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Convenience yield, mean reverting prices, and long memory in the petroleum market

Mazaheri, A. - In: Applied financial economics 9 (1999) 1, pp. 31-50

Persistent link: https://www.econbiz.de/10001363837

Risikomanagement im Energiehandel : Grundlagen, Techniken und Absicherungsstrategien für den Einsatz von Derivaten

Bergschneider, Claus; Karasz, Michael; Schumacher, Ralf - 1999

Persistent link: https://www.econbiz.de/10001391906

Price changes from transaction to transaction : a measure of liquidity in futures markets

Thompson, Sarahelen Remington - 1984

Persistent link: https://www.econbiz.de/10001399778

Bewertung und Hedging von Terminkontrakten auf Mineralöl

Korn, Olaf - 2000 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001446924

The Role of Financial Investments in Agricultural Commodity Derivatives Markets

Borin, Alessandro - 2012

This paper investigates the relationship between futures prices and financial investments in derivatives of the main agricultural commodities. We first provide a broad picture of how these markets function and how they have evolved, showing that traders who deal mostly in commodity index...

Persistent link: https://www.econbiz.de/10013108352

Impact of U.S Financial Market Deregulation on Commodity Derivatives Market : An Overview

Palaniappan Shanmugam, Velmurugan - 2017

spillover effect from one futures market to other markets across the world is well researched and documented. Especially several … dissemination to the rest to the world. The information of price, market return and volatility that is prevailing in U.S market is … world is looking at it for taking corrective measures. To conclude, it is not the failure of the derivatives market but it …

Persistent link: https://www.econbiz.de/10012955544

The Impact of Commodity Benchmarks on Derivatives Markets : The Case of the Dated Brent Assessment and Brent Futures

Frino, Alex - 2018

We examine the response of ICE Brent Crude futures to the spot Dated Brent benchmark published by Platts. Trading activity in the futures market intensifies during the benchmark assessment. We also find trading in the direction of the published benchmark during the price assessment window....

Persistent link: https://www.econbiz.de/10012936590

When Pep comes calling, the oil market answers : the effect of football player transfer movements on abnormal fluctuations in oil price futures

Do, Hung Xuan; Nguyen, Quan M. P.; Nepal, Rabindra; … - In: Energy economics 100 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012990255

Brent crude oil spot and futures prices : structural break insights

Zavadska, Miroslava; Morales, Lucía; Coughlan, Joseph - In: The journal of energy markets 12 (2019) 4, pp. 31-52

Persistent link: https://www.econbiz.de/10012589651

Roles of commodity futures derivatives and financial crises in global food security

Sosoo, Victor Edem; Okorie, David Iheke; Chen, Haiqiang - In: Economic and political studies : EPS 9 (2021) 3, pp. 336-357

Persistent link: https://www.econbiz.de/10012622590