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2022Renewable and Sustainable Energy Transition: Vol. 2Cleaner the better: Macro-economic assessment of ambitious decarbonisation pathways across Indian statesSurabhi Joshi, Kakali Mukhopadhyayhttp://dx.doi.org/10.1016/j.rset.2022.100027
2020Environmental Science and Pollution Research: Vol. 27, Issue 36Evolving time-varying market efficiency of energy stock marketNegar Fazlollahi, Nesrin Ozatac, Korhan K. Gokmenogluhttp://dx.doi.org/10.1007/s11356-020-09887-7
2020Research in International Business and Finance: Vol. 54Does the tea market require a futures contract? Evidence from the Sri Lankan tea marketDevmali Perera, Jędrzej Białkowski, Martin T. Bohlhttp://dx.doi.org/10.1016/j.ribaf.2020.101290
2017Empirical Economics: Vol. 53, Issue 2Structural shocks and dynamic elasticities in a long memory model of the US gasoline retail marketYuliya Lovcha, Alejandro Perez-Labordahttp://dx.doi.org/10.1007/s00181-016-1145-x
2016Economic Modelling: Vol. 54Are natural gas spot and futures prices predictable?Vinod Mishra, Russell Smythhttp://dx.doi.org/10.1016/j.econmod.2015.12.034
2016Journal of Futures Markets: Vol. 36, Issue 11Empirical Properties, Information Flow, and Trading Strategies of China's Soybean Crush SpreadQingfeng Wilson Liu, Hui He Sonohttp://dx.doi.org/10.1002/fut.21777
2016International Review of Economics & Finance: Vol. 44Is the refining margin stationary?Javier Población, Gregorio Sernahttp://dx.doi.org/10.1016/j.iref.2016.04.011
2015Energy Economics: Vol. 52Testing fractional persistence and non-linearities in the natural gas market: An application of non-linear deterministic terms based on Chebyshev polynomials in timeOlaOluwa Simon Yaya, Luis Alberiko Gil-Alana, Hector Carcelhttp://dx.doi.org/10.1016/j.eneco.2015.10.011
2015Journal of Behavioral and Experimental Finance: Vol. 6Evolving efficiency of spot and futures energy markets: A rolling sample approachKarim Ben Khediri, Lanouar Charfeddinehttp://dx.doi.org/10.1016/j.jbef.2015.03.006
2015Applied Economics: Vol. 47, Issue 16Testing for weak-form efficiency of crude palm oil spot and future markets: new evidence from a GARCH unit root test with multiple structural breaksHooi Hooi Lean, Russell Smythhttp://dx.doi.org/10.1080/00036846.2014.1002905
2014Energy Economics: Vol. 46Time-varying long range dependence in energy futures marketsAhmet Sensoy, Erk Hacihasanogluhttp://dx.doi.org/10.1016/j.eneco.2014.09.023
2013Energy: Vol. 59Persistence in crude oil spot and futures pricesZeynel Abidin Ozdemir, Korhan Gokmenoglu, Cagdas Ekincihttp://dx.doi.org/10.1016/j.energy.2013.06.008
2012Quantitative Finance: Vol. 12, Issue 12Analyzing the dynamics of the refining margin: implications for valuation and hedgingAndrés García Mirantes, Javier Población, Gregorio Sernahttp://dx.doi.org/10.1080/14697688.2012.708430
2011SSRN Electronic JournalTrends, Persistence, and Volatility in Energy MarketsAtanu Ghoshrayhttp://dx.doi.org/10.2139/ssrn.1964445
2008Energy Policy: Vol. 36, Issue 7Unit root properties of crude oil spot and futures pricesSvetlana Maslyuk, Russell Smythhttp://dx.doi.org/10.1016/j.enpol.2008.03.018
1999Applied Financial Economics: Vol. 9, Issue 3Volatility, volume and maturity in electricity futuresW. DAVID WALLShttp://dx.doi.org/10.1080/096031099332357
1995Energy Economics: Vol. 17, Issue 3The impact of VAT introduction on UK residential energy demandRoger Fouquethttp://dx.doi.org/10.1016/0140-9883(95)00015-M
1994Energy Exploration & Exploitation: Vol. 12, Issue 5The Natural Gas Futures Markets - is it Still Inefficient?John H. Herberthttp://dx.doi.org/10.1177/014459879401200504
1994The Energy Journal: Vol. 15, Issue 2Measuring Economic Markets for Imported Crude OilDouglas G. Sauerhttp://dx.doi.org/10.5547/ISSN0195-6574-EJ-Vol15-No2-6
1993Energy: Vol. 18, Issue 11The relation of monthly spot to futures prices for natural gasJohn H. Herberthttp://dx.doi.org/10.1016/0360-5442(93)90084-Q
1993Energy Exploration & Exploitation: Vol. 11, Issue 5The New Natural Gas Futures Market - Is it Efficient?John H. Herberthttp://dx.doi.org/10.1177/014459879301100505

 

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