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Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano; Chang, Chia-Lin; McAleer, Michael - In: International review of economics & finance : IREF 59 (2019), pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
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Seasonal Stochastic Volatility : implications for the pricing of commodity options
Arismendi Zambrano, Juan Carlos; Back, Janis; … - In: Journal of banking & finance 66 (2016), pp. 53-65
Persistent link: https://www.econbiz.de/10011634553
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Regime-switching energy price volatility : the role of economic policy uncertainty
Scarcioffolo, Alexandre Ribeiro; Etienne, Xiaoli Liao - In: International review of economics & finance : IREF 76 (2021), pp. 336-356
Persistent link: https://www.econbiz.de/10013175825
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A space-time random field model for electricity forward prices
Benth, Fred Espen; Paraschiv, Florentina - In: Journal of banking & finance 95 (2018), pp. 203-216
Persistent link: https://www.econbiz.de/10011966749
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The evidence on efficiency gains : the role of mergers and the benefits to the public
Avkiran, Necmi Kemal - In: Journal of banking & finance 23 (1999) 7, pp. 991-1013
Persistent link: https://www.econbiz.de/10001387683
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Investable commodity premia in China
Bianchi, Robert; Fan, John Hua; Zhang, Tingxi - In: Journal of banking & finance 127 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012820586
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Analysis of risk premium in UK natural gas futures
Martínez, Beatriz; Torró, Hipòlit - In: International review of economics & finance : IREF 58 (2018), pp. 621-636
Persistent link: https://www.econbiz.de/10012034252
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Gas storage valuation under multifactor Lévy processes
Cummins, Mark; Kiely, Greg; Murphy, Bernard - In: Journal of banking & finance 95 (2018), pp. 167-184
Persistent link: https://www.econbiz.de/10011966740
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The impact of oil and natural gas prices on overnight risk in exchange rates based on the MVMQ-CAViaR models
Peng, Wei - In: International review of economics & finance : IREF 86 (2023), pp. 616-625
Persistent link: https://www.econbiz.de/10014434414
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Is oil-gas price decoupling happening in China? : a multi-scale quantile-on-quantile approach
Miao, Xiaoyu; Wang, Qunwei; Dai, Xingyu - In: International review of economics & finance : IREF 77 (2022), pp. 450-470
Persistent link: https://www.econbiz.de/10013332631