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Volatility dynamics and seasonality in energy prices : implications for crack-spread price risk
Suenaga, Hiroaki; Smith, Aaron D. - In: The energy journal 32 (2011) 3, pp. 27-58
Persistent link: https://www.econbiz.de/10009309725
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Commodity spread option pricing and the economic fundamentals of crack spreads
Kolpakov, Ilya - 2014
Persistent link: https://www.econbiz.de/10010516044
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The dynamic relationship between energy commodities and bitcoin prices : evidence from the quantile ARDL approach
Sahar Afshan; Bint Nordin, Sabariah - In: International journal of trade and global markets 17 (2023) 2, pp. 201-220
Persistent link: https://www.econbiz.de/10014287226
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The dynamics of commodity spot and futures markets : a primer
Pindyck, Robert S. - In: The energy journal 22 (2001) 3, pp. 1-29
Persistent link: https://www.econbiz.de/10001594337
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Another perspective on gasoline price responses to crude oil price changes
Rahman, Sajjadur - In: Energy economics 55 (2016), pp. 10-18
Persistent link: https://www.econbiz.de/10011663074
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Oil vs. gasoline : the dark side of volatility and taxation
Aboura, Sofiane; Chevallier, Julien - In: Research in international business and finance 39 (2017), pp. 976-989
Persistent link: https://www.econbiz.de/10011912421
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Is hedging the crack spread no longer all it's cracked up to be?
Liu, Pan; Vedenov, Dmitrij V.; Power, Gabriel J. - In: Energy economics 63 (2017), pp. 31-40
Persistent link: https://www.econbiz.de/10011757817
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Crude oil and gasoline volatility risk into a Realized-EGARCH model
Ben Sita, Bernard - In: Review of quantitative finance and accounting 53 (2019) 3, pp. 701-720
Persistent link: https://www.econbiz.de/10012234368
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Crash of Crude Oil and Its Impact on Petrol Price of Asian Countries
Begum, Dr. Durdana; Sultana, Razia; Aleem, Dr. Syed Abdul - 2020
countries form to a large chunk of crude oil consumers. The recent instability among the crude oil prices have been moving … the behavior of retail petrol prices of select Asian countries in association to crude oil prices followed with an factual … changing crude oil prices with the retail selling price of petrol product among the select Asian countries. The study is …
Persistent link: https://www.econbiz.de/10014092253
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Daily seasonality in crude oil returns and volatilities
Auer, Benjamin R. - In: Energy economics 43 (2014), pp. 82-88
Persistent link: https://www.econbiz.de/10010504173