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Risk premia and seasonality in commodity futures
Hevia, Constantino; Petrella, Ivan; Sola, Martin - 2016
Persistent link: https://www.econbiz.de/10011482266
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The role of financial speculation in the energy future markets : a new time-varying coefficient approach
Li, Haiqi; Kim, Hyung-Gun; Park, Sung Y. - In: Economic modelling 51 (2015), pp. 112-122
Persistent link: https://www.econbiz.de/10011475857
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Optimal hedge ratios for clean energy equities
Ahmad, Wasim; Sadorsky, Perry A.; Sharma, Amit - In: Economic modelling 72 (2018), pp. 278-295
Persistent link: https://www.econbiz.de/10012100422
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Return transmission and asymmetric volatility spillovers between oil futures and oil equities : new DCC-MEGARCH analyses
Tsuji, Chikashi - In: Economic modelling 74 (2018), pp. 167-185
Persistent link: https://www.econbiz.de/10012101322
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The macroeconomic determinants of commodity futures volatility : evidence from Chinese and Indian markets
Mo, Di; Gupta, Rakesh; Li, Bin; Singh, Tarlok - In: Economic modelling 70 (2018), pp. 543-560
Persistent link: https://www.econbiz.de/10012027983
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Are natural gas spot and futures prices predictable?
Mishra, Vinod; Smyth, Russell - In: Economic modelling 54 (2016), pp. 178-186
Persistent link: https://www.econbiz.de/10011642063
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The failure of a clearinghouse : empirical evidence
Bignon, Vincent; Vuillemey, Guillaume - 2016
Persistent link: https://www.econbiz.de/10011586745
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Covariance estimation using high-frequency data: Sensitivities of estimation methods
Haugom, Erik; Lien, Gudbrand; Veka, Steinar; Westgaard, Sjur - In: Economic modelling 43 (2014), pp. 416-425
Persistent link: https://www.econbiz.de/10010503037
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Volatility transmission in agricultural futures markets
Beckmann, Joscha; Czudaj, Robert - In: Economic modelling 36 (2014), pp. 541-546
Persistent link: https://www.econbiz.de/10010416370
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A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane; Kilian, Lutz - 2014
Persistent link: https://www.econbiz.de/10010416758