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The relationship between spot and futures oil prices : do structural breaks matter?
Chen, Pei-fen; Lee, Chien-chiang; Zeng, Jhih-hong - In: Energy economics 43 (2014), pp. 206-217
Persistent link: https://www.econbiz.de/10010504823
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Higher moment risk premiums for the crude oil market : a downside and upside conditional decomposition
Fonseca, José da; Xu, Yahua - In: Energy economics 67 (2017), pp. 410-422
Persistent link: https://www.econbiz.de/10011897942
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Which determinant is the most informative in forecasting crude oil market volatility : fundamental, speculation, or uncertainty?
Wei, Yu; Liu, Jing; Lai, Xiaodong; Hu, Yang - In: Energy economics 68 (2017), pp. 141-150
Persistent link: https://www.econbiz.de/10011905038
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Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu; Ma, Feng; Hao, Jianyang; Gao, Xinxin - In: International review of financial analysis 76 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
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Commodity Variance Risk Premia and Expected Futures Returns : Evidence from the Crude Oil Market
Kang, Sang Baum - 2015
futures and options to hedge their exposure to commodity price and volatility risk; speculators provide liquidity and ask for …
Persistent link: https://www.econbiz.de/10013035319
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Does crude oil futures price really help to predict spot oil price? : new evidence from density forecasting
Bai, Lan; Li, Xiafei; Wei, Yu; Wei, Guiwu - In: International journal of finance & economics : IJFE 27 (2022) 3, pp. 3694-3712
Persistent link: https://www.econbiz.de/10013330741
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An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks : implications for forecasting
Patra, Saswat - In: International review of economics & finance : IREF 94 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014583719
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The convenience yield and the informational content of the oil futures price
Bernard, Jean-Thomas; Khalaf, Lynda; Kichian, Maral; … - In: The energy journal 36 (2015) 2, pp. 29-46
Persistent link: https://www.econbiz.de/10010528362
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Speculative behaviour and oil price predictability
Panopulu, Aikaterinē; Pantelidis, Theologos - In: Economic modelling 47 (2015), pp. 128-136
Persistent link: https://www.econbiz.de/10011438977
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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