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Price discovery in energy markets
Shrestha, Keshab - In: Energy economics 45 (2014), pp. 229-233
Persistent link: https://www.econbiz.de/10010505388
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Quantile hedge ratio for energy markets
Shrestha, Keshab; Ravichandran K. Subramaniam; Yessy … - In: Energy economics 71 (2018), pp. 253-272
Persistent link: https://www.econbiz.de/10011943021
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Pure martingale and joint normality tests for energy futures contracts
Shrestha, Keshab; Ravichandran K. Subramaniam; Rassiah, … - In: Energy economics 63 (2017), pp. 174-184
Persistent link: https://www.econbiz.de/10011757917
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Provisional liquidation of futures hedge programs
Lien, Da-hsiang Donald; Kwak, Soojong - In: Energy economics 28 (2006) 2, pp. 266-273
Persistent link: https://www.econbiz.de/10003307643
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Convergence to the long-run equilibrium : the case of natural gas markets
Lien, Donald; Root, Thomas H. - In: Energy economics 21 (1999) 2, pp. 95-110
Persistent link: https://www.econbiz.de/10001366362
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Does exchange rate management affect the causality between exchange rates and oil prices? : evidence from oil-exporting countries
Lv, Xin; Lien, Da-hsiang Donald; Chen, Qian; Yu, Chang - In: Energy economics 76 (2018), pp. 325-343
Persistent link: https://www.econbiz.de/10011976671
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Provisional liquidation of futures hedge programs
Lien, Donald; Kwak, Soojong - In: Energy economics 28 (2006) 2, pp. 266
Persistent link: https://www.econbiz.de/10007634631