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Oil prices : the role of refinery utilization, futures markets and non-linearities
Kaufmann, Robert Kurt; Dées, Stéphane; Gasteuil, Audrey; … - In: Energy economics 30 (2008) 5, pp. 2609-2622
Persistent link: https://www.econbiz.de/10003773834
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Electronic trading system and returns volatility in the oil futures market
Liao, Huei-chu; Lee, Yi-huey; Suen, Yu-bo - In: Energy economics 30 (2008) 5, pp. 2636-2644
Persistent link: https://www.econbiz.de/10003773840
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The relationship between crude oil spot and futures prices : cointegration, linear and nonlinear causality Stelios D. Bekiros; Cees G. H. Diks
Bekiros, Stelios D.; Diks, Cees G. H. - In: Energy economics 30 (2008) 5, pp. 2673-2685
Persistent link: https://www.econbiz.de/10003774167
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Modeling and forecasting petroleum futures volatility
Sadorsky, Perry A. - In: Energy economics 28 (2006) 4, pp. 467-488
Persistent link: https://www.econbiz.de/10003351688
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Volatility in crude oil futures : a comparison of the predictive ability of GARCH and implied volatility models
Agnolucci, Paolo - In: Energy economics 31 (2009) 2, pp. 316-321
Persistent link: https://www.econbiz.de/10003832256
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Oil prices, speculation, and fundamentals : interpreting causal relations among spot and futures prices
Kaufmann, Robert Kurt; Ullman, Ben - In: Energy economics 31 (2009) 4, pp. 550-558
Persistent link: https://www.econbiz.de/10003867816
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Are there exploitable inefficiencies in the futures market for oil?
Shambora, William E.; Rossiter, Rosemary D. - In: Energy economics 29 (2007) 1, pp. 18-27
Persistent link: https://www.econbiz.de/10003413292
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Modeling global and local dependence in a pair of commodity forward curves with an application to the US natural gas and heating oil markets
Ohana, Steve - In: Energy economics 32 (2010) 2, pp. 373-388
Persistent link: https://www.econbiz.de/10003954625
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Futures hedging effectiveness under the segmentation of bear/bull energy markets
Chang, Chiao-yi; Lai, Jing-yi; Chuang, I-yuan - In: Energy economics 32 (2010) 2, pp. 442-449
Persistent link: https://www.econbiz.de/10003954646
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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