Does speculation impact what factors determine oil futures prices?

von Gogolin, Fabian
Veröffentlicht in Economics letters (2016)

Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces

von Shang, Han Lin
Veröffentlicht in International journal of forecasting (2022)

Using extracted forward rate term structure information to forecast foreign exchange rates

von Kearney, Fearghal
Veröffentlicht in Journal of empirical finance (2019)

Oil market modelling : a comparative analysis of fundamental and latent factor approaches

von Cummins, Mark
Veröffentlicht in International review of financial analysis (2016)

An analysis of implied volatility jump dynamics : novel functional data representation in crude oil markets

von Kearney, Fearghal
Veröffentlicht in The North American journal of economics and finance (2015)

Forecasting implied volatility in foreign exchange markets : a functional time series approach

von Kearney, Fearghal
Veröffentlicht in The European journal of finance (2018)

Outperformance in exchange-traded fund pricing deviations : generalized control of data snooping bias

von Kearney, Fearghal
Veröffentlicht in Journal of financial markets (2014)

Implied volatility surface predictability : the case of commodity markets

von Kearney, Fearghal
Veröffentlicht in Journal of banking & finance (2019)

Intraday forecasts of a volatility index : functional time series methods with dynamic updating

von Shang, Han Lin
Veröffentlicht in Symposium on Quantitative Finance and Risk Analysis (3. : 2017 : Kerkira) Application of operations research to financial markets (2019)

Momentum and the cross-section of stock volatility

von Fan, Minyou
Veröffentlicht in Journal of economic dynamics & control (2022)

Uncovering long term relationships between oil prices and the economy : a time-varying cointegration analysis

von Gogolin, Fabian
Veröffentlicht in Energy economics (2018)

Future directions in international financial integration research : a crowdsourced perspective

von Lucey, Brian M.
Veröffentlicht in International review of financial analysis (2018)