Market Dynamics and Volatility

Field	Economics, Econometrics and Finance
Subfield	Economics and Econometrics
Domain	Social Sciences
OpenAlex	T11059

Smeal faculty

• Timothy T. Simin - score 3.0
• Patrick Higgins - score 1.0
• Jingzhi Huang - score 1.0
• Anh Le - score 1.0

Papers

• The importance of managerial ability on crude oil price uncertainty-firm performance relationship (2020) - cites 71
• Dynamic Connectedness of International Crude Oil Prices: The Diebold–Yilmaz Approach (2018) - cites 38
• An Empirical Analysis of Commodity Convenience Yields (2005) - cites 31
• The Information Content of a Nonlinear Macro-Finance Model for Commodity Prices (2016) - cites 13
• An Empirical Analysis of Commodity Convenience Yields (2020) - cites 13
• Oil Prices: Backward to the Future? (2004) - cites 7