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1. Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China. (2021). Huo, Rui ; Ahmed, Abdullahi D.
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   RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988320300803.

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2. High and low or close to close prices? Evidence from the multifractal volatility. (2015). Liu, Zhichao ; Long, Yujia ; Ma, Feng.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:427:y:2015:i:c:p:50-61.

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3. Interpreting the crude oil price movements: Evidence from the Markov regime switching model. (2015). Zhang, Yue-Jun.
   In: Applied Energy.
   RePEc:eee:appene:v:143:y:2015:i:c:p:96-109.

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4. Volatility spillovers and macroeconomic announcements evidence from crude oil markets. (2014). Guesmi, Khaled ; Belgacem, Aymen ; Creti, Anna ; Lahiani, Amine.
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   RePEc:ipg:wpaper:201409.

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5. Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Chkili, Walid.
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6. World gold prices and stock returns in China: insights for hedging and diversification strategies. (2014). Nguyen, Duc Khuong ; Lahiani, Amine ; AROURI, Mohamed ; Mohamed EL HEDI AROURI, .
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7. Measuring contagion effects between crude oil and OECD stock markets. (2014). GUESMI, Khaled ; Fattoum, Salma.
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8. Forecasting the volatility of crude oil futures using intraday data. (2014). ben Ali, Chiraz ; Lesage, Cedric.
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9. On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree. (2014). Charlot, Philippe ; Marimoutou, Velayoudom.
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10. The importance of the volatility risk premium for volatility forecasting. (2014). Prokopczuk, Marcel ; Simen, Chardin Wese.
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11. Oil price fluctuation, volatility spillover and the Ghanaian equity market: Implication for portfolio management and hedging effectiveness. (2014). Lin, Boqiang ; Wesseh, Presley K. ; Appiah, Michael Owusu.
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12. Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Chkili, Walid.
    In: Energy Economics.
    RePEc:eee:eneeco:v:41:y:2014:i:c:p:1-18.

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13. Forecasting the volatility of crude oil futures using intraday data. (2014). Sévi, Benoît ; Sevi, Benoit.
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14. The Relationship between Oil Price and OECD Stock Markets: A Multivariate Approach. (2014). Guesmi, Khaled ; Fattoum, Salma.
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15. Leverage effect in energy futures. (2014). Krištoufek, Ladislav ; Kristoufek, Ladislav.
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16. Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models. (2013). Chkili, Walid ; Nguyen, Duc Khuong.
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17. Volatility Spillovers Between Oil Prices and Stock Returns: A Focus on Frontier Markets. (2013). Gomes, Mathieu ; Chaibi, Anissa.
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18. Volatility Spillovers Between Oil Prices and Stock Returns: A Focus on Frontier Markets. (2013). Chaibi, Anissa ; Gomes, Mathieu.
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19. Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models. (2013). Chkili, Walid ; Hammoudeh, Shawkat.
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20. World gold prices and stock returns in China: insights for hedging and diversification strategies. (2013). Nguyen, Duc Khuong ; Lahiani, Amine ; AROURI, Mohamed ; Mohamed EL HEDI AROURI, .
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21. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals. (2013). Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat ; AROURI, Mohamed ; Mohamed EL HEDI AROURI, .
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22. Leverage vs. feedback: Which Effect drives the oil market?. (2013). Chevallier, Julien ; Aboura, Sofiane.
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23. Humps in the volatility structure of the crude oil futures market: New evidence. (2013). Nikitopoulos-Sklibosios, Christina ; Kang, Boda ; Chiarella, Carl.
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24. Forecasting carbon futures volatility using GARCH models with energy volatilities. (2013). Byun, Suk Joon ; Cho, Hangjun .
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25. On the predictability of realized volatility using feasible GLS. (2013). Menezes, Rui ; Bentes, Sonia R..
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26. The Fundamental and Speculative Components of the Oil Spot Price: A Real Option Value Approach. (2012). Scandizzo, Pasquale ; Dicembrino, Claudio.
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27. On the predictive power of implied volatility indexes: A comparative analysis with GARCH forecasted volatility. (2012). Menezes, Rui ; Bentes, Sonia R.
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28. Leverage vs. Feedback: Which Effect Drives the Oil Market?. (2012). Chevallier, Julien ; Aboura, Sofiane.
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29. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals. (2012). Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat ; AROURI, Mohamed ; Arouri, Mohamed El Hedi, .
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30. Forecasting volatility of fuel oil futures in China: GARCH-type, SV or realized volatility models?. (2012). Wei, YU.
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31. Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?. (2012). Wang, Yudong ; Wu, Chongfeng.
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32. A characterization of oil price behavior — Evidence from jump models. (2012). Gronwald, Marc.
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33. A nonparametric GARCH model of crude oil price return volatility. (2012). Suardi, Sandy ; Hou, Ai Jun.
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34. On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness. (2012). Nguyen, Duc Khuong ; AROURI, Mohamed ; Jouini, Jamel ; Arouri, Mohamed El Hedi, .
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35. A data envelopment analysis-based framework for the relative performance evaluation of competing crude oil prices volatility forecasting models. (2012). Xu, Bing ; Ouenniche, Jamal.
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36. Volatility regimes, asymmetric basis effects and forecasting performance: An empirical investigation of the WTI crude oil futures market. (2012). Chang, Kuang-Liang.
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37. Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models. (2012). Nguyen, Duc Khuong ; Lahiani, Amine ; AROURI, Mohamed ; Arouri, Mohamed El Hedi, ; Levy, Aldo.
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38. The time-varying and asymmetric dependence between crude oil spot and futures markets: Evidence from the Mixture copula-based ARJI–GARCH model. (2012). Chang, Kuang-Liang.
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39. Structural breaks and financial volatility: Lessons from BRIC countries. (2011). Morales, Lucia ; Gassie, Esmeralda .
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40. Structural changes and volatility transmission in crude oil markets. (2011). Yoon, Seong-Min ; Kang, Sang Hoon ; Cheong, Chongcheul.
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41. Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management. (2011). Nguyen, Duc Khuong ; AROURI, Mohamed ; Jouini, Jamel ; El Hedi Arouri, Mohamed, .
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42. Oil and stock market volatility: A multivariate stochastic volatility perspective. (2011). Vo, Minh .
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43. Value-at-risk estimation of crude oil price using MCA based transient risk modeling approach. (2011). Lai, Kin Keung ; He, Kaijian ; Yen, Jerome.
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44. Forecasting petroleum futures markets volatility: The role of regimes and market conditions. (2011). Pouliasis, Panos ; Nomikos, Nikos K..
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45. A Characterization of Oil Price Behavior - Evidence from Jump Models. (2011). Gronwald, Marc.
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46. An empirical model of daily highs and lows of West Texas Intermediate crude oil prices. (2010). Wan, Alan ; Wan, Alan T. K., ; Kwok, Jerry T. K., ; He, Angela W. W., .
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47. Forecasting crude oil market volatility: Further evidence using GARCH-class models. (2010). Wang, Yudong ; Wei, YU ; Huang, Dengshi.
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48. International evidence on crude oil price dynamics: Applications of ARIMA-GARCH models. (2010). Mohammadi, Hassan ; Su, Lixian.
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49. Nonlinearity and intraday efficiency tests on energy futures markets. (2010). Yang, Jian ; Wang, Tao.
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50. Jumps in Oil Prices- Evidence and Implications. (2009). Gronwald, Marc.
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