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New empirical evidence in support of the theory of price volatility of storable commodities under rational expectations in spot and futures markets

Goetz, Cole; Miljkovic, Dragan; Barabanov, Nikita - In: Energy economics 100 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10012990234

Asymmetric price volatility transmission between U.S. biofuel, corn, and oil markets

Saghaian, Sayed; Nemati, Mehdi; Walters, Cory; Chen, Bo - In: Journal of agricultural and resource economics : JARE ; … 43 (2018) 1, pp. 46-60

Persistent link: https://www.econbiz.de/10011833454

Betting on black gold : oil speculation and U.S. inflation : 2020-2022

Breman, Carlotta; Storm, Servaas - In: International journal of political economy : a journal … 52 (2023) 2, pp. 153-180

Persistent link: https://www.econbiz.de/10014330895

Cointegration and price discovery in US corn cash and futures markets

Xu, Xiaojie - In: Empirical economics : a journal of the Institute for … 55 (2018) 4, pp. 1889-1923

Persistent link: https://www.econbiz.de/10011950344

Revisiting the relationship between spot and futures oil prices : evidence from quantile cointegrating regression

Lee, Chien-chiang; Zeng, Jhih-hong - In: Energy economics 33 (2011) 5, pp. 924-935

Persistent link: https://www.econbiz.de/10009382987

Market efficiency of oil spot and futures : a mean-variance and stochastic dominance approach

Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - In: Energy economics 32 (2010) 5, pp. 979-986

Persistent link: https://www.econbiz.de/10008934355

Forecasting oil price movements : exploiting the information in the futures market

Coppola, Andrea - In: The journal of futures markets 28 (2008) 1, pp. 34-56

Persistent link: https://www.econbiz.de/10003746338

Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA

Chang, Chia-Lin; McAleer, Michael; Zuo, Guangdong - 2017 - Revised: May 2017

elsewhere is from burning fossil fuels for electricity, heat, and transportation. The price of fuel influences carbon emissions …, but the price of carbon emissions can also influence the price of fuel. Owing to the importance of carbon emissions and …

Persistent link: https://www.econbiz.de/10011658757

Crude oil market efficiency and modeling : insights from the multiscaling autocorrelation pattern

Alvarez-Ramirez, Jose; Alvarez, Jesus; Solís Rosales, … - In: Energy economics 32 (2010) 5, pp. 993-1000

Persistent link: https://www.econbiz.de/10008934345

Volatility Spillovers between Spot and Futures Markets : An Empirical Study on U.S. Agricultural Commodities

Palaniappan Shanmugam, Velmurugan - 2017

price discovery and reduce price variability through hedging activities. After having outlined the present status of U … during 2006-2011, which experienced price spikes and price distortions. Hence, we conclude that huge in-flow of funds into …

Persistent link: https://www.econbiz.de/10012955545

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