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Returns in commodities futures markets and financial speculation: a multivariate GARCH approach
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Consumption and precautionary saving: an empirical analysis under both financial and environmental risks
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The health effects of climate change: a survey of recent quantitative research
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Speculation, returns, volume and volatility in commodities futures markets
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Exogenous oil shocks, fiscal policy and sector reallocations in oil producing countries
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Industrial coal demand in China: a provincial analysis
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Econometric models for oil price forecasting: a critical survey
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The asymmetric effects of oil shocks on output growth: a Markov-switching analysis for the G-7 countries
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On the robustness of robustness checks of the Environmental Kuznets Curve
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Pricing and hedging illiquid energy derivatives: an application to the JCC index
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Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries
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Econometric models for asymmetric price transmission
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Asymmetric error correction models for the oil-gasoline price relationship
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Hunting the living dead: a ‘Peso problem’ in corporate liabilities data
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Modeling dynamic conditional correlations in WTI oil forward and futures return
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Modelling factor demand systems with SEM and VAR: an empirical comparison
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Conditional correlations in the returns on oil companies stock prices and their determinants
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Modelling time-varying conditional correlations in the volatility of Tapis oil spot and forward returns
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Modeling and forecasting cointegrated relationships among heavy oil and product prices
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Testing multiple non-nested factor demand systems
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Empirical factor demands and flexible functional forms: a Bayesian approach
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Modelling the load curve of aggregate electricity consumption using principal components
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Long-run models of oil stock prices
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Rockets and feathers revisited: an international comparison on European gasoline markets
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Testing misspecified non-nested factor demand systems: some Monte Carlo results
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Non-nested tests, encompassing and IV estimation: evidence from a Monte Carlo study
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Factor demands and substitution in the Italian manufacturing sector: a dynamic duality model
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Multivariate non-nested tests for comparing the empirical performance of alternative factor demand systems
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