Search Results - subject:"oil futures markets"

The impact of COVID-19 on the interdependence between US and Chinese oil futures markets

Zhang, Yongmin; Ding, Shusheng; Shi, Haili - In: The journal of futures markets 42 (2022) 11, pp. 2041-2052

Persistent link: https://www.econbiz.de/10013465862

Functional volatility relationship analysis and prediction in international crude oil futures markets

Sun, Hao; Li, Xiaodong; Li, Zhouzhi; Fu, Qifeng - In: The journal of futures markets 44 (2024) 10, pp. 1581-1612

Persistent link: https://www.econbiz.de/10015110704

The power of investors' optimism and pessimism in oil market forecasting

Mustanen, Dmitri; Maaitah, Ahmad; Mishra, Tapas; Parhi, … - In: Energy economics 114 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10013477597

Estrategias dinámicas de cobertura cruzada eficiente para el mercado del petróleo mexicano : evidencia de dos modelos garch multivariados con término de corrección de error

Jesús Gutiérrez, Raúl <de> - In: Economía teoría y práctica 44 (2016), pp. 115-146

Persistent link: https://www.econbiz.de/10011583061

OPEC news and predictability of oil futures returns and volatility : evidence from a nonparametric causality-in-quantiles approach

Gupta, Rangan; Yoon, Seong-min - In: The North American journal of economics and finance : a … 45 (2018), pp. 206-214

Persistent link: https://www.econbiz.de/10012117774

The role of financial speculation in the energy future markets : a new time-varying coefficient approach

Li, Haiqi; Kim, Hyung-Gun; Park, Sung Y. - In: Economic modelling 51 (2015), pp. 112-122

Persistent link: https://www.econbiz.de/10011475857

The role of oil speculation on the economy : the problem with the view of Fattouth, Kilian, And Mahadeva

Ajuzie, Emmanuel I. S. - In: Journal of business & economics research 11 (2013) 8, pp. 367-371

Persistent link: https://www.econbiz.de/10009792995

Optimal dynamic hedging strategy with futures oil markets via FIEGARCH-EVT copula models

Ghorbel, Ahmed; Trabelsi, Abdelwahed - In: International Journal of Managerial and Financial Accounting 4 (2012) 1, pp. 1-28

The goal of this paper is to evaluate the hedging strategies performance of a range of copula and traditional methods for three spot and futures oil markets: WTI crude oil, propane and heating oil. Our contribution is two-fold. First, we model dependence structure between spot and futures oil...

Persistent link: https://www.econbiz.de/10010816748