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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
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Efficient estimation and testing of oil futures contracts in a mutual offset system
McAleer, Michael; Sequeira, John M. - In: Applied financial economics 14 (2004) 13, pp. 953-962
Persistent link: https://www.econbiz.de/10002195488
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The oil industry's response to new avenues in futures trading
Hunsader, Kenneth J.; Dickens, Ross N. - In: Applied financial economics 21 (2011) 4/6, pp. 401-413
Persistent link: https://www.econbiz.de/10009124542
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Modelling time-vaying conditionl correlations in the volatility of Tapus oil spot and forward returns
Manera, Matteo; McAleer, Michael; Grasso, Margherita - In: Applied financial economics 16 (2006) 7, pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
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Trading futures spreads : an application of correlation and threshold filters
Dunis, C. L.; Laws, Jason; Evans, Ben - In: Applied financial economics 16 (2006) 12, pp. 903-914
Persistent link: https://www.econbiz.de/10003377844
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Hedging effectiveness and futures contract maturity : the case of NYMEX crude oil futures
Ripple, Ronald D.; Moosa, Imad A. - In: Applied financial economics 17 (2007) 7/9, pp. 683-689
Persistent link: https://www.econbiz.de/10003491216