Zobrazeno 1 - 10
of 25
pro vyhledávání: '"Michael Tamvakis"'
Publikováno v:
SSRN Electronic Journal.
Energy price volatilities and correlations have been modeled extensively using short-memory multivariate GARCH models. This paper investigates the potential benefits from using multivariate fractionally integrated GARCH models from a forecasting and
The relationship between the prices of crude oil and its refined products is at the heart of the oil industry. Crude oil and refined products volatilities and correlations have been modelled extensively using short-memory multivariate GARCH models. T
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::177ccf8ca9b3b46f5cfb4f290f8bf7ff
http://hdl.handle.net/11588/805802
http://hdl.handle.net/11588/805802
Autor:
Michael Tamvakis, L. M. de Menezes
Publikováno v:
Routledge Handbook of Energy Economics ISBN: 9781315459653
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::47588e8686b41250ed41e967ad5cf7e2
https://doi.org/10.4324/9781315459653-8
https://doi.org/10.4324/9781315459653-8
Publikováno v:
Energy Policy. 88:613-627
Long-run dynamics of electricity prices are expected to reflect fuel price developments, since fuels generally account for a large share in the cost of generation. As an integrated European market for electricity develops, wholesale electricity price
Publikováno v:
Energy Economics. 34:2125-2134
Using daily data from July 2005 to February 2011 for WTI, Dubai and Brent futures contracts, we employ a VAR-BEKK model to investigate crude oil markets integration on the second moment. We also quantify the size and persistence of these connections
Autor:
Michael Tamvakis
What affects the supply of oil? How important is the weather in determining grain prices? Why has the price of copper skyrocketed? This unique book analyses the economics of key commodity groups, including energy, agriculture and metals. It examines
Autor:
Michael Tamvakis, Amir H. Alizadeh
We investigate the asymmetric relations between trading volume and price changes, and trading volume and price volatility of energy futures contracts across maturities and under different market conditions. Using a relatively long sample of daily obs
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::35d3e9fb59ebef2916fc15439ffeb0c8
Autor:
Michael Tamvakis
Publikováno v:
The Blackwell Companion to Maritime Economics
Autor:
Michael Tamvakis, Sharon Xiaowen Lin
Publikováno v:
Energy Policy. 38:1010-1016
We investigate evidence on the effects of OPEC announcements on world oil prices by examining announcements from both official conferences and ministerial meetings on major international crudes, including the key benchmarks and several other heavy an
Autor:
Michael Tamvakis
What affects the supply of oil? How important is the weather in determining grain prices? Why has the price of copper skyrocketed? This unique book analyses the economics of key commodity groups, including energy, agriculture and metals. It examines
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4b4cdf25911e807a17c0f3b7af14441b
https://doi.org/10.4324/9781315767413
https://doi.org/10.4324/9781315767413