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The use of crude oil futures by the governments of oil-producing states
Overdahl, James A. - In: The journal of futures markets 7 (1987) 6, pp. 603-617
Persistent link: https://www.econbiz.de/10001149671
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Minimum variance cross hedging under mean-reverting spreads, stochastic convenience yields, and jumps : application to the airline industry
Bertus, Mark; Godbey, Jonathan; Hilliard, Jimmy E. - In: The journal of futures markets 29 (2009) 8, pp. 736-756
Persistent link: https://www.econbiz.de/10003897846
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Risk arbitrage opportunities in petroleum futures spreads
Girma, Paul Berhanu; Paulson, Albert S. - In: The journal of futures markets 19 (1999) 8, pp. 931-955
Persistent link: https://www.econbiz.de/10001443478
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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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Oil prices and energy futures
Chen, K. C. - In: The journal of futures markets 7 (1987) 5, pp. 501-518
Persistent link: https://www.econbiz.de/10001149636
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Forecasting efficiency of energy futures prices
Ma, Cindy W. - In: The journal of futures markets 9 (1989) 5, pp. 393-419
Persistent link: https://www.econbiz.de/10001152260
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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 analysis of the failed muncipal bond and note futures contracts
Cusatis, Patrick James - In: The journal of futures markets 28 (2008) 7, pp. 656-679
Persistent link: https://www.econbiz.de/10003715118
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A test of the Samuelson hypothesis using realized range
Kalev, Petko S.; Huu Nhan Duong - In: The journal of futures markets 28 (2008) 7, pp. 680-696
Persistent link: https://www.econbiz.de/10003715120
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The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi; Suo, Wulin - In: The journal of futures markets 28 (2008) 2, pp. 109-130
Persistent link: https://www.econbiz.de/10003647668