Search Results - subject:"Futures Prices"

The convenience yield under commodity financialization

Milonas, Nikolaos T.; Photina, Evangelia K. - In: The journal of futures markets 44 (2024) 4, pp. 631-652

Persistent link: https://www.econbiz.de/10014536663

The relationship between oil prices and stock prices of the European renewable energy companies: A Vector Autoregressive analysis

Slatinaa, Enis; Lazovic-Pita, Lejla; Abdić, Ademir; … - In: Naše gospodarstvo / Our Economy 69 (2023) 4, pp. 1-11

This article aims to examine the potential relationship between Brent crude oil futures prices and the index of the … eight years (2015-2022). Our results indicate a positive correlation between Brent crude oil futures prices and the value of …

Persistent link: https://www.econbiz.de/10014520652

From COVID-19 to Resilience: Quantitative Methods in Economics and Business

Novickytė, Lina (contributor); Droždz, Jolanta (contributor) - 2023

The present reprint contains 11 articles accepted for publication and published in the Special Issue From COVID-19 to Resilience: Quantitative Methods in Economics and Business of the MDPI Mathematics journal. These articles cover a wide range of topics analyzing economics and business...

Persistent link: https://www.econbiz.de/10014520975

The relationship between oil prices and stock prices of the European renewable energy companies : a Vector Autoregressive analysis

Slatinaa, Enis; Lazovic-Pita, Lejla; Abdić, Ademir; … - In: Naše gospodarstvo : NG 69 (2023) 4, pp. 1-11

Persistent link: https://www.econbiz.de/10014476554

Betting on black gold : oil speculation and U.S. inflation : 2020-2022

Breman, Carlotta; Storm, Servaas - In: International journal of political economy : a journal … 52 (2023) 2, pp. 153-180

Persistent link: https://www.econbiz.de/10014330895

Financialization, common stochastic trends, and commodity prices

Kupabado, Moses M.; Kaehler, Juergen - In: Journal of Futures Markets 41 (2021) 12, pp. 1988-2008

effects of shocks to the common stochastic trends in the index positions, the spot and futures prices of Chicago corn and …

Persistent link: https://www.econbiz.de/10014485887

Investigating seasonality, policy intervention and forecasting in the Indian gold futures market : a comparison based on modeling non-constant variance using two different methods

Nargunam, Rupel; Wei, William W. S.; Anuradha, N. - In: Financial innovation : FIN 7 (2021), pp. 1-15

and the ARIMA/GARCH modelling method to compare the forecast performance on the gold futures prices. The results from the …

Persistent link: https://www.econbiz.de/10012617371

Can we forecast daily oil futures prices? Experimental evidence from convolutional neural networks

Luo, Zhaojie; Cai, Xiaojing; Tanaka, Katsuyuki; … - In: Journal of Risk and Financial Management 12 (2019) 1, pp. 1-13

-term crude oil futures prices with good performance. In our study, we confirm that artificial intelligence (AI)-based deep …

Persistent link: https://www.econbiz.de/10012611083

Wavering interactions between commodity futures prices and us dollar exchange rates

Orłowski, Lucjan T.; Sywak, Monika - In: Quantitative finance and economics 3 (2019) 2, pp. 221-243

Persistent link: https://www.econbiz.de/10012176462

Can we forecast daily oil futures prices? : experimental evidence from convolutional neural networks

Luo, Zhaojie; Cai, Xiaojing; Tanaka, Katsuyuki; … - In: Journal of risk and financial management : JRFM 12 (2019) 1/9, pp. 1-13

-term crude oil futures prices with good performance. In our study, we confirm that artificial intelligence (AI)-based deep …

Persistent link: https://www.econbiz.de/10011961566