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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
379
Downloads
1,795
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
5,509
Downloads
8,359
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
2,034
Downloads
4,611
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
719
Downloads
2,275
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
2,531
Downloads
3,742
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
1,229
Downloads
4,053
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
1,170
Downloads
3,213
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
429
Downloads
2,880
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
737
Downloads
6,556
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
4,169
Downloads
6,692
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
2,519
Downloads
6,422
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
633
Downloads
1,976
Views
Citations
Time Varying Dependance between Crude Oil, Natural Gas and OPEC and NON-OPEC Exchange Rate Using Wavelet Vine Copula
(Articles)
Angham Ben Brayek
,
Farea Al-Harbi
Theoretical Economics Letters
Vol.14 No.5
, October 31, 2024
DOI:
10.4236/tel.2024.145094
89
Downloads
564
Views
Citations
Research on Performance Optimization of Phase Change Thermal Storage Electric Heating Device
(Articles)
Weibo Zheng
Journal of Power and Energy Engineering
Vol.12 No.11
, November 29, 2024
DOI:
10.4236/jpee.2024.1211009
87
Downloads
520
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
3,739
Downloads
5,793
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
8,193
Downloads
13,050
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
1,620
Downloads
10,980
Views
Citations
Development and Evaluation of Predictive Machine Learning Models for Crude Oil Supply Chain Logistics in the USA
(Articles)
Maame Korkor Prah
,
Amina Yakubu
,
Lawrence Simon Attah
,
Adeyemi Oluwatoba
Technology and Investment
Vol.16 No.2
, April 23, 2025
DOI:
10.4236/ti.2025.162005
142
Downloads
799
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
10,271
Downloads
23,777
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
2,435
Downloads
4,149
Views
Citations
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