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type_genre:"Collection of articles of several authors"
~subject:"Oil price"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Oil price
Commodity derivative
2,503
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ECONIS (ZBW)
698
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1
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
Saved in:
2
Commodity derivatives valuation with autoregressive and moving average components in the price dynamics
Paschke, Raphael
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2742-2752
Persistent link: https://www.econbiz.de/10008858840
Saved in:
3
Are commodity prices mean reverting?
Andersson, Henrik
- In:
Applied financial economics
17
(
2007
)
10/12
,
pp. 769-783
Persistent link: https://www.econbiz.de/10003537543
Saved in:
4
A maximal affine stochastic volatility model of oil prices
Hughen, W. Keener
- In:
The journal of futures markets
30
(
2010
)
2
,
pp. 101-133
Persistent link: https://www.econbiz.de/10003962429
Saved in:
5
Preliminary evidence on relationships between agricultural commodities futures prices, spot prices and oil prices using reverse regressions
Cartwright, Phillip A.
;
Riabko, Natalija
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 777-782
Persistent link: https://www.econbiz.de/10011285361
Saved in:
6
Crude oil : commodity or financial asset?
Kolodziej, Marek
;
Kaufmann, Robert Kurt
;
Kulatilaka, Nalin
- In:
Energy economics
46
(
2014
),
pp. 216-223
Persistent link: https://www.econbiz.de/10011298597
Saved in:
7
Oil commodity returns and macroeconomic factors : a time-varying approach
Schalck, Christophe
;
Chenavaz, Régis
- In:
Research in international business and finance
33
(
2015
),
pp. 290-303
Persistent link: https://www.econbiz.de/10011325859
Saved in:
8
Measuring index investment in commodity futures markets
Sanders, Dwight R.
;
Irwin, Scott H.
- In:
The energy journal
34
(
2013
)
3
,
pp. 105-127
Persistent link: https://www.econbiz.de/10009771880
Saved in:
9
Volatility spillover between oil and agricultural commodity markets
Nazlıoğlu, Şaban
;
Erdem, Cumhur
;
Soytas, Ugur
- In:
Energy economics
36
(
2013
),
pp. 658-665
Persistent link: https://www.econbiz.de/10009724616
Saved in:
10
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
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