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Risk arbitrage opportunities in petroleum futures spreads

Girma, Paul Berhanu; Paulson, Albert S. - In: The journal of futures markets 19 (1999) 8, pp. 931-955

Persistent link: https://www.econbiz.de/10001443478

Seasonality in petroleum futures spreads

Girma, Paul Berhanu - In: The journal of futures markets 18 (1998) 5, pp. 581-598

Persistent link: https://www.econbiz.de/10001247302

Risk Arbitrage Opportunities in Petroleum Futures Spreads

Girma, Paul Berhanu; Paulson, Albert S. - In: The journal of futures markets 19 (1999) 8, pp. 931-956

Persistent link: https://www.econbiz.de/10006840700

Risk arbitrage opportunities in petroleum futures spreads

Girma, Paul Berhanu; Paulson, Albert S. - In: Journal of Futures Markets 19 (1999) 8, pp. 931-955

This article investigates the long‐term pricing relationship among crude oil, unleaded gasoline, and heating oil futures prices, and finds that these commodities futures prices are cointegrated. The study finds that the spreads between crude oil and its end products are stationary....

Persistent link: https://www.econbiz.de/10011196952

Seasonality in petroleum futures spreads

Girma, Paul Berhanu; Paulson, Albert S. - In: Journal of Futures Markets 18 (1998) 5, pp. 581-598

Persistent link: https://www.econbiz.de/10011197099

Do heating oil prices adjust asymmetrically to changes in crude oil prices

Girma, Paul Berhanu - In: Journal of business & economics research 9 (2011) 7, pp. 1-7

Persistent link: https://www.econbiz.de/10009267698

Do heating oil prices adjust asymmetrically to changes in crude oil prices

Girma, Paul Berhanu - In: Journal of business & economics research 9 (2011) 7, pp. 1-7

Persistent link: https://www.econbiz.de/10009887362

Sources of variability in global equity returns

Sener, Tulin; Girma, Paul Berhanu - In: International business and economics research journal 9 (2010) 9, pp. 99-108

Persistent link: https://www.econbiz.de/10009307738

Modified Net Present Value (MNPV): a new technique for capital budgeting

McClure, Kenneth G.; Girma, Paul Berhanu - In: Zagreb international review of economics & business 7 (2004) Spec.issue, pp. 67-82

Persistent link: https://www.econbiz.de/10002637377

An empirical examination of the relation between futures spreads volatility, volume, and open interest

Girma, Paul Berhanu; Mougoué, Mbodja - In: The journal of futures markets 22 (2002) 11, pp. 1083-11102

Persistent link: https://www.econbiz.de/10001713578