Cited By
2024AgribusinessAn investigation of the price discovery role of futures markets: A dynamic time warping analysis of the United States corn marketsJose Ma. Luis Montesclaroshttp://dx.doi.org/10.1016/j.eneco.2009.08.006
2024The Energy Journal: Vol. 45, Issue 2How to Value Proved but Undeveloped Petroleum ReservesNadav Ben Zeev, Evi Pappa, Alejandro Vicondoahttp://dx.doi.org/10.5089/9781455208876.001
2023Applied Economic Perspectives and Policy: Vol. 45, Issue 2The order flow cost of index rolling in commodity futures marketsKe Tang, Haoxiang Zhuhttp://dx.doi.org/10.1002/9781119209102.biblio
2023Economic Analysis and Policy: Vol. 78Positive and negative price bubbles of Chinese agricultural commodity futuresMing Fang, Yizhou Lin, Chiu-Lan Changhttp://dx.doi.org/10.2139/ssrn.3074540
2023Computational Economics: Vol. 62, Issue 4Calibration of Storage Model by Multi-Stage Statistical and Machine Learning MethodsGianluca Fusai, Marina Marena, Andrea Roncoronihttp://dx.doi.org/10.1134/S0040579517060033
2023Journal of Commodity Markets: Vol. 30Revisiting the Silver CrisisMax-Sebastian Dovì, Valery P. Meshalkinhttp://dx.doi.org/10.1080/14697688.2020.1724319
2023Energy Economics: Vol. 125Climate, wind energy, and CO2 emissions from energy production in DenmarkPeng Liu, Zhigang Qiu, Ke Tanghttp://dx.doi.org/10.1002/fut.21633
2023Energy Economics: Vol. 126Social and environmental events disrupt the relation between motor gasoline prices and market fundamentalsRobert K. Kaufmann, Colter Schroerhttp://dx.doi.org/10.1007/s10479-021-04172-3
2023Journal of Commodity Markets: Vol. 29Theory of storage implications in the European natural gas marketLawrence M. Vielhaberhttp://dx.doi.org/10.1016/j.eap.2023.03.023
2023SSRN Electronic JournalImpacts of CME Changing Mechanism for Allowing Negative Oil Prices on Prices and Trading Activities in the Crude Oil Futures MarketFengbin Lu, Hui Buhttp://dx.doi.org/10.1016/j.jcomm.2019.100094
2023Energy Economics: Vol. 125Financial stress and commodity price volatilityMansaku Maeda, David Wattshttp://dx.doi.org/10.1016/j.eneco.2014.09.006
2023Journal of Futures Markets: Vol. 43, Issue 9Commodity momentum and reversal: Do they exist, and if so, why?Frederic Murphy, Fernando S. Oliveirahttp://dx.doi.org/10.1111/poms.13524
2023Energy Economics: Vol. 121A weekly structural VAR model of the US crude oil marketNiaz Bashiri Behmiri, Maryam Ahmadi, Juha-Pekka Junttila, Matteo Manerahttp://dx.doi.org/10.1016/j.resourpol.2017.06.009
2023Journal of Systems Science and Complexity: Vol. 36, Issue 5Impacts of CME Changing Mechanism for Allowing Negative Oil Prices on Prices and Trading Activities in the Crude Oil Futures MarketEmrah Kocak, Faik Bilgili, Umit Bulut, Sevda Kuskayahttp://dx.doi.org/10.1038/s41560-020-0549-1
2023International Journal of Business & Economics (IJBE): Vol. 8, Issue 2TESTING VOLATILITY PERSISTENCE WITH FRACTIONAL INTEGRATIONAND COINTEGRATION IN WORLDWIDE COMMODITY MARKETS Mariam Kamal, Luis Alberiko Gil-Alanahttp://dx.doi.org/10.1007/978-3-319-74319-6_482
2023Journal of Risk and Financial Management: Vol. 16, Issue 2Markov-Regime Switches in Oil Markets: The Fear Factor DynamicsG.B. Sheblehttp://dx.doi.org/10.2139/ssrn.3977254
2023Journal of Economic Surveys: Vol. 37, Issue 4What do we know about informational efficiency? Three puzzles and the new direction forwardYou‐How Go, Wee‐Yeap Lauhttp://dx.doi.org/10.1057/eej.2014.64
2023Journal of Commodity Markets: Vol. 31Wheat price volatility regimes over 140 years: An analysis of daily price rangesMarco Haase, Heinz Zimmermann, Matthias Husshttp://dx.doi.org/10.2139/ssrn.1783532
2023Journal of the Operational Research SocietyAn explainable AI-enabled granular ensemble machine learning framework to demystify fertilizer price movementsRobert. K. Kaufmann, Caitlin Connellyhttp://dx.doi.org/10.1145/1993574.1993622
