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~person:"Lee, Chien-chiang"
~subject:"Commodity derivative"
~subject:"Electric power industry"
~subject:"Share price"
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Commodity derivative
Electric power industry
Share price
Oil market
4
Rohstoffderivat
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Spot market
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Spotmarkt
4
Ölmarkt
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Cointegration
3
Kointegration
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Oil price
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Ölpreis
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Börsenkurs
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Commodity exchange
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Derivat
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Derivative
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Estimation
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Futures prices
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Schätzung
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Causality
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Crude oil
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Efficient market hypothesis
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Oil price, spot and futures prices
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Lee, Chien-chiang
McAleer, Michael
22
Chang, Chia-Lin
10
Hooi Hooi Lean
9
Weron, Rafał
9
Wong, Wing Keung
9
Benth, Fred Espen
7
Tansuchat, Roengchai
6
Trück, Stefan
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Christiano, Lawrence J.
5
Leduc, Sylvain
5
Moran, Kevin
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Nowotarski, Jakub
5
Vigfusson, Robert J.
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Chari, Varadarajan V.
4
Ciarreta, Aitor
4
Ruiz, Carlos
4
Srinivasan, P.
4
Touzi, Nizar
4
Zarraga, Ainhoa
4
Bennedsen, Mikkel
3
Bunn, Derek W.
3
Cifarelli, Giulio
3
Coutinho, Paulo C.
3
Do, Hung Xuan
3
Gruet, Pierre
3
Hurn, Stan
3
Ignatieva, Ekaterina
3
Jamasb, Tooraj
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Lyu, Chenyan
3
Mallikarjunappa, T.
3
Muniain, Peru
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Nepal, Rabindra
3
Paladino, Giovanna
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Palaniappan Shanmugam, Velmurugan
3
Roache, Shaun K.
3
Sakthivel, P.
3
Schulmeister, Stephan
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Re-examining the movements of crude oil spot and futures prices over time
Holmes, Mark J.
;
Otero, Jesús G.
- In:
Energy economics
82
(
2019
),
pp. 224-236
Persistent link: https://www.econbiz.de/10012173925
Saved in:
2
Do oil spot and futures prices move together?
Chang, Chun Ping
;
Lee, Chien-chiang
- In:
Energy economics
50
(
2015
),
pp. 379-390
Persistent link: https://www.econbiz.de/10011564138
Saved in:
3
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
Saved in:
4
Revisiting the relationship between spot and futures oil prices : evidence from quantile cointegrating regression
Lee, Chien-chiang
;
Zeng, Jhih-hong
- In:
Energy economics
33
(
2011
)
5
,
pp. 924-935
Persistent link: https://www.econbiz.de/10009382987
Saved in:
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