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Testing Co-Volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances. (2018). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yanghuiting .
In: Energy.
RePEc:eee:energy:v:151:y:2018:i:c:p:984-997.

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  1. Forecasting the Value-at-Risk of energy commodities: A comparison of models and alternative distribution functions. (2022). Madaleno, Mara ; Pinho, Carlos ; Amaro, Raphael.
    In: Applied Econometrics.
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  2. Forecasting oil and gold volatilities with sentiment indicators under structural breaks. (2022). GUPTA, RANGAN ; Demirer, Riza ; Ji, Qiang ; Luo, Jiawen.
    In: Energy Economics.
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  3. Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers. (2022). Chang, Chia-Lin ; Asai, Manabu ; McAleer, Michael.
    In: Journal of Econometrics.
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  4. Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging. (2022). Hammoudeh, Shawkat ; Tiwari, Aviral Kumar ; Trabelsi, Nader.
    In: The North American Journal of Economics and Finance.
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  5. Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks. (2021). Demirer, Riza ; Ji, Qiang ; Gupta, Rangan ; Luo, Jiawen.
    In: Working Papers.
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  6. Decomposition-selection-ensemble forecasting system for energy futures price forecasting based on multi-objective version of chaos game optimization algorithm. (2021). Zhang, Lifang ; Wang, Jianzhou ; Liu, Zhenkun ; Jiang, Ping.
    In: Resources Policy.
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  7. Risk spillovers between cryptocurrencies and traditional currencies and gold under different global economic conditions. (2021). Sheu, Chwen ; Hsu, Shu-Han ; Yoon, Jiho.
    In: The North American Journal of Economics and Finance.
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  8. Volatility connectedness of major cryptocurrencies: The role of investor happiness. (2021). GUPTA, RANGAN ; Gabauer, David ; Tiwari, Aviral Kumar ; Bouri, Elie.
    In: Journal of Behavioral and Experimental Finance.
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  9. Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness. (2020). Tiwari, Aviral ; GUPTA, RANGAN ; Gabauer, David ; Bouri, Elie.
    In: Working Papers.
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  10. Impact of stock market trading on currency market volatility spillovers. (2020). Yelkenci, Tezer ; AYDOAN, Berna ; Baklaci, Hasan Fehmi.
    In: Research in International Business and Finance.
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  11. Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks. (2020). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu.
    In: International Journal of Forecasting.
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  12. Moments-based spillovers across gold and oil markets. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Bonato, Matteo ; Wang, Shixuan ; Marco, Chi Keung.
    In: Energy Economics.
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  13. Moments-Based Spillovers across Gold and Oil Markets. (2019). Wang, Shixuan ; GUPTA, RANGAN ; Marco, Chi Keung ; Bonato, Matteo.
    In: Working Papers.
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  14. Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu.
    In: Working Papers.
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  15. The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu.
    In: Energies.
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    In: Energy Economics.
    RePEc:eee:eneeco:v:58:y:2016:i:c:p:116-124.

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  44. The impact of oil shocks on exchange rates: A Markov-switching approach. (2016). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
    In: Energy Economics.
    RePEc:eee:eneeco:v:54:y:2016:i:c:p:11-23.

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  45. Forecasting volatility of wind power production. (2016). Shen, Zhiwei ; Ritter, Matthias.
    In: Applied Energy.
    RePEc:eee:appene:v:176:y:2016:i:c:p:295-308.

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  46. Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data. (2015). Wohar, Mark ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201589.

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  47. The impact of oil shocks on exchange rates: A Markov-switching approach. (2015). Haug, Alfred ; Basher, Syed ; Abul, Basher Syed ; Perry, Sadorsky ; Alfred, Haug .
    In: MPRA Paper.
    RePEc:pra:mprapa:68232.

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  48. Geopolitical Tensions, OPEC News, and Oil Price: A Granger Causality Analysis. (2015). Medel, Carlos A..
    In: MPRA Paper.
    RePEc:pra:mprapa:65667.

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  49. Forecasting volatility of wind power production. (2015). Shen, Zhiwei ; Ritter, Matthias.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2015-026.

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