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Speculation in commodity futures markets, inventories and the price of crude oil

Byun, Sung Je - In: The energy journal 38 (2017) 5, pp. 93-113

Persistent link: https://www.econbiz.de/10011791800

Oil and non-energy commodity markets : an empirical analysis of volatility spillovers and hedging effectiveness

Dutta, Anupam; Noor, Md Hasib - In: Cogent economics & finance 5 (2017) 1, pp. 1-15

Although a large number of empirical papers have examined the price spillover in global oil and non-energy commodity markets, very little is known about the volatility transmission between these two markets. The present study aims to conceal this gap by investigating the volatility cross effects...

Persistent link: https://www.econbiz.de/10011881040

The convenience yield and the informational content of the oil futures price

Bernard, Jean-Thomas; Khalaf, Lynda; Kichian, Maral; … - In: The energy journal 36 (2015) 2, pp. 29-46

Persistent link: https://www.econbiz.de/10010528362

Herding and speculation in the crude oil market

Brunetti, Celso; Buyuksahin, Bahattin; Harris, Jeffrey H. - In: The energy journal 34 (2013) 3, pp. 83-104

Persistent link: https://www.econbiz.de/10009771883

The role of financial speculation in driving the price of crude oil

Alquist, Ron; Gervais, Olivier - In: The energy journal 34 (2013) 3, pp. 35-54

Persistent link: https://www.econbiz.de/10009771893

The role of speculation in oil markets : what have we learned so far?

Fattouh, Bassam; Kilian, Lutz; Mahadeva, Lavan - In: The energy journal 34 (2013) 3, pp. 7-33

Persistent link: https://www.econbiz.de/10009771896

Jump processes in the market for crude oil

Wilmot, Neil A.; Mason, Charles F. - In: The energy journal 34 (2013) 1, pp. 33-48

Persistent link: https://www.econbiz.de/10009714590

Dynamic adjustment of crude oil price spreads

Ghoshray, Atanu; Trifonova, Tatiana - In: The energy journal 35 (2014) 1, pp. 119-136

Persistent link: https://www.econbiz.de/10010246062

OPEC "faire price" pronouncements and the market price of crude oil

Brunetti, Celso; Buyuksahin, Bahattin; Robe, Michel A.; … - In: The energy journal 34 (2013) 4, pp. 79-108

Persistent link: https://www.econbiz.de/10010256385

Short-term hedging for an electricity retailer

Dupuis, Debbie J.; Gauthier, Geneviève; Godin, Frédéric - In: The energy journal 37 (2016) 2, pp. 31-59

Persistent link: https://www.econbiz.de/10011458291