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Testing the efficiency of the futures market for crude oil in the presence of a structural break

Stevens, Jason; Lamirande, P. de - In: Applied economics 46 (2014) 31/33, pp. 4053-4059

Persistent link: https://www.econbiz.de/10010421854

New evidence on crude oil market efficiency

Hu, Liang; Lee, Yoon-Jin - In: Economic inquiry 62 (2024) 2, pp. 892-916

Persistent link: https://www.econbiz.de/10014541524

The role of financial speculation in the energy future markets : a new time-varying coefficient approach

Li, Haiqi; Kim, Hyung-Gun; Park, Sung Y. - In: Economic modelling 51 (2015), pp. 112-122

Persistent link: https://www.econbiz.de/10011475857

Informational Efficiency in Futures Markets for Crude Oil

Fritz, Andreas - 2012

This paper develops a methodology to test whether recent developments on world oil markets are in line with the …

Persistent link: https://www.econbiz.de/10013115114

Spread trading strategies in the crude oil futures market

Lubnau, Thorben - 2014

This article explores whether common technical trading strategies used in equity markets can be employed profitably in the markets for WTI and Brent crude oil. The strategies tested are Bollinger Bands, based on a mean-reverting hedge portfolio of WTI and Brent. The trading systems are tested...

Persistent link: https://www.econbiz.de/10010345566

Market efficiency in commodity futures : a case study of Mentha oil

Bhardwaj, S. P.; Vasisht, A. K. - In: Research in financial derivatives : commodity, equity, …, (pp. 282-295). 2011

Persistent link: https://www.econbiz.de/10009428262

Is efficiency of crude oil market affected by multifractality? : evidence from the WTI crude oil market

Gu, Rongbao; Zhang, Bing - In: Energy economics 53 (2016), pp. 151-158

Persistent link: https://www.econbiz.de/10011660491

The pricing efficiency of crude oil futures in the Shanghai International Exchange

Yang, Chen; Lv, Fei; Fang, Libing; Shang, Xingxing - In: Finance research letters 36 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012483367

Hedging pressure momentum and the predictability of oil futures returns

Yu, Dan; Chen, Chuang; Wang, Yudong; Zhang, Yaojie - In: Economic modelling 121 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014384325

Humps in the volatility structure of the crude oil futures market : new evidence

Chiarella, Carl; Kang, Boda; Nikitopoulos, Christina … - In: Energy economics 40 (2013), pp. 989-1000

Persistent link: https://www.econbiz.de/10010355994