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Limits to arbitrage and hedging : evidence from commodity markets
Acharya, Viral V.; Lochstoer, Lars A.; Ramadorai, Tarun - 2009
Persistent link: https://www.econbiz.de/10003856731
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Understanding recent oil price dynamics : a novel empirical approach
D'Ecclesia, Rita L.; Magrini, Emiliano; Montalbano, … - In: Energy economics 46 (2014), pp. 11-17
Persistent link: https://www.econbiz.de/10011299362
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Hedging langfristiger Lieferverpflichtungen mit kurzfristigen Futures : möglich oder unmöglich?
Bühler, Wolfgang; Korn, Olaf - 1998
Im Laufe des Jahres 1993 war die Metallgesellschaft Refining & Marketing (MGRM), eine US-amerikanische Tochtergesellschaft der Metallgesellschaft AG, in großem Umfang die Verpflichtung eingegangen, langfristig Öl zu Festpreisen zu liefern. Das dadurch entstehende Preisrisiko sollte über...
Persistent link: https://www.econbiz.de/10011441448
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Testing the efficiency of the futures market for crude oil in the presence of a structural break
Stevens, Jason; Lamirande, P. de - In: Applied economics 46 (2014) 31/33, pp. 4053-4059
Persistent link: https://www.econbiz.de/10010421854
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Limits to arbitrage and hedging : evidence from commodity markets
Acharya, Viral V.; Lochstoer, Lars A.; Ramadorai, Tarun - 2011
Persistent link: https://www.econbiz.de/10008934142
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International transmission of oil price effects and the derivation of optimal oil prices
Marquez, Jaime - 1983
Persistent link: https://www.econbiz.de/10002436894
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I mercati del petrolio e la loro volatilità
DiBenedetto, Fabio - 2001
Persistent link: https://www.econbiz.de/10001623892
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The role of futures and other energy-linked financial instruments
Rogers, Matt; Treat, John Elting - In: The energy journal (1994), pp. 279-288
Persistent link: https://www.econbiz.de/10001430751
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The Brent market and world oil prices
Horsnell, Paul - In: Energy in Europe : energy policies and trends in the … (1993), pp. 12-16
Persistent link: https://www.econbiz.de/10001243705
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Impact of future oil prices on stock and bond markets during the 1990-91 Persian Gulf crisis
Rathinasamy, R. S. - In: Finance India : the quarterly journal of Indian … 7 (1993) 2, pp. 309-314
Persistent link: https://www.econbiz.de/10001156586