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Along the forward curve for natural gas : unobservable shocks and dynamic correlations
Spargoli, Fabrizio (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003521058
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The co-movements along the forward curve of natural gas futures: a structural view
Spargoli, Fabrizio (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003762669
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A note on the conditional correlation between energy prices : evidence from future markets
Marzo, Massimiliano; Zagaglia, Paolo - In: Energy economics 30 (2008) 5, pp. 2454-2458
Persistent link: https://www.econbiz.de/10003773784
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Macroeconomic factors and oil futures prices : a data-rich model
Zagaglia, Paolo - 2009
Persistent link: https://www.econbiz.de/10003803866
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Macroeconomic factors and oil futures prices : a data-rich model
Zagaglia, Paolo - In: Energy economics 32 (2010) 2, pp. 409-417
Persistent link: https://www.econbiz.de/10003954628
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Volatility forecasting for crude oil futures
Marzo, Massimiliano; Zagaglia, Paolo - In: Applied economics letters 17 (2010) 16/18, pp. 1587-1599
Persistent link: https://www.econbiz.de/10009232176