Cited By
2020Journal of Commodity Markets: Vol. 20Dealing with tail risk in energy commodity markets: Futures contracts versus exchange-traded fundsPanit Arunanondchai, Kunlapath Sukcharoen, David J. Leatham
2018Journal of Commodity Markets: Vol. 9Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature marketsSimon Spencer, Don Bredin, Thomas Conlon
2018International Journal of Finance & Economics: Vol. 23, Issue 1The efficacy of financial futures as a hedging tool in electricity marketsJim Hanly, Lucia Morales, Damien Cassells
2017The Energy Journal: Vol. 38, Issue 3Managing Energy Price Risk using Futures Contracts: A Comparative AnalysisJim Hanly
2017Annual Review of Financial Economics: Vol. 9, Issue 1The Fundamentals Underlying Oil and Natural Gas Derivative MarketsJohn E. Parsons
2016SSRN Electronic JournalManaging Energy Price Risk Using Futures Contracts: A Comparative AnalysisJim Hanly
2015SSRN Electronic JournalVolatility and Risk Management in European Electricity Futures MarketsJim Hanly, Lucia Morales
2015Energy Economics: Vol. 49Downstream integration of natural gas prices across U.S. states: Evidence from deregulation regime shiftsNicholas Apergis, Nicholas Bowden, James E. Payne
2015Energy Economics: Vol. 49Understanding rig rate formation in the Gulf of MexicoPetter Osmundsen, Knut Einar Rosendahl, Terje Skjerpen
2009SSRN Electronic JournalRole of Indian Commodity Derivatives Market in Hedging Price Risk: Estimation of Constant and Dynamic Hedge Ratio and Hedging EffectivenessBrajesh Kumar, Ajay Pandey
2008Energy Policy: Vol. 36, Issue 1Price interactions and discovery among natural gas spot markets in North AmericaHaesun Park, James W. Mjelde, David A. Bessler
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 Lien
1999Energy Economics: Vol. 21, Issue 2Convergence to the long-run equilibrium: the case of natural gas marketsDonald Lien, Thomas H. Root


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