Search Results - subject:"petroleum futures"

The connectedness in the world petroleum futures markets using a Quantile VAR approach

Jena, Sangram Keshari; Tiwari, Aviral Kumar; Abakah, … - In: Journal of commodity markets 27 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10014276628

Modelling the volatility of TOCOM energy futures : a regime switching realised volatility approach

Alizadeh-Masoodian, Amir H.; Huang, Chih-Yueh; Marsh, Ian - In: Energy economics 93 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012643308

Forecasting volatility in the petroleum futures markets : a re-examination and extension

Hasanov, Akram Shavkatovich; Shaiban, Mohammed Sharaf; … - In: Energy economics 86 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012511802

Hedging Petroleum Futures with Multivariate GARCH Models

Bunnag, Tanattrin - In: International Journal of Energy Economics and Policy 5 (2015) 1, pp. 105-120

This paper examined the petroleum futures volatility comovements and spillovers for crude oil, gasoline, heat oil and …

Persistent link: https://www.econbiz.de/10011122118

Hedging petroleum futures with multivariate GARCH models

Tanattrin Bunnag - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 1, pp. 105-120

Persistent link: https://www.econbiz.de/10011287161

The relationships between petroleum and stock returns : an asymmetric dynamic equi-correlation approach

Pan, Zhiyuan; Wang, Yudong; Liu, Li - In: Energy economics 56 (2016), pp. 453-463

Persistent link: https://www.econbiz.de/10011664485

Modeling and forecasting the volatility of petroleum futures prices

Kang, Sang Hoon; Yoon, Seong-Min - In: Energy Economics 36 (2013) C, pp. 354-362

We investigate volatility models and their forecasting abilities for three types of petroleum futures contracts traded … no unique model for all three types of petroleum futures contracts, suggesting that investors should be careful when … measuring and forecasting the volatility (risk) of petroleum futures markets. …

Persistent link: https://www.econbiz.de/10010616864

Modeling and forecasting the volatility of petroleum futures prices

Kang, Sang Hoon; Yoon, Seong-min - In: Energy economics 36 (2013), pp. 354-362

Persistent link: https://www.econbiz.de/10009724686

Forecasting Accuracy of Crude Oil Futures Prices

Kumar, Manmohan S. - International Monetary Fund (IMF) - 1991

This paper undertakes an investigation into the efficiency of the crude oil futures market and the forecasting accuracy of futures prices. Efficiency of the market is analysed in terms of the expected excess returns to speculation in the futures market. Accuracy of futures prices is compared...

Persistent link: https://www.econbiz.de/10005599690

Les opérations de Metallgesellschaft sur les marchés à terme de produits pétroliers:spéculation ou couverture ?

Lautier, Delphine - In: Revue Finance Contrôle Stratégie 1 (1998) 3, pp. 107-129

An analysis focusing on the financial aspects is proposed for the strategy initiated by Metallgesellschaft (MG) in 1993-94 on American petroleum markets. According to a specific definition of hedging, and on the basis of a detailed survey of the facts, this strategy is described as speculative....

Persistent link: https://www.econbiz.de/10005263542