2023Agricultural Economics (Zemědělská ekonomika): Vol. 69, Issue 12Are futures markets functioning well for agricultural perishables? Evidence from China's apple futures marketDiego R. Känzighttp://dx.doi.org/10.1016/j.eneco.2019.03.004
2023Journal of Economic AnalysisOptimal Commodity Storage: Privately and Publicly Financed Storage ComparedIngmar Ritzenhofen, Stefan Spinlerhttp://dx.doi.org/10.3905/jii.2011.2.1.014
2022Resources Policy: Vol. 77Inventories and the term structure of oil prices: A complex relationshipJean-Thomas Bernard, Lynda Khalaf, Maral Kichian, Sebastien McMahonhttp://dx.doi.org/10.1108/14777831111159699
2022SSRN Electronic Journal A Weekly Structural VAR Model of the US Crude Oil MarketScott Main, Scott H. Irwin, Dwight R. Sanders, Aaron Smithhttp://dx.doi.org/10.1007/0-387-23196-X_6
2022Revue d'économie financière: Vol. N° 147, Issue 3Les effets de la guerre en Ukraine sur les marchés mondiaux de matières premièresYen-Hsien Lee, Hsu-Ning Hu, Jer-Shiou Chiouhttp://dx.doi.org/10.1016/B978-0-12-822927-9.00022-7
2022Annals of Operations Research: Vol. 313, Issue 1Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oilMonica Bonacina, Simone Cozialpihttp://dx.doi.org/10.1002/9781118673638.refs
2022Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie: Vol. 70, Issue 2Handling the discontinuity in futures prices when time series modeling of commodity cash and futures pricesDaniele Valenti, Andrea Bastianin, Matteo Manerahttp://dx.doi.org/10.2118/160000-MS
2022Annals of Operations Research: Vol. 313, Issue 1Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approachIngmar Ritzenhofen, Stefan Spinlerhttp://dx.doi.org/10.2139/ssrn.2014773
2022International Review of Finance: Vol. 22, Issue 4Financial investments and commodity pricesOleg Kucher, Alexander Kurovhttp://dx.doi.org/10.1007/s10479-021-04211-z
2022Journal of the Association of Environmental and Resource Economists: Vol. 9, Issue 1Regulatory Induced Risk Aversion in Coal Contracting at US Power Plants: Implications for Environmental PolicyAkshaya Jhahttp://dx.doi.org/10.1016/j.jempfin.2015.10.005
2022International Review of Financial Analysis: Vol. 80Exploring the transmission mechanism of speculative and inventory arbitrage activity to commodity price volatility. Novel evidence for the US economyLiang-Chuan Wu, Liang-Hong Wuhttp://dx.doi.org/10.1002/9781118871782.refs
2022Annals of Operations Research: Vol. 313, Issue 1Revisiting the relationship between spot and futures markets: evidence from commodity markets and NARDL frameworkHachmi Ben Ameur, Zied Ftiti, Waël Louhichihttp://dx.doi.org/10.1016/j.eneco.2009.08.014
2022Journal of Commodity Markets: Vol. 28Economic drivers of volatility and correlation in precious metal marketsTheu Dinh, Stéphane Goutte, Duc Khuong Nguyen, Thomas Waltherhttp://dx.doi.org/10.1016/bs.hesind.2021.11.017
2022Journal of Marine Science and Engineering: Vol. 10, Issue 10The Impact of the Crude Oil Price on Tankers’ Port-Call Features: Mining the Information in Automatic Identification SystemJackson Jinhong Mi, Xiangyan Meng, Yanhui Chen, Yicheng Wanghttp://dx.doi.org/10.17016/FEDS.2009.29
2022Review of Quantitative Finance and Accounting: Vol. 58, Issue 4Risk premia in the term structure of crude oil futures: long-run and short-run volatility componentsStephen M. Horan, Jeffrey H. Peterson, James Maharhttp://dx.doi.org/10.1007/978-3-319-08156-4_34
2022Decision Analysis: Vol. 19, Issue 2Multiple Volatility Real Options Approach to Investment Decisions Under UncertaintyMarko Melolinnahttp://dx.doi.org/10.1007/978-3-319-28201-5_10
2022Renewable Energy: Vol. 199Is ethanol production responsible for the increase in corn prices?Don Bredin, John Parsonshttp://dx.doi.org/10.2139/ssrn.1499099
