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Oil futures markets and the gulf crisis

Banks, Ferdinand E. - 1991

Persistent link: https://www.econbiz.de/10000129075

Economic theory and the crude oil futures market : a summing up

Banks, Ferdinand E. - 1992

Persistent link: https://www.econbiz.de/10000135703

Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?

Caporin, Massimiliano; Chang, Chia-Lin; McAleer, Michael - In: International review of economics & finance : IREF 59 (2019), pp. 50-70

Persistent link: https://www.econbiz.de/10012202481

Slopes, spreads, and depth : monetary policy announcements and liquidity provision in the energy futures market

Smales, L. A. - In: International review of economics & finance : IREF 59 (2019), pp. 234-252

Persistent link: https://www.econbiz.de/10012202514

The time-varying spillover effect between WTI crude oil futures returns and hedge funds

Zhang, Yue-jun; Wu, Yao-Bin - In: International review of economics & finance : IREF 61 (2019), pp. 156-169

Persistent link: https://www.econbiz.de/10012205400

The price-volume relationship in the crude oil futures market : some results based on linear and nonlinear causality testing

Moosa, Imad A.; Silvapulle, Paramsothy - In: International review of economics & finance : IREF 9 (2000) 1, pp. 11-30

Persistent link: https://www.econbiz.de/10001481115

How does China's crude oil futures affect the crude oil prices at home and abroad? : evidence from the cross-market exchange rate spillovers

Sun, Chuanwang; Peng, Yiqi; Zhan, Yanhong - In: International review of economics & finance : IREF 88 (2023), pp. 204-222

Persistent link: https://www.econbiz.de/10014474284

Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives

Trolle, Anders B. - 2007

We conduct a comprehensive analysis of unspanned stochastic volatility in commodity markets in general and the crude-oil market in particular. We present model-free results that strongly suggest the presence of unspanned stochastic volatility in the crude-oil market. We then develop a tractable...

Persistent link: https://www.econbiz.de/10012778140

Volatility spillovers between oil and coal prices and its implications for energy portfolio management in China

Guo, Yanfeng; Zhao, Huanyu - In: International review of economics & finance : IREF 89 (2024) 2, pp. 446-457

Persistent link: https://www.econbiz.de/10014446777

Regime-switching energy price volatility : the role of economic policy uncertainty

Scarcioffolo, Alexandre Ribeiro; Etienne, Xiaoli Liao - In: International review of economics & finance : IREF 76 (2021), pp. 336-356

Persistent link: https://www.econbiz.de/10013175825