This study aims to re-investigate the long-run relationship among energy prices and
economic growth within the periphery of the European Union. We rely on the Engle–Granger …

We examined the return–volatility relationship for USO ETF oil price return and CBOE Crude
Oil ETF Volatility Index, OVX. The data for the USO and OVX covers the period covering May …

An option is a financial contract that can be used to reduce risks in an investment. It is widely
known that a fair price of this contract depends significantly on the volatility of an underlying …

The purpose of this paper is to investigate the volatility persistence and the inventory effect
in grain futures markets during the period of 1959–2014. The innovative nature of this study …

The steam coal price in China has been continuously decreasing since the second half of
2012. Constant low price of coal will accelerate the development of thermal power, cause …

Purpose: The study focused on modelling the volatility of energy markets spot prices using
GARCH models and estimating Value-at-Risk. Methodology: The conditional …

The objective of this survey is to present an extensive review of the literature on the
economic effects of oil price volatility. It assesses both theoretical and empirical …

This paper examines the persistence of energy prices in international markets and its
implications for market participants and policymakers. Using the ARFIMA model and log …

Option Pricing with Fuzzy-TGARCH Volatility Clustering Page 1 International Journal of
Mathematics and Computer Science, 18(2023), no. 4, 781–803 M CS Option Pricing with …

Volatility has been defined as a worthy indicator of uncertainty, which has implications on
various factors such as international trade, investment decisions, and valuation for a …