prices in Nigeria

(2018) Ismail Fasanya et al.   ENERGY

The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling

(2017) Joshua C. C. Chan   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Stochastic volatility of the futures prices of emission allowances: A Bayesian approach

(2017) Jungmu Kim et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Determinants of technical efficiency in the bioenergy industry in the EU28 region

(2017) Mohd Alsaleh et al.   RENEWABLE & SUSTAINABLE ENERGY REVIEWS

Long-run and Short-run Co-movements in Energy Prices and the Prices of Agricultural Feedstocks for Biofuel

(2014) R. J. Myers et al.   AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS

The impact of global oil price shocks on China’s bulk commodity markets and fundamental industries

(2013) Chuanguo Zhang et al.   ENERGY POLICY

A New Model of Trend Inflation

(2012) Joshua C. C. Chan et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

The impact of oil price shocks on stock market activities: Asymmetric effect with quantile regression

(2011) Chien-Chiang Lee et al.   MATHEMATICS AND COMPUTERS IN SIMULATION

The substitutive effect of biofuels on fossil fuels in the lower and higher crude oil price periods

(2010) Ting-Huan Chang et al.   ENERGY

Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models

(2010) Zhijie Xiao et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Modeling and forecasting crude oil markets using ARCH-type models

(2009) Chin Wen Cheong   ENERGY POLICY