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Are petroleum futures prices good predictors of cash value?
Bopp, Anthony Eugene - In: The journal of futures markets 7 (1987) 6, pp. 705-719
Persistent link: https://www.econbiz.de/10001149651
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The Predictive Content of Energy Futures : An Update on Petroleum, Natural Gas, Heating Oil and Gasoline
Chinn, Menzie David - 2014
This paper examines the relationship between spot and futures prices for energy commodities (crude oil, gasoline, heating oil markets and natural gas). In particular, we examine whether futures prices are (1) an unbiased and/or (2) accurate predictor of subsequent spot prices. We find that while...
Persistent link: https://www.econbiz.de/10012752621
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The Predictive Content of Energy Futures : An Update on Petroleum, Natural Gas, Heating Oil and Gasoline
Chinn, Menzie D. - 2005
This paper examines the relationship between spot and futures prices for energy commodities (crude oil, gasoline, heating oil markets and natural gas). In particular, we examine whether futures prices are (1) an unbiased and/or (2) accurate predictor of subsequent spot prices. We find that while...
Persistent link: https://www.econbiz.de/10012467654
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Global scenarios for fuel oil utilisation under new sulphur and carbon regulations
Alshammari, Yousef M.; Benmerabet, Moufid - In: OPEC energy review 41 (2017) 4, pp. 261-285
Persistent link: https://www.econbiz.de/10011791054
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A reappraisal of the chaotic paradigm for energy commodity prices
Mastroeni, Loretta; Vellucci, Pierluigi; Naldi, Maurizio - In: Energy economics 82 (2019), pp. 167-178
Persistent link: https://www.econbiz.de/10012173910
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Is economic policy uncertainty important to forecast the realized volatility of crude oil futures?
Ma, Feng; Wahab, M. I. M.; Liu, Jing; Liu, Li - In: Applied economics 50 (2018) 18, pp. 2087-2101
Persistent link: https://www.econbiz.de/10011849647
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Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano; Chang, Chia-Lin; McAleer, Michael - In: International review of economics & finance : IREF 59 (2019), pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
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Forecasting realized volatility of crude oil futures with equity market uncertainty
Wen, Fenghua; Zhao, Yupei; Zhang, Minzhi; Hu, Chunyang - In: Applied economics 51 (2019) 59, pp. 6411-6427
Persistent link: https://www.econbiz.de/10012197349
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Forecasting oil price realized volatility using information channels from other asset classes
Degiannakis, Stavros; Filis, George - In: Journal of international money and finance 76 (2017), pp. 28-49
Persistent link: https://www.econbiz.de/10011788055
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Predictability of crude oil prices : an investor perspective
Liu, Li; Wang, Yudong; Yang, Li - In: Energy economics 75 (2018), pp. 193-205
Persistent link: https://www.econbiz.de/10011974002