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Environmental attention and the predictability of crude oil volatility: Evidence from a new MIDAS multifractal model. (2025). Dong, Xin ; Gong, Jinguo ; Wang, Qin.
In: Energy Economics.
RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000507.

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  39. Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models. (2011). Chevallier, Julien.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:6:p:2634-2656.

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  40. No-arbitrage conditions for storable commodities and the modeling of futures term structures. (2010). Tang, Ke ; Liu, Peng.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:7:p:1675-1687.

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  41. Regime switching correlation hedging. (2010). Lee, Hsiang-Tai.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:11:p:2728-2741.

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  42. DOES THE MAGNITUDE OF THE EFFECT OF INFLATION UNCERTAINTY ON OUTPUT GROWTH DEPEND ON THE LEVEL OF INFLATION?. (2010). Chang, Kuang-Liang ; He, Chi-Wei.
    In: Manchester School.
    RePEc:bla:manchs:v:78:y:2010:i:2:p:126-148.

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  43. Electricity portfolio management : Optimal peak/off-peak allocations. (2009). Mahieu, Ronald ; Huisman, R. ; Schlichter, F..
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:f880b2e6-c56c-483c-9334-9238076b36ea.

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  44. Regime switching in stock index and futures markets: a note on the NIKKEI evidence. (2009). Kanas, Angelos.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:14:y:2009:i:4:p:394-399.

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  45. Economic linkages across commodity futures: Hedging and trading implications. (2009). Chng, Michael T..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:5:p:958-970.

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  46. Modeling and forecasting crude oil markets using ARCH-type models. (2009). cheong, chin ; Chin, CHEONG.
    In: Energy Policy.
    RePEc:eee:enepol:v:37:y:2009:i:6:p:2346-2355.

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  47. Electricity portfolio management: Optimal peak/off-peak allocations. (2009). Mahieu, Ronald ; Huisman, Ronald ; Schlichter, Felix.
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:1:p:169-174.

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  48. An analysis of the sensitivity of Australian superannuation funds to market movements: a Markov regime switching approach. (2008). Roca, Eduardo ; Wong, Victor.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:18:y:2008:i:7:p:583-597.

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  49. Minimum Variance Hedging and Stock Index Market Efficiency. (2006). Alexander, Carol ; Barbosa, Andreza .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2006-04.

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  50. A Bivariate Markov Regime Switching GARCH Approach to Estimate Time Varying Minimum Variance Hedge Ratios. (2005). Yoder, Jonathan ; Lee, Hsiang-Tai.
    In: Econometrics.
    RePEc:wpa:wuwpem:0506009.

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