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Results 1 to 25 of 33550

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Forecasting spot price volatility using the short-term forward curveHAUGOM, Erik; ULLRICH, Carl J.Energy economics. 2012, Vol 34, Num 6, pp 1826-1833, issn 0140-9883, 8 p.Article

True or spurious long memory in volatility: Further evidence on the energy futures marketsCHARFEDDINE, Lanouar.Energy policy. 2014, Vol 71, pp 76-93, issn 0301-4215, 18 p.Article

Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environmentCHOI, Kyongwook; HAMMOUDEH, Shawkat.Energy policy. 2010, Vol 38, Num 8, pp 4388-4399, issn 0301-4215, 12 p.Article

An improved low-flow thermodenuderFIERZ, Martin; VERNOOIJ, Martine G. C; BURTSCHER, Heinz et al.Journal of aerosol science. 2007, Vol 38, Num 11, pp 1163-1168, issn 0021-8502, 6 p.Article

Humps in the volatility structure of the crude oil futures market: New evidenceCHIARELLA, Carl; KANG, Boda; SKLIBOSIOS NIKITOPOULOS, Christina et al.Energy economics. 2013, Vol 40, pp 989-1000, issn 0140-9883, 12 p.Article

Aerosol volatility measurement using an improved thermodenuder : Application to secondary organic aerosolWOO JIN AN; PATHAK, Ravi K; LEE, Byong-Hyoek et al.Journal of aerosol science. 2007, Vol 38, Num 3, pp 305-314, issn 0021-8502, 10 p.Article

A margin scheme that advises on when to change required marginLAM, Kin; YU, P. L. H; LEE, P. H et al.European journal of operational research. 2010, Vol 207, Num 1, pp 524-530, issn 0377-2217, 7 p.Article

A new formula for computing implied volatilityLI, Steven.Applied mathematics and computation. 2005, Vol 170, Num 1, pp 611-625, issn 0096-3003, 15 p.Article

Structural attribution of observed volatility clusteringGRANGER, Clive W. J; MACHINA, Mark J.Journal of econometrics. 2006, Vol 135, Num 1-2, pp 15-29, issn 0304-4076, 15 p.Article

The effect of 107th OPEC Ordinary Meeting on oil prices and economic performances in JapanHANABUSA, Kunihiro.Renewable & sustainable energy review. 2012, Vol 16, Num 3, pp 1666-1672, issn 1364-0321, 7 p.Article

The effect of money to output for taiwan with concerning asymmetric lag length and lag-chosen criteriaNI, Yen-Sen; WU, Man-Hwa.International journal of information and management sciences. 2004, Vol 15, Num 2, pp 53-70, issn 1017-1819, 18 p.Article

Energy price risk and the sustainability of demand side supply chains : Sustainable Supply Chains and Energy SecurityMULHALL, Rachel Ann; BRYSON, John R.Applied energy. 2014, Vol 123, pp 327-334, issn 0306-2619, 8 p.Article

Volatility persistence in crude oil marketsCHARLES, Amélie; DARNE, Olivier.Energy policy. 2014, Vol 65, pp 729-742, issn 0301-4215, 14 p.Article

Low-volatilitymotor oils. Development and productionSPIRKIN, V. G; NAZARKIN, A. P; MITIN, I. V et al.Chemistry and technology of fuels and oils. 2005, Vol 41, Num 3, pp 204-210, issn 0009-3092, 7 p.Article

Strategies for Detecting Organic liquids on Soils Using Mid-Infrared Reflection SpectroscopyGALLAGHER, Neal B; GASSMAN, Paul L; BLAKE, Thomas A et al.Environmental science & technology. 2008, Vol 42, Num 15, pp 5700-5705, issn 0013-936X, 6 p.Article

Frontiers of financial econometrics and financial engineeringGHYSELS, Eric; TAUCHEN, George.Journal of econometrics. 2003, Vol 116, Num 1-2, issn 0304-4076, 411 p.Serial Issue

Realized volatility forecasting and market microstructure noiseANDERSEN, TorbenG; BOLLERSLEV, Tim; MEDDAHI, Nour et al.Journal of econometrics. 2010, Vol 160, Num 1, pp 220-234, issn 0304-4076, 15 p.Article

Gasoline price volatility and the elasticity of demand for gasolineLIN, C.-Y. Cynthia; PRINCE, Lea.Energy economics. 2013, Vol 38, pp 111-117, issn 0140-9883, 7 p.Article

Method for measuring the hygroscopic behaviour of lower volatility fractions in an internally mixed aerosolJOHNSON, G. R; RISTOVSKI, Z; MORAWSKA, L et al.Journal of aerosol science. 2004, Vol 35, Num 4, pp 443-455, issn 0021-8502, 13 p.Article

Applying ARMA―GARCH approaches to forecasting short-term electricity pricesHEPING LIU; JING SHI.Energy economics. 2013, Vol 37, pp 152-166, issn 0140-9883, 15 p.Article

How does oil market uncertainty interact with other markets? An empirical analysis of implied volatility indexLIU, Ming-Lei; QIANG JI; YING FAN et al.Energy (Oxford). 2013, Vol 55, pp 860-868, issn 0360-5442, 9 p.Article

The asymmetric effects of oil price and monetary policy shocks: A nonlinear VAR approachRAHMAN, Sajjadur; SERLETIS, Apostolos.Energy economics. 2010, Vol 32, Num 6, pp 1460-1466, issn 0140-9883, 7 p.Article

A multiple indicators model for volatility using intra-daily dataENGLE, Robert F; GALLO, Giampiero M.Journal of econometrics. 2006, Vol 131, Num 1-2, pp 3-27, issn 0304-4076, 25 p.Article

Modeling the return and volatility of the Greek electricity marginal system priceTHEODOROU, Petros; KARYAMPAS, Dimitrios.Energy policy. 2008, Vol 36, Num 7, pp 2601-2609, issn 0301-4215, 9 p.Article

Volatility of secondary organic aerosols from the ozone initiated oxidation of α-pinene and limoneneJONSSON, Asa M; HALLQUIST, Mattias; SAATHOFF, Harald et al.Journal of aerosol science. 2007, Vol 38, Num 8, pp 843-852, issn 0021-8502, 10 p.Article

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