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The journal of futures markets
Energy economics
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Minimum variance cross hedging under mean-reverting spreads, stochastic convenience yields, and jumps : application to the airline industry
Bertus, Mark
;
Godbey, Jonathan
;
Hilliard, Jimmy E.
- In:
The journal of futures markets
29
(
2009
)
8
,
pp. 736-756
Persistent link: https://www.econbiz.de/10003897846
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2
Risk arbitrage opportunities in petroleum futures spreads
Girma, Paul Berhanu
;
Paulson, Albert S.
- In:
The journal of futures markets
19
(
1999
)
8
,
pp. 931-955
Persistent link: https://www.econbiz.de/10001443478
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3
Price discovery in petroleum markets : arbitrage, cointegration, and the time interval of analysis
Schwarz, Thomas V.
- In:
The journal of futures markets
14
(
1994
)
2
,
pp. 147-167
Persistent link: https://www.econbiz.de/10001169804
Saved in:
4
Forecasting efficiency of energy futures prices
Ma, Cindy W.
- In:
The journal of futures markets
9
(
1989
)
5
,
pp. 393-419
Persistent link: https://www.econbiz.de/10001152260
Saved in:
5
Oil prices and energy futures
Chen, K. C.
- In:
The journal of futures markets
7
(
1987
)
5
,
pp. 501-518
Persistent link: https://www.econbiz.de/10001149636
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