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How do China's petrochemical markets react to oil price jumps? : a comparative analysis of stocks and commodities
Liu, Feng; Shuai, Shao; Zhang, Chuanguo - In: Energy economics 92 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012520101
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Limits to arbitrage and hedging : evidence from commodity markets
Acharya, Viral V.; Lochstoer, Lars A.; Ramadorai, Tarun - 2009
Persistent link: https://www.econbiz.de/10003856731
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Bidirectional causality in oil and gas markets
Halova Wolfe, Marketa; Rosenman, Robert E. - In: Energy economics 42 (2014), pp. 325-331
Persistent link: https://www.econbiz.de/10010503586
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Limits to arbitrage and hedging : evidence from commodity markets
Acharya, Viral V.; Lochstoer, Lars A.; Ramadorai, Tarun - 2011
Persistent link: https://www.econbiz.de/10008934142
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Hedgers, funds, and small speculators in the energy futures markets : an analysis of the CFTC's Commitments of Traders reports
Sanders, Dwight R.; Boris, Keith; Manfredo, Mark - In: Energy economics 26 (2004) 3, pp. 425-445
Persistent link: https://www.econbiz.de/10002132603
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Volatility in natural gas and oil markets
Pindyck, Robert S. - In: The Journal of energy and development 30 (2004) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10002235616
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Price and volatility spillovers between crude oil and natural gas markets in Europe and Japan-Korea
Perifanis, Theodosios; Dagoumas, Athanasios - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 5, pp. 432-446
Persistent link: https://www.econbiz.de/10012506482
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Trading time seasonality in commodity futures : an opportunity for arbitrage in the natural gas and crude oil markets?
Ewald, Christian; Haugom, Erik; Lien, Gudbrand; … - In: Energy economics 115 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013541776
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Commodity connectedness of the petrochemical industrial chain : a novel perspective of "good" and "bad" volatility surprises
Yang, Jie; Feng, Yun; Yang, Hao - In: Finance research letters 67 (2024) 2, pp. 1-8
Persistent link: https://www.econbiz.de/10015062454
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Theory of storage : an empirical assessment of the European natural gas market
Stronzik, Marcus (contributor);  … - 2008
We analyze the relation between European natural gas storage facilities and price patterns at major trading points, considering the theory of storage to derive a testable hypothesis imposed by the non-arbitrage condition. To model the efficiency of the natural gas market, we apply two indirect...
Persistent link: https://www.econbiz.de/10003779200