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2019Journal of Commodity Markets: Vol. 14Characteristics of petroleum product prices: A surveyLouis H. Ederington, Chitru S. Fernando, Seth A. Hoelscher, Thomas K. Lee, Scott C. Linnhttp://dx.doi.org/10.1016/j.jcomm.2018.09.001
2018SSRN Electronic Journal Interpreting the Oil Risk Premium: Do Oil Price Shocks Matter?Daniele Valenti, Matteo Manera, Alessandro Sbuelzhttp://dx.doi.org/10.2139/ssrn.3143466
2018SSRN Electronic Journal Characteristics of Petroleum Product Prices: A SurveyLouis H. Ederington, Chitru S. Fernando, Seth Hoelscher, Thomas K. Lee, Scott C. Linnhttp://dx.doi.org/10.2139/ssrn.3250476
2018Review of Behavioral Finance: Vol. 10, Issue 4Short-term contrarian and sentiment by traders’ types on futures marketsWalid Bahloulhttp://dx.doi.org/10.1108/RBF-07-2017-0063
2016Review of FinanceCommodity Markets, Long-Run Predictability, and Intertemporal PricingAdrian Fernandez-Perez, Ana-Maria Fuertes, Joelle Miffrehttp://dx.doi.org/10.1093/rof/rfw034
2016Journal of Futures Markets: Vol. 36, Issue 7The Prevalence, Sources, and Effects of HerdingNaomi E. Boyd, Bahattin Büyükşahin, Michael S. Haigh, Jeffrey H. Harrishttp://dx.doi.org/10.1002/fut.21756
2016International Review of Applied Economics: Vol. 30, Issue 2Conditional price volatility, speculation, and excessive speculation in commodity markets: sheep or shepherd behaviour?Bernardina Algierihttp://dx.doi.org/10.1080/02692171.2015.1102204
2016Journal of Multinational Financial Management: Vol. 36The impact of investor sentiment on returns and conditional volatility in U.S. futures marketsWalid Bahloul, Abdelfettah Bourihttp://dx.doi.org/10.1016/j.mulfin.2016.07.003
2014SSRN Electronic JournalCommodity Risk Factors and Intertemporal Asset PricingJoelle Miffre, Ana-Maria Fuertes, Adriin Fernnndez-PPrezhttp://dx.doi.org/10.2139/ssrn.2432884