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Tse, Yiuman - In: International review of economics & finance : IREF 6 (1997) 1, pp. 49-56

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Taxation and the asymmetric adjustment of selected retail energy prices in the UK

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Unit root properties of crude oil spot and futures prices

Maslyuk, Svetlana; Smyth, Russell - 2007

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The joint dynamics of oil futures prices in the NYMEX and ICE : evidence from a structural GARCH model

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Does knowledge of the cost of carry model improve commodity futures prices forecasting ability? : A case study using the London Metal Exchange lead contract

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Does Knowledge of the Cost of Carry Model Improve Commodity Futures Price Forecasting Ability? A Case Study Using the London Metal Exchange Lead Contract

Heany, Richard - 2018

The use of futures prices to predict commodity cash prices is important both to practitioners and researchers yet the literature provides conflicting results on the ability of futures prices to predict cash prices. Brenner and Kroner [Journal of Financial and Quantitative Analysis 30 (1995) 23]...

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A bivariate Markov regime switching GARCH approach to estimate time varying minimum variance hedge ratios

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