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The relationship between spot and futures prices : evidence from the crude oil market
Silvapulle, Param; Moosa, Imad A. - In: The journal of futures markets 19 (1999) 2, pp. 175-193
Persistent link: https://www.econbiz.de/10001369630
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Energy shocks and financial markets
Huang, Roger D. - In: The journal of futures markets 16 (1996) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10001193439
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Oil and stock markets before and after financial crises : a local Gaussian correlation approach
Bampinas, Georgios; Panagiōtidēs, Theodōros - In: The journal of futures markets 37 (2017) 12, pp. 1179-1204
Persistent link: https://www.econbiz.de/10011951028
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Volatility and commodity price dynamics
Pindyck, Robert S. - In: The journal of futures markets 24 (2004) 11, pp. 1029-1047
Persistent link: https://www.econbiz.de/10002248629
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Time-varying market price of risk in the crude oil futures market
Bhar, Ramaprasad; Lee, Damien - In: The journal of futures markets 31 (2011) 8, pp. 779-807
Persistent link: https://www.econbiz.de/10009157424
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Oil volatility and the option value of waiting : an analysis of the G-7
Bredin, Donal; Elder, John; Fountas, Stilianos - In: The journal of futures markets 31 (2011) 7, pp. 679-702
Persistent link: https://www.econbiz.de/10009009212
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Volatility spillover effects and cross hedging in corn and crude oil futures
Wu, Feng; Guan, Zhengfei; Myers, Robert J. - In: The journal of futures markets 31 (2011) 11, pp. 1052-1075
Persistent link: https://www.econbiz.de/10009355742
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Forecasting oil price movements : exploiting the information in the futures market
Coppola, Andrea - In: The journal of futures markets 28 (2008) 1, pp. 34-56
Persistent link: https://www.econbiz.de/10003746338
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The impact of monetary policy surprises on energy prices
Basistha, Arabinda; Kurov, Alexander - In: The journal of futures markets 35 (2015) 1, pp. 87-103
Persistent link: https://www.econbiz.de/10011346166
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Causes and implications of shifts in financial participation in commodity markets
Fattouh, Bassam; Mahadeva, Lavan - In: The journal of futures markets 34 (2014) 8, pp. 757-787
Persistent link: https://www.econbiz.de/10010507937