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Commodity prices and the stock market in Thailand
Aumeboonsuke, Vesarach - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 1, pp. 34-40
Persistent link: https://www.econbiz.de/10012586840
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Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield
Nakajima, Katsushi - In: Annals of finance 18 (2022) 1, pp. 35-80
Persistent link: https://www.econbiz.de/10013194631
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Dynamic correlations and volatility spillovers between crude oil and stock index returns : the implications for optimal portfolio construction
Lee, Yen-Hsien; Huang, Ya-Ling; Wu, Chun-Yu - In: International Journal of Energy Economics and Policy : IJEEP 4 (2014) 3, pp. 327-336
Persistent link: https://www.econbiz.de/10011286211
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Carbon future price return, oil future price return and stock index future price return in the U.S.
Wei, Ching Chun; Lin, Ya-Ling - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 4, pp. 655-662
Persistent link: https://www.econbiz.de/10011550607
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Volatility transmission in crude oil, gold, Standard and Poor's 500 and US Dollar Index futures using vector autoregressive-multivariate generalized autoregressive conditional hete...
Tanattrin Bunnag - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 1, pp. 39-52
Persistent link: https://www.econbiz.de/10011448160
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Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong; Leung, Tim; Zhou, Yang - In: Annals of finance 18 (2022) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
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Optimal trading of a basket of futures contracts
Angoshtari, Bahman; Leung, Tim - In: Annals of finance 16 (2020) 2, pp. 253-280
Persistent link: https://www.econbiz.de/10012496334
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On the implied market price of risk under the stochastic numéraire
Dokučaev, Nikolaj G. - In: Annals of finance 14 (2018) 2, pp. 223-251
Persistent link: https://www.econbiz.de/10011945595
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The lead lag relationship between spot and futures markets in the energy sector
Chen, Jengchung Victor; Prince, Yolanda Gabriela; Ha, … - In: International Journal of Energy Economics and Policy : IJEEP 7 (2017) 4, pp. 23-30
Persistent link: https://www.econbiz.de/10011749853
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The lead lag relationship between spot and futures markets in the energy sector : empirical evidence from Indian markets
Raju, Guntur Anjana; Shirodkar, Sanjeeta - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 5, pp. 409-414
Persistent link: https://www.econbiz.de/10012506474