Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Julio Cesar Araujo da Silva Junior

An S-Shaped Crude Oil Price Return-Implied Volatility Relation: Parametric and Nonparametric Estimations

International Journal of Economics and Finance

English

Related publications

Dynamic Return and Volatility Spillovers Among S&P 500, Crude Oil, and Gold

International Journal of Finance and Economics

English

Parametric and Nonparametric Volatility Measurement

English

An Analysis of Price and Volatility Transmission in Butter, Palm Oil and Crude Oil Markets

Agricultural and Food Economics

Biological Sciences

English

The Connectedness Between Crude Oil and Financial Markets: Evidence From Implied Volatility Indices

Journal of Commodity Markets

English

A Gaussian Semi-Parametric Implied Volatility Model

Journal of Algorithms and Computational Technology

Computational Mathematics

Applied Mathematics

Numerical Analysis

English

A Study on Asymmetric Effect of Gold and Crude Oil Price Volatility

Asia-pacific Journal of Law, Politics and Administration

English

Impact of Crude Oil Price Volatility on Southeast Asian Stock Returns

International Journal of Economics and Finance

English

Investment and Oil Price Volatility

SSRN Electronic Journal

English

Volatility Forecasting for Crude Oil Futures

Applied Economics Letters

English