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Are crude oil spot and futures prices cointegrated? : not always!
Wang, Yudong; Wu, Chongfeng - In: Economic modelling 33 (2013), pp. 641-650
Persistent link: https://www.econbiz.de/10010194454
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The role of financial speculation in the energy future markets : a new time-varying coefficient approach
Li, Haiqi; Kim, Hyung-Gun; Park, Sung Y. - In: Economic modelling 51 (2015), pp. 112-122
Persistent link: https://www.econbiz.de/10011475857
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Hedging Bitcoin with commodity futures : an analysis with copper, gas, gold, and crude oil futures
Joo, Young C.; Park, Sung Y. - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014534817
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Valuation of options on oil futures under the 3/4 oil price model
Oud, Mohammed A. Aba; Goard, Joanna - In: International journal of theoretical and applied finance 18 (2015) 8, pp. 1-12
Persistent link: https://www.econbiz.de/10011418854
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Crude oil futures markets : another look into traders' positions
Tokic, Damir - In: Journal of derivatives & hedge funds 19 (2013) 4, pp. 321-342
Persistent link: https://www.econbiz.de/10010259393
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The cottonseed oil futures market
1949
Persistent link: https://www.econbiz.de/10003102617
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Three-factor commodity forward curve model and its joint P and Q dynamics
Ladokhin, Sergiy; Borovkova, Svetlana - In: Energy economics 101 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013161542
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Structural Positions in Crude Oil Futures Contracts
Till, Hilary - 2015
Should an investor enter into long-term positions in oil futures contracts? In answering this question, this paper will cover the following three considerations: (1) the case for structural positions in crude oil futures contracts; (2) useful indicators for avoiding crash risk; and (3) financial...
Persistent link: https://www.econbiz.de/10013012960
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Which risk factors drive oil futures price curves?
Ames, Matthew; Bagnarosa, Guillaume; Matsui, Tomoko; … - In: Energy economics 87 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012512291
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Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik; Pilz, Kay Frederik; Schlögl, Erik - 2016
Persistent link: https://www.econbiz.de/10011778017