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An examination of price discovery and volatility spillovers of crude oil in globally linked commodity markets

Sehgal, Sanjay; Berlia, Neha; Ahmad, Wasim - In: International journal of economics and finance 5 (2013) 5, pp. 15-34

Persistent link: https://www.econbiz.de/10009746946

Effects of speculation and interest rates in a “carry trade” model of commodity prices

Frankel, Jeffrey A. - In: Journal of international money and finance 42 (2014), pp. 88-112

Persistent link: https://www.econbiz.de/10010371827

Commodity financialization and sector ETFs : Evidence from crude oil futures

Liu, Pan; Vedenov, Dmitrij V.; Power, Gabriel J. - In: Research in international business and finance 51 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012208332

Chain of Cointegration in the Refined Products Market : From Crude Oil Spot to Gasoline Futures

Ghoddusi, Hamed - 2017

Using multiple econometrics methods, this paper examines the cointegration and causality relationships between the futures prices of gasoline and the spot prices of two major types of crude oil (i.e. WTI and Brent). The existence of cointegration between prices in adjacent markets, crude oil...

Persistent link: https://www.econbiz.de/10012968539