Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regression

Good volatility, bad volatility and economic uncertainty: Evidence from the crude oil futures market

(2021) Yongjian Lyu et al.   ENERGY

The risk premia of energy futures

(2021) Adrian Fernandez-Perez et al.   ENERGY ECONOMICS

Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries

(2020) Danyan Wen et al.   ENERGY

The effects of oil and gasoline prices on confidence and stock return of the energy companies for Turkey and the US

(2019) Melike E. Bildirici et al.   ENERGY

Benchmarking building energy efficiency using quantile regression

(2018) Jonathan Roth et al.   ENERGY

Further evidence on the debate of oil-gas price decoupling: A long memory approach

(2018) Dayong Zhang et al.   ENERGY POLICY

Dependence and risk management in oil and stock markets. A wavelet-copula analysis

(2016) Rania Jammazi et al.   ENERGY

The Asset-Pricing Implications of Government Economic Policy Uncertainty

(2015) Jonathan Brogaard et al.   MANAGEMENT SCIENCE

Energy prices and CO2 emission allowance prices: A quantile regression approach

(2014) Shawkat Hammoudeh et al.   ENERGY POLICY

The VIX, the variance premium and stock market volatility

(2014) Geert Bekaert et al.   JOURNAL OF ECONOMETRICS

Speculative trading and WTI crude oil futures price movement: An empirical analysis

(2013) Yue-Jun Zhang   APPLIED ENERGY

Financial Speculation in Energy and Agriculture Futures Markets: A Multivariate GARCH Approach

(2013) Matteo Manera et al.   ENERGY JOURNAL

Do Speculators Drive Crude Oil Futures Prices?

(2011) Bahattin Buyuksahin et al.   ENERGY JOURNAL