| 5 |
Oil price shocks and GDP growth: Do energy shares amplify causal effects?
Bergmann, P.
Vol. 80 pp. 1010-1040
|
2019 |
242
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| 1 |
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, C.
Vol. 81 pp. 779-792
|
2019 |
221
|
| 3 |
Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach
Hou, Y.
Vol. 83 pp. 119-143
|
2019 |
220
|
| 4 |
Oil price uncertainty and the U.S. stock market analysis based on a GARCH-in-mean VAR model
Alsalman, Z.
Vol. 59 pp. 251-260
|
2016 |
218
|
| 6 |
Assessing energy efficiency improvements and related energy security and climate benefits in Finland: An ex post multi-sectoral decomposition analysis
Trotta, G.
Vol. 86 pp. 0-0
|
2020 |
207
|
| 2 |
Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies
Albulescu, C.
Vol. 83 pp. 375-388
|
2019 |
200
|
| 8 |
Volatility spillovers in commodity markets: A large t-vector autoregressive approach
Barbaglia, L.
Vol. 85 pp. 0-0
|
2020 |
173
|
| 9 |
Machine learning in energy economics and finance: A review
Ghoddusi, H.
Vol. 81 pp. 709-727
|
2019 |
148
|
| 7 |
U.S. equity and commodity futures markets: Hedging or financialization?
Nguyen, D.
Vol. 86 pp. 0-0
|
2020 |
133
|
| 10 |
Cold Case: The forensic economics of energy efficiency labels for domestic refrigeration appliances
Goeschl, T.
Vol. 84 pp. 0-0
|
2019 |
55
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