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Backwardation in oil futures markets : theory and empirical evidence

Litzenberger, Robert H. - In: The journal of finance : the journal of the American … 50 (1995) 5, pp. 1517-1545

Persistent link: https://www.econbiz.de/10001191710

Nonlinear Intermediary Pricing in the Oil Futures Market

Bierbaumer, Daniel - 2018

We study the state-dependent trading behavior of financial intermediaries in the oil futures market, using structural vector autoregressions with Markov switching in heteroskedasticity. We decompose changes in futures price volatility into changes in the slopes of traders' demand curves and in...

Persistent link: https://www.econbiz.de/10012926240

Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications

Mensi, Walid; Aslan, Aylin; Vo Xuan Vinh; Kang, Sang Hoon - In: International review of economics & finance : IREF 83 (2023), pp. 219-232

Persistent link: https://www.econbiz.de/10014239971

Hedging pressure momentum and the predictability of oil futures returns

Yu, Dan; Chen, Chuang; Wang, Yudong; Zhang, Yaojie - In: Economic modelling 121 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014384325

Crude oil futures prices and foreign exchange markets

Alam, Md Rafayet; Forhad, Abdur Rahman; Islam, Mohammed … - In: Applied economics 56 (2024) 57, pp. 7636-7652

Persistent link: https://www.econbiz.de/10015135072

Volatility regimes, asymmetric basis effects and forecasting performance : an empirical investigation of the WTI crude oil futures market

Chang, Kuang-liang - In: Energy economics 34 (2012) 1, pp. 294-306

Persistent link: https://www.econbiz.de/10009618842

An empirical investigation of volatility of Indian spot and future prices of crude oil

Chhatwal, Hartika; Puri, Himanshu; Purohit, Harsh - In: Metamorphosis : a journal of management research 12 (2013) 2, pp. 54-66

Persistent link: https://www.econbiz.de/10010370462

Do net positions in the futures market cause spot prices of crude oil?

Ding, Haoyuan; Kim, Hyung-gun; Park, Sung Y. - In: Economic modelling 41 (2014), pp. 174-190

Persistent link: https://www.econbiz.de/10010438365

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

The volatility structure of oil futures market returns : an empirical investigation

Lian, Yu-Min; Liao, Szu-Lang - In: Investment management and financial innovations 12 (2015) 2, pp. 16-25

Persistent link: https://www.econbiz.de/10011500134

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