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Are crude oil spot and futures prices cointegrated? : not always!
Wang, Yudong; Wu, Chongfeng - In: Economic modelling 33 (2013), pp. 641-650
Persistent link: https://www.econbiz.de/10010194454
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Futures prices are useful predictors of the spot price of crude oil
Ellwanger, Reinhard; Snudden, Stephen - In: The energy journal 44 (2023) 4, pp. 65-82
Persistent link: https://www.econbiz.de/10014323790
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A convenience yield approximation model for mean-reverting commodities
Dockner, Engelbert J.; Eksi, Zehra; Rammerstorfer, … - In: The journal of futures markets 35 (2015) 7, pp. 625-654
Persistent link: https://www.econbiz.de/10011405460
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Modelling conditional correlations for risk diversification in crude oil markets
Chang, Chia-Lin; McAleer, Michael; Tansuchat, Roengchai - 2009
Persistent link: https://www.econbiz.de/10003877105
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Forecasting volatility and spillovers in crude oil spot, forward and futures markets
Chang, Chia-Lin; McAleer, Michael; Tansuchat, Roengchai - 2009
Persistent link: https://www.econbiz.de/10003877109
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Do net positions in the futures market cause spot prices of crude oil?
Ding, Haoyuan; Kim, Hyung-gun; Park, Sung Y. - In: Economic modelling 41 (2014), pp. 174-190
Persistent link: https://www.econbiz.de/10010438365
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The time-varying and asymmetric dependence between crude oil spot and futures markets : evidence from the mixture copula-based ARJI-GARCH model
Chang, Kuang-liang - In: Economic modelling 29 (2012) 6, pp. 2298-2309
Persistent link: https://www.econbiz.de/10009673749
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The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang; Lee, Chingnun - In: International review of economics & finance : IREF 69 (2020), pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
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Futures crude oil prices as predictors of spot prices : lessons from the foreign exchange market
Moosa, Imad A. - In: Journal of Post Keynesian economics 43 (2020) 3, pp. 391-416
Persistent link: https://www.econbiz.de/10012261102
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Re-examining the movements of crude oil spot and futures prices over time
Holmes, Mark J.; Otero, Jesús G. - In: Energy economics 82 (2019), pp. 224-236
Persistent link: https://www.econbiz.de/10012173925