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The informational content of inventory announcements : intraday evidence from crude oil futures market

Ye, Shiyu; Karali, Berna - In: Energy economics 59 (2016), pp. 349-364

Persistent link: https://www.econbiz.de/10011699677

An empirical analysis of the impact of crude oil spot and futures prices volatility on the development of African equity markets

Bakare, Ibrahim A. O.; Quadry, Mahmud O.; Mohammad … - In: Economic and environmental studies : a journal for … 18 (2018) 1, pp. 31-46

This study focused on the impact of crude oil, crude palm oil spot and futures of prices on African equity markets. It draws on daily data from January 2000 till July 2013, obtained from Bloomberg. The study employed Vector Error Correction (VEC). Findings from the econometric analysis show that...

Persistent link: https://www.econbiz.de/10011872980

The state-dependent trading behavior of banks in the oil futures market

Bierbaumer, Daniel; Rieth, Malte; Velinov, Anton - In: Journal of economic behavior & organization : JEBO 191 (2021), pp. 1011-1024

Persistent link: https://www.econbiz.de/10013186676

Nonlinear Intermediary Pricing in the Oil Futures Market

Bierbaumer, Daniel - 2018

vector autoregressions with Markov switching in heteroskedasticity. We decompose changes in futures price volatility into … and increases the hedging costs of producers and processors of oil when volatility is high …

Persistent link: https://www.econbiz.de/10012926240