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1
Modelling time-vaying conditionl correlations in the volatility of Tapus oil spot and forward returns
Manera, Matteo
;
McAleer, Michael
;
Grasso, Margherita
- In:
Applied financial economics
16
(
2006
)
7
,
pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
Saved in:
2
Hedging effectiveness and futures contract maturity : the case of NYMEX crude oil futures
Ripple, Ronald D.
;
Moosa, Imad A.
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 683-689
Persistent link: https://www.econbiz.de/10003491216
Saved in:
3
Trading futures spreads : an application of correlation and threshold filters
Dunis, C. L.
;
Laws, Jason
;
Evans, Ben
- In:
Applied financial economics
16
(
2006
)
12
,
pp. 903-914
Persistent link: https://www.econbiz.de/10003377844
Saved in:
4
Do transaction costs prevent arbitrage in the market for crude oil? : evidence from a threshold autoregression
Stevens, Jason
- In:
Applied economics letters
22
(
2015
)
1/3
,
pp. 169-172
Persistent link: https://www.econbiz.de/10010482015
Saved in:
5
Efficient estimation and testing of oil futures contracts in a mutual offset system
McAleer, Michael
;
Sequeira, John M.
- In:
Applied financial economics
14
(
2004
)
13
,
pp. 953-962
Persistent link: https://www.econbiz.de/10002195488
Saved in:
6
Convenience yield, mean reverting prices, and long memory in the petroleum market
Mazaheri, A.
- In:
Applied financial economics
9
(
1999
)
1
,
pp. 31-50
Persistent link: https://www.econbiz.de/10001363837
Saved in:
7
The oil industry's response to new avenues in futures trading
Hunsader, Kenneth J.
;
Dickens, Ross N.
- In:
Applied financial economics
21
(
2011
)
4/6
,
pp. 401-413
Persistent link: https://www.econbiz.de/10009124542
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8
Crude oil price volatility dynamics and the Great Recession
Nonejad, Nima
- In:
Applied economics letters
26
(
2019
)
8
,
pp. 622-627
Persistent link: https://www.econbiz.de/10012204288
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9
Nonlinear dynamics in crude oil benchmarks : an AMH perspective
Varghese, George
;
Madhavan, Vinodh
- In:
Applied economics letters
26
(
2019
)
21
,
pp. 1798-1801
Persistent link: https://www.econbiz.de/10012204932
Saved in:
10
Price leadership in China's oil futures market : take two
Yang, Zhini
;
Zou, Mi
- In:
Applied economics letters
31
(
2024
)
18
,
pp. 1885-1893
Persistent link: https://www.econbiz.de/10015084524
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