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Persistent link: https://www.econbiz.de/10003954628

Determinants of the asymmetric gold market

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Volatility and the hedging effectiveness of China fuel oil futures

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Hedging China's energy oil market risks

Lau, Chi Keung; Su, Yongyang; Tan, Na; Zhang, Zhe - In: Eurasian economic review : a journal in applied … 4 (2014) 1, pp. 99-112

Persistent link: https://www.econbiz.de/10010512213

Oil price forecasting using crack spread futures and oil exchange traded funds

Choi, Hankyeung; Leatham, David J.; Sukcharoen, Kunlapath - In: Contemporary economics 9 (2015) 1, pp. 29-44

Given the emerging consensus from previous studies that crude oil and refined product (as well as crack spread) prices are cointegrated, this study examines the link between the crude oil spot and crack spread derivatives markets. Specifically, the usefulness of the two crack spread derivatives...

Persistent link: https://www.econbiz.de/10010520870

Sources of volatility during four oil price crashes

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A comparative analysis of the dynamic relationship between oil prices and exchange rates

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An information diffusion-based model of oil futures price

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Persistent link: https://www.econbiz.de/10009724648

OPEC news announcements : effects on oil price expectation and volatility

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Persistent link: https://www.econbiz.de/10009687967

On the volatility-volume relationship in energy futures markets using intraday data

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