Modelling dynamic conditional correlations in WTI oil forward and futures returns

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Ten Things You Should Know About the Dynamic Conditional Correlation Representation (2013, background): “More recently, there has been growing interest in energy finance, particularly oil (see Lanza et al. (2006), Chang et al. (2011), and Hammoudeh et al. (2013), among others).”
The economic value of co-movement between oil price and exchange rate using copula-based GARCH models (2011, result): “Further, the asymmetric parameters di in the GJR-GARCH model are insignificant and exhibit no asymmetric effect on the volatility structures of crude oil and exchange-rate markets, which is consistent with Lanza et al. (2006) and Wang and Yang (2009).”