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What drives the commodity price beta of oil industry stocks?

Talbot, Edward; Artiach, Tracy; Faff, Robert W. - In: Energy economics 37 (2013), pp. 1-15

Persistent link: https://www.econbiz.de/10009759405

Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold

Mensi, Walid; Beljid, Makram; Boubaker, Adel; Managi, … - In: Economic modelling 32 (2013), pp. 15-22

Persistent link: https://www.econbiz.de/10009760820

Managing storable commodity risks : the role of inventory and financial hedge

Kouvelis, Panos; Li, Rong; Ding, Qing - In: Manufacturing & service operations management : M & SOM 15 (2013) 3, pp. 507-521

Persistent link: https://www.econbiz.de/10009782007

Filtering and forecasting commodity futures prices under an HMM framework

Date, Paresh; Mamon, Rogemar; Tenyakov, Anton - In: Energy economics 40 (2013), pp. 1001-1013

Persistent link: https://www.econbiz.de/10010355984

UK natural gas : gas-specific or oil driven pricing?

Asche, Frank; Oglend, Atle; Osmundsen, Petter - 2013

In this paper we investigate the time-varying relationship between oil and natural gas in the UK. We develop a model where relative prices can move between pricing-regimes; markets switch between being decoupled and integrated. Our model endogenously accounts for periods where oil and natural...

Persistent link: https://www.econbiz.de/10010212645