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2020Journal of Commodity Markets: Vol. 20Dealing with tail risk in energy commodity markets: Futures contracts versus exchange-traded fundsPanit Arunanondchai, Kunlapath Sukcharoen, David J. Leathamhttp://dx.doi.org/10.1007/978-3-319-13881-7_31
2018Journal of Commodity Markets: Vol. 9Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature marketsSimon Spencer, Don Bredin, Thomas Conlonhttp://dx.doi.org/10.1016/j.jcomm.2017.12.001
2018International Journal of Finance & Economics: Vol. 23, Issue 1The efficacy of financial futures as a hedging tool in electricity marketsJim Hanly, Lucia Morales, Damien Cassellshttp://dx.doi.org/10.1002/ijfe.1600
2017The Energy Journal: Vol. 38, Issue 3Managing Energy Price Risk using Futures Contracts: A Comparative AnalysisJim Hanlyhttp://dx.doi.org/10.5547/01956574.38.3.jhan
2017Annual Review of Financial Economics: Vol. 9, Issue 1The Fundamentals Underlying Oil and Natural Gas Derivative MarketsJohn E. Parsonshttp://dx.doi.org/10.1007/978-3-642-55457-5_20
2016SSRN Electronic JournalManaging Energy Price Risk Using Futures Contracts: A Comparative AnalysisJim Hanlyhttp://dx.doi.org/10.2139/ssrn.2814090
2015SSRN Electronic JournalVolatility and Risk Management in European Electricity Futures MarketsJim Hanly, Lucia Moraleshttp://dx.doi.org/10.2139/ssrn.2607490
2015Energy Economics: Vol. 49Downstream integration of natural gas prices across U.S. states: Evidence from deregulation regime shiftsNicholas Apergis, Nicholas Bowden, James E. Paynehttp://dx.doi.org/10.1016/j.eneco.2015.01.020
2015Energy Economics: Vol. 49Understanding rig rate formation in the Gulf of MexicoPetter Osmundsen, Knut Einar Rosendahl, Terje Skjerpenhttp://dx.doi.org/10.1016/j.eneco.2015.03.001
2009SSRN Electronic JournalRole of Indian Commodity Derivatives Market in Hedging Price Risk: Estimation of Constant and Dynamic Hedge Ratio and Hedging EffectivenessBrajesh Kumar, Ajay Pandeyhttp://dx.doi.org/10.2139/ssrn.1452881
2008Energy Policy: Vol. 36, Issue 1Price interactions and discovery among natural gas spot markets in North AmericaHaesun Park, James W. Mjelde, David A. Besslerhttp://dx.doi.org/10.1016/j.enpol.2007.09.012
2003International Review of Financial Analysis: Vol. 12, Issue 2Can modeling the natural gas futures market as a threshold cointegrated system improve hedging and forecasting performance?Thomas H. Root, Donald Lienhttp://dx.doi.org/10.1016/S1057-5219(03)00003-6
1999Energy Economics: Vol. 21, Issue 2Convergence to the long-run equilibrium: the case of natural gas marketsDonald Lien, Thomas H. Roothttp://dx.doi.org/10.1016/S0140-9883(98)00022-X

 

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