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The convenience yield and the informational content of the oil futures price

Bernard, Jean-Thomas; Khalaf, Lynda; Kichian, Maral; … - In: The energy journal 36 (2015) 2, pp. 29-46

Persistent link: https://www.econbiz.de/10010528362

Predicting daily oil prices : linear and non-linear models

Dbouk, Wassim; Jamali, Ibrahim - In: Research in international business and finance 46 (2018), pp. 149-165

Persistent link: https://www.econbiz.de/10011983600

Forecasting volatility in the petroleum futures markets : a re-examination and extension

Hasanov, Akram Shavkatovich; Shaiban, Mohammed Sharaf; … - In: Energy economics 86 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012511802

The forecasting efficacy of risk-neutral mopments for crude oil volatility

Chatrath, Arjun; Miao, Hong; Ramchander, Sanjay; Wang, … - In: Journal of forecasting 34 (2015) 3, pp. 177-190

Persistent link: https://www.econbiz.de/10011305272

Modeling and forecasting the volatility of petroleum futures prices

Kang, Sang Hoon; Yoon, Seong-min - In: Energy economics 36 (2013), pp. 354-362

Persistent link: https://www.econbiz.de/10009724686

Speculative behaviour and oil price predictability

Panopulu, Aikaterinē; Pantelidis, Theologos - In: Economic modelling 47 (2015), pp. 128-136

Persistent link: https://www.econbiz.de/10011438977

What do market-calibrated stochastic processes indicate about the long-term price of crude oil?

Hahn, Warren J.; DiLellio, James A.; Dyer, James S. - In: Energy economics 44 (2014), pp. 212-221

Persistent link: https://www.econbiz.de/10010457221

Oil Price Forecasting Using Crack Spread Futures and Oil Exchange Traded Funds

Choi, Hankyeung - 2015

Given the emerging consensus from previous studies that crude oil and refined product (as well as crack spread) prices are cointegrated, this study examines the link between the crude oil spot and crack spread derivatives markets. Specifically, the usefulness of the two crack spread derivatives...

Persistent link: https://www.econbiz.de/10013023098

Commodity Variance Risk Premia and Expected Futures Returns : Evidence from the Crude Oil Market

Kang, Sang Baum - 2015

futures and options to hedge their exposure to commodity price and volatility risk; speculators provide liquidity and ask for …

Persistent link: https://www.econbiz.de/10013035319

An Introduction to Oil Market Volatility Analysis

Matar, Walid; Al-Fattah, Saud; Atalla, Tarek; Pierru, Axel - 2012

Modeling and forecasting crude oil price volatility is crucial in many financial and investment applications. The main … purpose of this paper is to review and assess the current state of oil market volatility knowledge. It highlights the … properties and characteristics of the oil price volatility that models seek to capture, and discuss the different modeling …

Persistent link: https://www.econbiz.de/10014162322