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The journal of futures markets
Energy economics
993
International Journal of Energy Economics and Policy : IJEEP
427
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1
A maximal affine stochastic volatility model of oil prices
Hughen, W. Keener
- In:
The journal of futures markets
30
(
2010
)
2
,
pp. 101-133
Persistent link: https://www.econbiz.de/10003962429
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Density forecasts of crude-oil prices using option-implied and ARCH-type models
Høg, Esben P.
;
Tsiaras, Leonidas
- In:
The journal of futures markets
31
(
2011
)
8
,
pp. 727-754
Persistent link: https://www.econbiz.de/10009157432
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Do investors learn about analyst accuracy? : a study of the oil futures market
Chang, Charles
;
Daouk, Hazem
;
Wang, Albert
- In:
The journal of futures markets
29
(
2009
)
5
,
pp. 414-429
Persistent link: https://www.econbiz.de/10003827766
Saved in:
9
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
Saved in:
10
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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