| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A model for energy pricing with stochastic emission costs |
0 |
0 |
0 |
47 |
0 |
1 |
2 |
133 |
| An examination of the flow characteristics of crude oil: Evidence from risk-neutral moments |
0 |
0 |
0 |
9 |
1 |
1 |
2 |
52 |
| Crude oil moments and PNG stock returns |
0 |
0 |
0 |
13 |
1 |
2 |
3 |
49 |
| Currency jumps, cojumps and the role of macro news |
0 |
1 |
3 |
74 |
0 |
1 |
4 |
255 |
| Default prediction models: The role of forward-looking measures of returns and volatility |
0 |
0 |
0 |
7 |
2 |
2 |
4 |
46 |
| Does the price of crude oil respond to macroeconomic news? |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
74 |
| Dynamic Functional Regression with Application to the Cross-section of Returns |
0 |
0 |
1 |
6 |
2 |
2 |
3 |
31 |
| Forecasting of density functions with an application to cross-sectional and intraday returns |
0 |
0 |
0 |
2 |
0 |
2 |
4 |
18 |
| Fractional differencing in discrete time |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
19 |
| Functional Dynamic Factor Model for Intraday Price Curves |
0 |
0 |
0 |
21 |
3 |
4 |
6 |
67 |
| INVESTMENT TIMING UNDER REGIME SWITCHING |
0 |
0 |
0 |
5 |
0 |
1 |
2 |
18 |
| Impact of macroeconomic news on metal futures |
1 |
1 |
4 |
69 |
3 |
6 |
12 |
259 |
| Influential factors in crude oil price forecasting |
1 |
2 |
7 |
84 |
4 |
7 |
20 |
286 |
| Jumps in Oil Prices: The Role of Economic News |
0 |
0 |
0 |
20 |
1 |
1 |
3 |
73 |
| Losers and prospectors in the short‐term options market |
0 |
0 |
0 |
3 |
1 |
2 |
3 |
13 |
| Price discovery in crude oil futures |
0 |
1 |
1 |
23 |
1 |
2 |
6 |
132 |
| Return and Volatility Transmission in U.S. Housing Markets |
0 |
0 |
1 |
50 |
0 |
1 |
2 |
132 |
| Return distributions and volatility forecasting in metal futures markets: Evidence from gold, silver, and copper |
0 |
0 |
1 |
9 |
1 |
1 |
2 |
52 |
| Risk Analysis of Cumulative Intraday Return Curves |
0 |
0 |
1 |
21 |
0 |
0 |
2 |
75 |
| Risk-Hedging in Real Estate Markets |
0 |
0 |
0 |
41 |
1 |
1 |
2 |
169 |
| Risk-shifting, equity risk, and the distress puzzle |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
157 |
| Role of index futures on China's stock markets: Evidence from price discovery and volatility spillover |
0 |
1 |
2 |
19 |
0 |
2 |
8 |
97 |
| S&P 500 Index‐Futures Price Jumps and Macroeconomic News |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
42 |
| Short-term options: Clienteles, market segmentation, and event trading |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
72 |
| Stock‐Versus‐Flow Distinctions, Information, and the Role of Inventory |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
25 |
| Testing for asymmetry in betas of cumulative returns: Impact of the financial crisis and crude oil price |
0 |
0 |
0 |
6 |
1 |
1 |
1 |
36 |
| The Forecasting Efficacy of Risk‐Neutral Moments for Crude Oil Volatility |
0 |
0 |
0 |
12 |
0 |
0 |
2 |
38 |
| The Response of Bond Prices to Insurer Ratings Changes |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
53 |
| The economic and social performance of integrated photovoltaic and agricultural greenhouses systems: Case study in China |
0 |
2 |
2 |
27 |
3 |
7 |
9 |
97 |
| The impact of crude oil inventory announcements on prices: Evidence from derivatives markets |
1 |
1 |
2 |
9 |
2 |
3 |
8 |
45 |
| VaR and expected shortfall: a non-normal regime switching framework |
0 |
0 |
0 |
37 |
4 |
4 |
6 |
159 |
| Viterbi-Based Estimation for Markov Switching GARCH Model |
0 |
0 |
0 |
19 |
1 |
1 |
2 |
93 |
| Volatility spillovers in commodity futures markets: A network approach |
0 |
2 |
4 |
31 |
2 |
5 |
11 |
65 |
| Total Journal Articles |
3 |
11 |
29 |
731 |
34 |
60 |
131 |
2,932 |
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