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Spread trading strategies in the crude oil futures market

Lubnau, Thorben - 2014

This article explores whether common technical trading strategies used in equity markets can be employed profitably in the markets for WTI and Brent crude oil. The strategies tested are Bollinger Bands, based on a mean-reverting hedge portfolio of WTI and Brent. The trading systems are tested...

Persistent link: https://www.econbiz.de/10010345566

Economic significance of oil price changes on Russian and Chinese stock markets

Soucek, Michael; Todorova, Neda - In: Applied financial economics 23 (2013) 7/9, pp. 561-571

Persistent link: https://www.econbiz.de/10009750705

Realized volatility transmission between crude oil and equity futures markets : a multivariate HAR approach

Souček, Michael; Todorova, Neda - In: Energy economics 40 (2013), pp. 586-597

Persistent link: https://www.econbiz.de/10010354962

What drives volatility of the US oil and gas firms?

Lyócsa, Štefan; Todorova, Neda - In: Energy economics 100 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012990237

On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks

Luo, Jiawen; Ji, Qiang; Klein, Tony; Todorova, Neda; … - In: Energy economics 89 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012517048

Automobile manufacturers, electric vehicles and the price of oil

Baur, Dirk G.; Todorova, Neda - In: Energy economics 74 (2018), pp. 252-262

Persistent link: https://www.econbiz.de/10011972829

Dynamic co-movement in major commodity markets during crisis periods : a wavelet local multiple correlation analysis

Bouri, Elie; Nekhili, Ramzi; Todorova, Neda - In: Finance research letters 55 (2023) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10014473528

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