01 Understanding Oil Price Dynamics and their Effects over Recent Decades - An Interview with James Hamilton | Fredj Jawadi | 1~13 | 2019.11.01 | | |
02 Introduction to Topics on “Uncertainty and Recent Challenges in Oil and Commodity Markets | Fredj Jawadi, Apostolos Serletis | 15~18 | 2019.11.01 | | |
03 On the Oil Price Uncertainty | Zied Ftiti, Fredj Jawadi | 19~40 | 2019.11.01 | | |
04 Location Basis Differentials in Crude Oil Prices | Phat V. Luong, Bruce Mizrach, Yoichi Otsubo | 41~58 | 2019.11.01 | | |
05 Drilling Down: The Impact of Oil Price Shocks on Housing Prices | Valerie Grossman, Enrique Martínez-García, Luis Bernardo Torres, Yongzhi Sun | 59~84 | 2019.11.01 | | |
06 Oil Prices and Banking Instability: A Jump-Diffusion Model for Bank Capital Structure | Willi Semmler, Samar Issa | 85~99 | 2019.11.01 | | |
07 Oil Prices and the Stock Markets: Evidence from High Frequency Data | Sajjadur Rahman, Apostolos Serletis | 101~129 | 2019.11.01 | | |
08 Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets? | Fredj Jawadi, Waël Louhichi, Hachmi Ben Ameur, Zied Ftiti | 131~155 | 2019.11.01 | | |
09 Total, Asymmetric and Frequency Connectedness between Oil and Forex Markets | Jozef Baruník, Evžen Kocenda | 157~174 | 2019.11.01 | | |