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Forecasting Crude Oil Price Volatility by Heston Model
(Articles)
Patrick Kandege Mwanakatwe
,
Joanitha Daniel
,
Kulwa Roberth Nzungu
Journal of Mathematical Finance
Vol.13 No.3
,August 29, 2023
DOI:
10.4236/jmf.2023.133026
142
Downloads
741
Views
Citations
Food Commodity Prices Volatility: The Role of Biofuels
(Articles)
Christopher L. Gilbert
,
Harriet K. Mugera
Natural Resources
Vol.5 No.5
,April 29, 2014
DOI:
10.4236/nr.2014.55019
5,130
Downloads
7,467
Views
Citations
This article belongs to the Special Issue on
Biofuel Research
On Volatility Transmission from Crude Oil to Agricultural Commodities
(Articles)
Dilip Kumar
Theoretical Economics Letters
Vol.7 No.2
,February 3, 2017
DOI:
10.4236/tel.2017.72009
1,795
Downloads
3,696
Views
Citations
Modeling Returns and Volatility Transmission from Crude Oil Prices to Leone-US Dollar Exchange Rate in Sierra Leone: A GARCH Approach with Structural Breaks
(Articles)
Morlai Bangura
,
Thomas Boima
,
Sandy Pessima
,
Isatu Kargbo
Modern Economy
Vol.12 No.3
,March 25, 2021
DOI:
10.4236/me.2021.123029
456
Downloads
1,584
Views
Citations
Application of Structural Breakpoint Test to the Correlation Analysis between Crude Oil Price and U.S. Weekly Leading Index
(Articles)
Yi Xiong
,
Shaopeng Sun
,
Zicheng Wang
,
Ke Wang
,
Li Liu
Open Journal of Business and Management
Vol.4 No.2
,April 27, 2016
DOI:
10.4236/ojbm.2016.42034
2,330
Downloads
3,216
Views
Citations
Relationship between Spot and Future Prices of Crude Oil: A Cointegration Analysis
(Articles)
M. C. Minimol
Theoretical Economics Letters
Vol.8 No.3
,February 11, 2018
DOI:
10.4236/tel.2018.83023
1,042
Downloads
3,277
Views
Citations
Crude Oil Price and Exchange Rate Nexus: An Ardl Bound Approach
(Articles)
Kabiru Saidu Musa
,
Rabiu Maijama’a
,
Nafisa Muhammed
,
Asma’u Usman
Open Access Library Journal
Vol.7 No.3
,March 10, 2020
DOI:
10.4236/oalib.1106072
964
Downloads
2,698
Views
Citations
Effect of International Crude Oil Prices on Nigeria’s Gross Domestic Product from (1985-2020)
(Articles)
Sadeeq Sani Sami Sule-Iko
,
May I. Nwoye
Journal of Human Resource and Sustainability Studies
Vol.11 No.1
,March 14, 2023
DOI:
10.4236/jhrss.2023.111008
203
Downloads
1,762
Views
Citations
Modelling and Forecasting of Crude Oil Price Volatility Comparative Analysis of Volatility Models
(Articles)
Faith Wacuka Ng’ang’a
,
Meleah Oleche
Journal of Financial Risk Management
Vol.11 No.1
,March 15, 2022
DOI:
10.4236/jfrm.2022.111008
418
Downloads
4,081
Views
Citations
Influential Factors in the Econometric Modeling of the Price of Wheat in the United States of America
(Articles)
Fergus J. D. Keatinge
Agricultural Sciences
Vol.6 No.8
,August 6, 2015
DOI:
10.4236/as.2015.68073
3,963
Downloads
5,740
Views
Citations
Crude Oil Price and Exchange Rate on Economic Growth: ARDL Approach
(Articles)
Kabiru Saidu Musa
,
Rabiu Maijama’a
,
Hassan Usman Shaibu
,
Abdurrahman Muhammad
Open Access Library Journal
Vol.6 No.12
,December 12, 2019
DOI:
10.4236/oalib.1105930
2,095
Downloads
6,294
Views
Citations
Time Series Modeling of Dynamic Responses of Commodity Prices to Monetary Policy Shocks in Ghana
(Articles)
Ernest Yeboah Boateng
,
Paul K. Yeboah
,
Isaac Christopher Otoo
,
Joseph Otoo
Journal of Financial Risk Management
Vol.9 No.4
,November 6, 2020
DOI:
10.4236/jfrm.2020.94020
418
Downloads
1,233
Views
Citations
Relative Performance Evaluation of Competing Crude Oil Prices’ Volatility Forecasting Models: A Slacks-Based Super-Efficiency DEA Model
(Articles)
Jamal Ouenniche
,
Bing Xu
,
Kaoru Tone
American Journal of Operations Research
Vol.4 No.4
,July 10, 2014
DOI:
10.4236/ajor.2014.44023
3,494
Downloads
5,180
Views
Citations
Analysis of the Effects of Valve Propagated Pressure Surge on Pipe Flow
(Articles)
Barinaadaa Thaddeus Lebele-Alawa
,
Felix Ezekiel Oparadike
Engineering
Vol.3 No.11
,November 24, 2011
DOI:
10.4236/eng.2011.311137
7,845
Downloads
13,006
Views
Citations
Economic Advantage of In-Country Utilization of Nigeria Crude Oil
(Articles)
Emeka Emmanuel Okoro
,
Adewale Dosunmu
,
Kevin Igwilo
,
Paul A. L. Anawe
,
Angela O. Mamudu
Open Journal of Yangtze Oil and Gas
Vol.2 No.4
,October 30, 2017
DOI:
10.4236/ojogas.2017.24018
1,328
Downloads
9,093
Views
Citations
Forecasting Volatility of Gold Price Using Markov Regime Switching and Trading Strategy
(Articles)
Nop Sopipan
,
Pairote Sattayatham
,
Bhusana Premanode
Journal of Mathematical Finance
Vol.2 No.1
,February 28, 2012
DOI:
10.4236/jmf.2012.21014
9,479
Downloads
22,758
Views
Citations
An Empirical Study on the Pass-Through Effect of RMB Nominal Effective Exchange Rate on Import Price
(Articles)
Alin Xia
Modern Economy
Vol.8 No.2
,January 26, 2017
DOI:
10.4236/me.2017.82012
2,237
Downloads
3,674
Views
Citations
Determination of Sterane and Triterpane in the Tamsagbulag Oilfield
(Articles)
B. Byambagar
,
E. Enkhtsetseg
,
D. Monkhoobor
,
B. Avid
,
A. Tuvshinjargal
Advances in Chemical Engineering and Science
Vol.1 No.3
,July 22, 2011
DOI:
10.4236/aces.2011.13024
7,007
Downloads
12,330
Views
Citations
Upgrading of Heavy Crude Oil with W-Zr Catalyst
(Articles)
P. Schacht
,
L. Díaz-García
,
J. Aguilar
,
S. Ramírez
Advances in Chemical Engineering and Science
Vol.4 No.2
,April 24, 2014
DOI:
10.4236/aces.2014.42028
6,070
Downloads
8,300
Views
Citations
Effect of Arbuscular Mycorrhizal (AM) Fungi on the Physiological Performance of Phaseolus vulgaris Grown under Crude Oil Contaminated Soil
(Articles)
Chris O. Nwoko
Journal of Geoscience and Environment Protection
Vol.2 No.4
,July 11, 2014
DOI:
10.4236/gep.2014.24002
6,143
Downloads
7,870
Views
Citations
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