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The lead-lag relationship between oil futures and spot prices : a literature review

Zavadska, Miroslava; Morales, Lucía; Coughlan, Joseph - In: International Journal of Financial Studies : open … 6 (2018) 4, pp. 1-22

Crude oil is the dominant energy resource worldwide. The focus of this paper is on its historical behaviour and subsequent implications for the global economy with an emphasis on the lead–lag relationship between spot and future prices. The paper examines the behaviour of oil spot and future...

Persistent link: https://www.econbiz.de/10011963975

WTI and Brent futures pricing structure

Scheitrum, Daniel P.; Carter, Colin Andre; Revoredo … - In: Energy economics 72 (2018), pp. 462-469

Persistent link: https://www.econbiz.de/10011972355

Mapping algorithms, agricultural futures, and the relationship between commodity investment flows and crude oil futures prices

Yan, Lei; Irwin, Scott H.; Sanders, Dwight R. - In: Energy economics 72 (2018), pp. 486-504

Persistent link: https://www.econbiz.de/10011972365

Informed trading in the WTI oil futures market

Rousse, Olivier; Sévi, Benoît - In: The energy journal 40 (2019) 2, pp. 139-159

Persistent link: https://www.econbiz.de/10012037434

Commodity financialization and sector ETFs : Evidence from crude oil futures

Liu, Pan; Vedenov, Dmitrij V.; Power, Gabriel J. - In: Research in international business and finance 51 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012208332

Covariance breakdowns and connectedness of crude oil futures markets with non-synchronous data

Luo, Jiawen; Chen, Langnan; Zhang, Weiguo - In: Applied economics 51 (2019) 5, pp. 422-443

Persistent link: https://www.econbiz.de/10012160576

Portfolio co-integration dynamics of metal and energy commodities : evidence from India

Purankar, Shriram Anil; Singh, Vipul Kumar - In: International journal of management practice : IJMP 10 (2017) 3, pp. 273-294

Persistent link: https://www.econbiz.de/10011796555

Crude oil futures trading and uncertainty

Czudaj, Robert L. - 2018

This paper examines the effect of different dimensions of uncertainty on expectations of WTI crude oil futures momentum traders at a daily level. We consider two concepts of uncertainty and two momentum trading indicators based on technical analysis. In addition, we also use wavelet techniques...

Persistent link: https://www.econbiz.de/10011979326

Timing strategy performance in the crude oil futures market

Taylor, Nicholas - In: Energy economics 66 (2017), pp. 480-492

Persistent link: https://www.econbiz.de/10011896554

Forecasting crude oil futures market returns : a principal component analysis combination approach

Zhang, Yaojie; Wang, Yudong - In: International journal of forecasting 39 (2023) 2, pp. 659-673

Persistent link: https://www.econbiz.de/10014465079