| 1 |
The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses
Jiang YH, Jiang C, Nie H, Mo B
Energy, 166, 577, 2019 |
| 2 |
Volatility spillover effect and dynamic correlation between regional emissions allowances and fossil energy markets: New evidence from China's emissions trading scheme pilots
Chang K, Ye ZF, Wang WH
Energy, 185, 1314, 2019 |
| 3 |
Understanding Dynamic Conditional Correlations between Oil, Natural Gas and Non-Energy Commodity Futures Markets
Behmiri NB, Manera M, Nicolini M
Energy Journal, 40(2), 55, 2019 |
| 4 |
Interfuel Substitution: Evidence from the Markov Switching Minflex Laurent Demand System with BEKK Errors
Serletis A, Au LB
Energy Journal, 40(6), 111, 2019 |
| 5 |
Is China's natural gas market globally connected?
Chai J, Wei ZH, Hu Y, Su SP, Zhang ZG
Energy Policy, 132, 940, 2019 |
| 6 |
Anticipating electricity prices for future needs - Implications for liberalised retail markets
Loi TSA, Le Ng J
Applied Energy, 212, 244, 2018 |
| 7 |
Detecting the impact of fundamentals and regulatory reforms on the Greek wholesale electricity market using a SARMAX/GARCH model
Papaioannou GP, Dikaiakos C, Dagoumas AS, Dramountanis A, Papaioannou PG
Energy, 142, 1083, 2018 |
| 8 |
Asymmetric dependence structure between emissions allowances and wholesale diesel/gasoline prices in emerging China's emissions trading scheme pilots
Chang K, Zhang C
Energy, 164, 124, 2018 |
| 9 |
Return and volatility linkages between CO2 emission and clean energy stock prices
Dutta A, Bouri E, Noor MH
Energy, 164, 803, 2018 |
| 10 |
Dependence Structure between Oil Prices, Exchange Rates, and Interest Rates
Kim JM, Jung H
Energy Journal, 39(2), 259, 2018 |
