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Speculation in commodity futures markets, inventories and the price of crude oil
Byun, Sung Je - In: The energy journal 38 (2017) 5, pp. 93-113
Persistent link: https://www.econbiz.de/10011791800
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Time-to-maturity and commodity futures return volatility : the role of time-varying asymmetric information
Phan Hoang Long; Zurbruegg, Ralf; Brockman, Paul; Yu, … - In: Journal of commodity markets 26 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013450908
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The "necessary evil" in Chinese commodity markets
Fan, John Hua; Mo, Di; Zhang, Tingxi - In: Journal of commodity markets 25 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013204452
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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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Understanding dynamic conditional correlations between oil, natural gas and non-energy commodity futures markets
Behmiri, Niaz Bashiri; Manera, Matteo; Nicolini, Marcella - In: The energy journal 40 (2019) 2, pp. 55-76
Persistent link: https://www.econbiz.de/10012037403
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Short-to mid-term day-ahead electricity price forecasting using futures
Steinert, Rick; Ziel, Florian - In: The energy journal 40 (2019) 1, pp. 105-127
Persistent link: https://www.econbiz.de/10011970839
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Financial speculation in energy and agriculture futures markets : a multivariate GARCH approach
Manera, Matteo; Nicolini, Marcella; Vignatti, Ilaria - In: The energy journal 34 (2013) 3, pp. 55-81
Persistent link: https://www.econbiz.de/10009771887
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Jump processes in the market for crude oil
Wilmot, Neil A.; Mason, Charles F. - In: The energy journal 34 (2013) 1, pp. 33-48
Persistent link: https://www.econbiz.de/10009714590
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Commodity futures return predictability and intertemporal asset pricing
Cotter, John; Eyiah-Donkor, Emmanuel; Potì, Valerio - In: Journal of commodity markets 31 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014477804
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Forecasting volatility in commodity markets with long-memory models
Alfeus, Mesias; Nikitopoulos, Christina Sklibosios - In: Journal of commodity markets 28 (2022), pp. 1-29
Persistent link: https://www.econbiz.de/10014335250