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The behavior of oil futures returns around OPEC conferences
Deaves, Richard - In: The journal of futures markets 12 (1992) 5, pp. 563-574
Persistent link: https://www.econbiz.de/10001129991
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A multicommodity model of futures prices : using futures prices of one commodity to estimate the stochastic process of another
Cortazar, Gonzalo; Milla, Carlos; Severino, Felipe - In: The journal of futures markets 28 (2008) 6, pp. 537-560
Persistent link: https://www.econbiz.de/10003715005
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An N-factor Gaussian model of oil futures prices
Cortazar, Gonzalo; Naranjo, Lorenzo - In: The journal of futures markets 26 (2006) 3, pp. 243-268
Persistent link: https://www.econbiz.de/10003303997
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Principal components analysis for correlated curves and seasonal commodities : the case of the petroleum market
Tolmasky, Carlos; Hindanov, Dmitry - In: The journal of futures markets 22 (2002) 11, pp. 1019-1035
Persistent link: https://www.econbiz.de/10001713573
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An empirical examination of the relation between futures spreads volatility, volume, and open interest
Girma, Paul Berhanu; Mougoué, Mbodja - In: The journal of futures markets 22 (2002) 11, pp. 1083-11102
Persistent link: https://www.econbiz.de/10001713578
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Price discovery in petroleum markets : arbitrage, cointegration, and the time interval of analysis
Schwarz, Thomas V. - In: The journal of futures markets 14 (1994) 2, pp. 147-167
Persistent link: https://www.econbiz.de/10001169804
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Linear dependence, nonlinear dependence and petroleum futures market efficiency
Fujihara, Roger Arnold - In: The journal of futures markets 17 (1997) 1, pp. 75-99
Persistent link: https://www.econbiz.de/10001216341
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An examination of linear and nonlinear causal relationships between price variability and volume in petroleum futures markets
Fujihara, Roger Arnold - In: The journal of futures markets 17 (1997) 4, pp. 385-416
Persistent link: https://www.econbiz.de/10001221157
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Metallgesellschaft: a prudent hedger ruined, or a wildcatter on NYMEX?
Pirrong, Craig - In: The journal of futures markets 17 (1997) 5, pp. 543-578
Persistent link: https://www.econbiz.de/10001224081
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Volume-volatility relationships for crude oil futures markets
Foster, Andrew J. - In: The journal of futures markets 15 (1995) 8, pp. 929-951
Persistent link: https://www.econbiz.de/10001190833