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Brent crude oil prices volatility during major crises

Zavadska, Miroslava; Morales, Lucía; Coughlan, Joseph - In: Finance research letters 32 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012430662

The diminishing hedging role of crude oil : evidence from time varying financialization

Sharma, Shahil; Rodriguez, Ivan - In: Journal of multinational financial management 52/53 (2019), pp. 1-17

Persistent link: https://www.econbiz.de/10012314778

Forecasting oil prices : high-frequency financial data are indeed useful

Degiannakis, Stavros; Filis, George - In: Energy economics 76 (2018), pp. 388-402

Persistent link: https://www.econbiz.de/10011976685

Is efficiency of crude oil market affected by multifractality? : evidence from the WTI crude oil market

Gu, Rongbao; Zhang, Bing - In: Energy economics 53 (2016), pp. 151-158

Persistent link: https://www.econbiz.de/10011660491

Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility

Baum, Christopher F.; Zerilli, Paola - In: Energy economics 53 (2016), pp. 175-181

Persistent link: https://www.econbiz.de/10011660506

Risk Premia in Crude Oil Futures Prices

Hamilton, James D. - 2013

If commercial producers or financial investors use futures contracts to hedge against commodity price risk, the arbitrageurs who take the other side of the contracts may receive compensation for their assumption of nondiversifiable risk in the form of positive expected returns from their...

Persistent link: https://www.econbiz.de/10012459606