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Conditional correlations and volatility spillovers between crude oil and stock index returns

Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010

Persistent link: https://www.econbiz.de/10008669344

Conditional correlations and volatility spillovers between crude oil and stock index returns

Tansuchat, Roengchai; Chang, Chia-Lin; McAleer, Michael - 2010

Persistent link: https://www.econbiz.de/10003987330

Valuing long-term commodity assets

Schwartz, Eduardo S. - In: Journal of energy finance & development 3 (1998) 2, pp. 85-99

Persistent link: https://www.econbiz.de/10001445708

Commodity forward curve dynamics with inventory information

Vicedom, Sebastian - In: Essays in finance : commodity derivatives, volatility …, (pp. 8-49). 2016

Persistent link: https://www.econbiz.de/10011646898

Chain of Cointegration in the Refined Products Market : From Crude Oil Spot to Gasoline Futures

Ghoddusi, Hamed - 2017

futures prices of gasoline and the spot prices of two major types of crude oil (i.e. WTI and Brent). The existence of … cointegration between prices in adjacent markets, crude oil spot and gasoline spot as well as gasoline spot and gasoline futures … cointegration in the chain of crude oil spot, gasoline spot, and gasoline futures markets. Among other results, we observe a bi …

Persistent link: https://www.econbiz.de/10012968539