Similar Search Results

EIA storage announcements, analyst storage forecasts, and energy prices

Ederington, Louis H.; Lin, Fang; Linn, Scott C.; Yang, … - In: The energy journal 40 (2019) 5, pp. 121-142

Persistent link: https://www.econbiz.de/10012118239

Ederington, Louis H.; Fernando, Chitru S.; Holland, … - 2021

We study the dynamics of cash-and-carry arbitrage using the U.S. crude oil market. Sizable arbitrage-related inventory movements occur at the NYMEX futures contract delivery point but not at other storage locations where, instead, operational factors explain most inventory changes. We add to the...

Persistent link: https://www.econbiz.de/10013247693

Dynamics of Arbitrage

Ederington, Louis H. - 2020

Persistent link: https://www.econbiz.de/10012851936

Dynamics of arbitrage

Ederington, Louis H.; Fernando, Chitru S.; Holland, … - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 4, pp. 1350-1380

Persistent link: https://www.econbiz.de/10012523334

Natural gas prices and the gas storage report : public news and volatility in energy futures markets

Linn, Scott C.; Zhu, Zhen - In: The journal of futures markets 24 (2004) 3, pp. 283-313

Persistent link: https://www.econbiz.de/10001968669

The response of U.S. natural gas futures and spot prices to storage change surprises : fundamental information and the effect of escalating physical gas production

Song Zan Chiou Wei; Linn, Scott C.; Zhu, Zhen - In: Journal of international money and finance 42 (2014), pp. 156-173

Persistent link: https://www.econbiz.de/10010371814

Investment and operating choice : oil and natural gas futures prices and drilling activity

Chen, Fan; Linn, Scott C. - In: Energy economics 66 (2017), pp. 54-68

Persistent link: https://www.econbiz.de/10011896425

Who trades futures and how : evidence from the heating oil futures market

Ederington, Louis H.; Lee, Jae-ha - In: The journal of business : B 75 (2002) 2, pp. 353-373

Persistent link: https://www.econbiz.de/10001682435

Determinants of trader profits in commodity futures markets

Dewaly, Michaël; Ederington, Louis H.; Fernando, Chitru S. - In: The review of financial studies 26 (2013) 10, pp. 2648-283

Persistent link: https://www.econbiz.de/10010207243

Minimum variance hedging when spot price changes are partially predictable

Ederington, Louis H.; Salas, Jesus M. - In: Journal of banking & finance 32 (2008) 5, pp. 654-663

Persistent link: https://www.econbiz.de/10003702618