Keywords: بازار نفت خام; Oil price shocks; Crude oil market; Precious metals market; ARJI model; ARMA-CSGARCH model; Spillover effects;
مقالات ISI بازار نفت خام (ترجمه نشده)
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Keywords: بازار نفت خام; C22; C52; Q43; Crude oil market; China stock market; Variational mode decomposition; Copula; CoVaR;
Keywords: بازار نفت خام; Fractional cointegration; DCC-MGARCH; Non-linear asymmetric Granger causality; Gold market; US dollar; Crude oil market;
Keywords: بازار نفت خام; G14; G17; Q41; Q47; Forecasting; Crude oil market; Crude oil futures; Trading strategy; Artificial neural network; Bootstrap aggregation; Bagging; Genetic algorithm; Fuzzy logic; Error correction model; Transaction costs; Autoregressive distributed lag; F
Keywords: بازار نفت خام; Crude oil market; Chaos; Lyapunov exponent; International financial crisis;
Keywords: بازار نفت خام; Multifractality; Asymmetric cross-correlations; Time-series analysis; Latin-American stock markets; Crude oil market;
Keywords: بازار نفت خام; Crude oil market; Oil price; Complex network; Wavelet;
Keywords: بازار نفت خام; Regional natural gas market; Crude oil market; Ensemble empirical mode decomposition; Nonlinear Granger causality test; Multi-scale analysis; C01; C32; C58; Q40; Q41; Q47;
Keywords: بازار نفت خام; Crude oil market; Variance risk premium; Skew risk premium; Conditional risk premiums; Forecasting; G11; G12; G13;
Keywords: بازار نفت خام; C22; C52; Q43; Crude oil market; Volatility forecasting; GARCH-MIDAS; Dynamic model averaging method;
Keywords: بازار نفت خام; Randomness; Finite samples; Confidence intervals; Crude oil market; USA stock market
Keywords: بازار نفت خام; Q41; Q47; Q48; C61; Energy system model; Crude oil market; US crude export ban; Refining capacity; Infrastructure investment;
Keywords: بازار نفت خام; Q4; Q31; G1; D4; C02; C58; Crude oil market; Globalisation; Graph theory; Minimal spanning tree;
Keywords: بازار نفت خام; Segmentation; Time irreversibility; Complexity; Crude oil market;
Keywords: بازار نفت خام; C12; G1; Contagion; Model-free test; Crude oil market; Stock market;
Keywords: بازار نفت خام; Crude oil market; Asymmetric persistence; Hurst exponent
Keywords: بازار نفت خام; Bivariate empirical mode decomposition; Nonlinear Granger causality test; Multi-scale analysis; Carbon market; Crude oil market; C01; C32; E30; Q41; Q43; Q56;
Keywords: بازار نفت خام; C10; G14; F30; Time-varying Granger causality; Information spillover; Rolling correlation; DCC-MGARCH; Crude oil market;
Keywords: بازار نفت خام; Crude oil market; Gasoline market; Price discovery; Risk transfer;
Keywords: بازار نفت خام; Chinese stock market; Energy stocks; Multifractal detrended fluctuation analysis; Crude oil market; Multifractality
Keywords: بازار نفت خام; Detrended fluctuation analysis; Multiple power-law functions; Crude oil market; Heart rate variability
Keywords: بازار نفت خام; Multifractality; MF-DCCA; Cross-correlations; Crude oil market; Exchange rate markets
Does Bitcoin exhibit the same asymmetric multifractal cross-correlations with crude oil, gold and DJIA as the Euro, Great British Pound and Yen?
Keywords: بازار نفت خام; Multifractality; Asymmetric cross-correlations; Bitcoin; Exchange rates; Crude oil market; Gold market;
AR(p)-based detrended fluctuation analysis
Keywords: بازار نفت خام; Detrended fluctuation analysis; Detrending method; Autoregressive model; Crude oil market; Bitcoin;
Forecasting the VaR of crude oil market: Do alternative distributions help?
Keywords: بازار نفت خام; C22; C53; GO1; G17; Q43; Q47; Crude oil market; Value at risk; Generalized asymmetric Student-t distribution;
Multifractal detrended cross-correlations between crude oil market and Chinese ten sector stock markets
Keywords: بازار نفت خام; Chinese sector stock market; Multifractal detrended cross-correlation analysis; Crude oil market; Vector autoregression analysis;
Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models
Keywords: بازار نفت خام; G1; G10; G11; C32; Crude oil market; Stock market; Dynamic conditional correlation; VAR GARCH models;
How does oil price volatility affect non-energy commodity markets?
Keywords: بازار نفت خام; Crude oil market; Non-energy commodity market; Volatility spillover; Dynamic correlation;
Efficiency of crude oil markets: Evidences from informational entropy analysis
Keywords: بازار نفت خام; Crude oil market; Market efficiency; Entropy;
The time-varying and asymmetric dependence between crude oil spot and futures markets: Evidence from the Mixture copula-based ARJI-GARCH model
Keywords: بازار نفت خام; C32; G32; Q40; Jump process; Copula; Nonlinear dependence; Crude oil market;
Revisiting the relationship between spot and futures oil prices: Evidence from quantile cointegrating regression
Keywords: بازار نفت خام; C22; Q43; G14; O16; Crude oil market; Futures prices; Quantile cointegration; Time-varying; Prospect theory;
Forecasting crude oil market volatility: Further evidence using GARCH-class models
Keywords: بازار نفت خام; Q40; E30; C32; C52; Crude oil market; Volatility forecasting; GARCH; SPA test;
Multifractal analysis on international crude oil markets based on the multifractal detrended fluctuation analysis
Keywords: بازار نفت خام; Crude oil market; Multifractal detrended fluctuation analysis; Generalized Hurst exponent; Multifractality degree
Short-term predictability of crude oil markets: A detrended fluctuation analysis approach
Keywords: بازار نفت خام; Q41; Crude oil market; Long-term correlation; Detrending fluctuation analysis; Dynamics;
Power-law periodicity in the 2003-2004 crude oil price dynamics
Keywords: بازار نفت خام; 05.45.Tp; Crude oil market; Instability; Power-law periodicity;