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Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning, (2023)
Volatility regimes, asymmetric basis effects and forecasting performance : an empirical investigation of the WTI crude oil futures market
Chang, Kuang-liang, (2012)
A fear index to predict oil futures returns
Chevallier, Julien, (2013)
Daily price adjustments in the US market for natural gas
Bopp, Anthony Eugene, (2000)
Topics in nonparametric comparative statics and stability
Lady, George M., (2000)
Robust economic models
Lady, George M., (1995)