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Analyzing commodity prices in the context of COVID-19, high inflation, and the Ukrainian war

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Persistent link: https://www.econbiz.de/10013540892

Hedging crude oil using refined product : a regime switching asymmetric DCC approach

Pan, Zhiyuan; Wang, Yudong; Li, Yang - In: Energy economics 46 (2014), pp. 472-484

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Effects of index-fund investing on commodity futures prices

Hamilton, James D.; Wu, Jing Cynthia - In: International economic review 55 (2015) 1, pp. 187-205

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Risk premia in crude oil futures prices

Hamilton, James D.; Wu, Jing Cynthia - 2013

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Are crude oil spot and futures prices cointegrated? : not always!

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Risk premia in crude oil futures prices

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Efficiency of crude oil futures markets : new evidence from multifractal detrending moving average analysis

Wang, Yudong; Wu, Chongfeng - In: Computational economics 42 (2013) 4, pp. 393-414

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Effects of index-fund investing on commodity futures prices

Hamilton, James D.; Wu, Jing Cynthia - 2014

Persistent link: https://www.econbiz.de/10010254330

Risk Premia in Crude Oil Futures Prices

Hamilton, James D. - 2013

If commercial producers or financial investors use futures contracts to hedge against commodity price risk, the arbitrageurs who take the other side of the contracts may receive compensation for their assumption of nondiversifiable risk in the form of positive expected returns from their...

Persistent link: https://www.econbiz.de/10013081835

Risk Premia in Crude Oil Futures Prices

Hamilton, James D. - 2013

If commercial producers or financial investors use futures contracts to hedge against commodity price risk, the arbitrageurs who take the other side of the contracts may receive compensation for their assumption of non-diversifiable risk in the form of positive expected returns from their...

Persistent link: https://www.econbiz.de/10013076590