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Commodity prices starting to recover
Matthies, Klaus - In: Intereconomics : review of European economic policy 37 (2002) 2, pp. 117-120
Persistent link: https://www.econbiz.de/10001656445
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Steep increase in oil prices as Gulf crises lingers on
Matthies, Klaus - In: Intereconomics : review of European economic policy 37 (2002) 5, pp. 276-280
Persistent link: https://www.econbiz.de/10001701400
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Rohstoffpreise bleiben hoch
Matthies, Klaus - In: Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 86 (2006) 3, pp. 199-201
Persistent link: https://www.econbiz.de/10003296503
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Commodity prices recede from record highs
Matthies, Klaus - In: Intereconomics : review of European economic policy 40 (2005) 6, pp. 361-364
Persistent link: https://www.econbiz.de/10003222930
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Fundamental and financial influences on the co-movement of oil and gas prices
Bunn, Derek W.; Chevallier, Julien; LePen, Yannick; … - In: The energy journal 38 (2017) 2, pp. 201-228
Persistent link: https://www.econbiz.de/10011661711
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"De-financialization" of commodities? : evidence from stock, crude oil and natural gas markets
Zhang, Yue-jun; Chevallier, Julien; Guesmi, Khaled - In: Energy economics 68 (2017), pp. 228-239
Persistent link: https://www.econbiz.de/10011905697
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A fear index to predict oil futures returns
Chevallier, Julien; Sévi, Benoît - 2013
This paper evaluates the predictability of WTI light sweet crude oil futures by using the variance risk premium, i.e. the difference between model-free measures of implied and realized volatilities. Additional regressors known for their ability to explain crude oil futures prices are also...
Persistent link: https://www.econbiz.de/10010189497
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Spéculation et marchés dérivés du pétrole
Chevallier, Julien - In: Revue d'économie financière : revue trimestrielle de … 98/99 (2010), pp. 353-371
Persistent link: https://www.econbiz.de/10008659938
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Price relationships in crude oil futures : new evidence from CFTC disaggregated data
Chevallier, Julien - In: Environmental economics and policy studies 15 (2013) 2, pp. 133-170
Persistent link: https://www.econbiz.de/10009732028
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A Fear Index to Predict Oil Futures Returns
Chevallier, Julien - 2016
This paper evaluates the predictability of WTI light sweet crude oil futures by using the variance risk premium, i.e. the difference between model-free measures of implied and realized volatilities. Additional regressors known for their ability to explain crude oil futures prices are also...
Persistent link: https://www.econbiz.de/10013007386