Cited By
2022Renewable and Sustainable Energy Transition: Vol. 2Cleaner the better: Macro-economic assessment of ambitious decarbonisation pathways across Indian statesSurabhi Joshi, Kakali Mukhopadhyay
2020Environmental Science and Pollution Research: Vol. 27, Issue 36Evolving time-varying market efficiency of energy stock marketNegar Fazlollahi, Nesrin Ozatac, Korhan K. Gokmenoglu
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. Bohl
2017Empirical Economics: Vol. 53, Issue 2Structural shocks and dynamic elasticities in a long memory model of the US gasoline retail marketYuliya Lovcha, Alejandro Perez-Laborda
2016Economic Modelling: Vol. 54Are natural gas spot and futures prices predictable?Vinod Mishra, Russell Smyth
2016Journal of Futures Markets: Vol. 36, Issue 11Empirical Properties, Information Flow, and Trading Strategies of China's Soybean Crush SpreadQingfeng Wilson Liu, Hui He Sono
2016International Review of Economics & Finance: Vol. 44Is the refining margin stationary?Javier Población, Gregorio Serna
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 Carcel
2015Journal of Behavioral and Experimental Finance: Vol. 6Evolving efficiency of spot and futures energy markets: A rolling sample approachKarim Ben Khediri, Lanouar Charfeddine
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 Smyth
2014Energy Economics: Vol. 46Time-varying long range dependence in energy futures marketsAhmet Sensoy, Erk Hacihasanoglu
2013Energy: Vol. 59Persistence in crude oil spot and futures pricesZeynel Abidin Ozdemir, Korhan Gokmenoglu, Cagdas Ekinci
2012Quantitative Finance: Vol. 12, Issue 12Analyzing the dynamics of the refining margin: implications for valuation and hedgingAndrés García Mirantes, Javier Población, Gregorio Serna
2011SSRN Electronic JournalTrends, Persistence, and Volatility in Energy MarketsAtanu Ghoshray
2008Energy Policy: Vol. 36, Issue 7Unit root properties of crude oil spot and futures pricesSvetlana Maslyuk, Russell Smyth
1999Applied Financial Economics: Vol. 9, Issue 3Volatility, volume and maturity in electricity futuresW. DAVID WALLS
1995Energy Economics: Vol. 17, Issue 3The impact of VAT introduction on UK residential energy demandRoger Fouquet
1994Energy Exploration & Exploitation: Vol. 12, Issue 5The Natural Gas Futures Markets - is it Still Inefficient?John H. Herbert
1994The Energy Journal: Vol. 15, Issue 2Measuring Economic Markets for Imported Crude OilDouglas G. Sauer
1993Energy: Vol. 18, Issue 11The relation of monthly spot to futures prices for natural gasJohn H. Herbert
1993Energy Exploration & Exploitation: Vol. 11, Issue 5The New Natural Gas Futures Market - Is it Efficient?John H. Herbert


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