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volatility of carbon emissions, it is not surprising that crude oil and coal have recently become a very important research topic …. For the USA, daily spot and futures prices are available for crude oil and coal, but there are no daily spot or futures … causality and volatility spillovers in spot and futures prices of carbon emissions, crude oil, and coal. A likelihood ratio test …
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US dairy futures markets of milk, butter, cheese, and dry whey exhibit unique volatility patterns under the Federal … information is released. The price information uncertainty has a strong positive impact on price volatility across all dairy … commodities. We provide evidence that the COVID-19 pandemic increases the volatility for dairy commodities. It also reduces the …
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This study investigates the price formation of electricity futures at the European Energy Exchange (EEX) and aims at understanding the price formation in connection with interrelated futures markets such as ARA coal at the Intercontinental Exchange (ICE), natural gas at the Title Transfer...
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We examine the response of ICE Brent Crude futures to the spot Dated Brent benchmark published by Platts. Trading activity in the futures market intensifies during the benchmark assessment. We also find trading in the direction of the published benchmark during the price assessment window....
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Energy futures have become important as alternative investment assets to minimize the volatility of portfolio return …
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