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Diversifying portfolios of U.S. stocks with crude oil and natural gas : a regime-dependent optimization with several risk measures
Gatfaoui, Hayette - In: Energy economics 80 (2019), pp. 132-152
Persistent link: https://www.econbiz.de/10012172340
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Optimal hedging in the US natural gas market : the effect of maturity and cointegration
Ghoddusi, Hamed; Emamzadehfard, Sahar - In: Energy economics 63 (2017), pp. 92-105
Persistent link: https://www.econbiz.de/10011757870
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Storage and the electricity forward premium
Douglas, Stratford Marion; Popova, Julia - In: Energy economics 30 (2008) 4, pp. 1712-1727
Persistent link: https://www.econbiz.de/10003745252
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The manufacturing base under energy price uncertainty
Alghalith, Moawia - In: Energy economics 30 (2008) 4, pp. 1951-1956
Persistent link: https://www.econbiz.de/10003745348
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Scale economies and capacity utilization : the importance of relative fuel prices
Coates, Daniel E. - In: Energy economics 10 (1988) 2, pp. 140-146
Persistent link: https://www.econbiz.de/10001076997
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A note on the conditional correlation between energy prices : evidence from future markets
Marzo, Massimiliano; Zagaglia, Paolo - In: Energy economics 30 (2008) 5, pp. 2454-2458
Persistent link: https://www.econbiz.de/10003773784
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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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Integration of physical and futures prices in the US natural gas market
Ghoddusi, Hamed - In: Energy economics 56 (2016), pp. 229-238
Persistent link: https://www.econbiz.de/10011664235
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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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Pricing dynamics of natural gas futures
Li, Bingxin - In: Energy economics 78 (2019), pp. 91-108
Persistent link: https://www.econbiz.de/10012159889