2021The Energy Journal: Vol. 42, Issue 4Renewable Energy Technologies and Electricity Forward Market RisksMihaela Nicolau, Giulio Palombahttp://dx.doi.org/10.1002/9781119508991.refs
2021SSRN Electronic Journal THE UNBIASED PRICING HYPOTHESIS AND THE PREDICTIVE CONTENT OF BASE METAL MARKETSSébastien Jean, Yves Jégourelhttp://dx.doi.org/10.2139/ssrn.2617525
2021SSRN Electronic Journal Calibration of storage model by multistage statistical and machine learning methodsMarcus Stronzik, Margarethe Rammerstorfer, Anne Neumannhttp://dx.doi.org/10.1007/978-3-8350-9408-6_2
2021Complexity: Vol. 2021Booms and Busts in the Oil Market: Identifying Speculative Bubbles Using a Continuous-Time Dynamic SystemLuca Barbaglia, Ines Wilms, Christophe Crouxhttp://dx.doi.org/10.1002/fut.22424
2021Energy Economics: Vol. 100The price-bidding strategy for investors in a renewable auction: An option games–based studyJorge Antunes, Luis Alberiko Gil-Alana, Rossana Riccardi, Yong Tan, Peter Wankehttp://dx.doi.org/10.1016/j.apenergy.2018.11.065
2021Theoretical Foundations of Chemical Engineering: Vol. 55, Issue 4Current Theoretical and Applied Research on Energy- and Resource-Saving Highly Reliable Chemical Process Systems EngineeringLubna A. Gabralla, Ajith Abrahamhttp://dx.doi.org/10.2139/ssrn.2369438
2021Quantitative Finance: Vol. 21, Issue 12Revisiting the Samuelson hypothesis on energy futuresMAX C. RESENDE, EVANDRO C. PEDROhttp://dx.doi.org/10.1016/j.rfe.2014.09.001
2021American Economic Review: Vol. 111, Issue 4The Macroeconomic Effects of Oil Supply News: Evidence from OPEC AnnouncementsStefan Trück, Rafał Weronhttp://dx.doi.org/10.2139/ssrn.2191659
2021Energies: Vol. 14, Issue 11Economic Evaluation of Wind Power Projects in a Mix of Free and Regulated Market Environments in BrazilVanderson Aparecido Delapedra-Silva, Paula Ferreira, Jorge Cunha, Herbert Kimurahttp://dx.doi.org/10.1016/j.regsciurbeco.2013.09.005
2021SSRN Electronic Journal Futures Markets Reaction to Crude Oil Inventory News Announcements: Asymmetric Return Response PatternsHui Buhttp://dx.doi.org/10.1093/rof/rfx039
2021Energy Economics: Vol. 100Risk premia in electricity derivatives marketsBernardina Algieri, Arturo Leccadito, Diana Tunaruhttp://dx.doi.org/10.2139/ssrn.3996860
2021SSRN Electronic Journal Futures market reactions to crude oil inventory news announcements: Asymmetric return response patternsHui Buhttp://dx.doi.org/10.1016/j.ejor.2018.05.043
2021Applied Sciences: Vol. 11, Issue 21Evaluation of Investments in Wind Energy Projects, under Uncertainty. State of the Art ReviewYannick Le Pen, Benoît Sévihttp://dx.doi.org/10.1155/2021/8883416
2021The European Journal of Finance: Vol. 27, Issue 15A parameter based approach to single factor stochastic process selection for real options applicationsCarlos de Lamare Bastian-Pinto, Luiz Eduardo Teixeira Brandão, Luiz de Magalhães Ozorio, Arthur Felipe Tavares do Poçohttp://dx.doi.org/10.1142/S2345768615500026
2021The Energy Journal: Vol. 42, Issue 5Financial Stress and Basis in Energy MarketsChristopher Kampahttp://dx.doi.org/10.1109/EEM.2017.7981928
2021Production and Operations Management: Vol. 30, Issue 12Observations on “Risk Transmission Across Supply Chains”Louis H. Ederington, Chitru S. Fernando, Thomas K. Lee, Scott C. Linn, Anthony D. Mayhttp://dx.doi.org/10.1002/9781118618509.refs
2021Energy Economics: Vol. 102The risk premia of energy futuresAndrea Bastianin, Matteo Manera, Anil Markandya, Elisa Scarpahttp://dx.doi.org/10.2139/ssrn.2531807
2021SSRN Electronic Journal The Unbiased Pricing Hypothesis and the Predictive Content of Base Metal MarketsCharles F. Mason, Neil A. Wilmothttp://dx.doi.org/10.1016/j.irfa.2012.06.003
2021American Economic Journal: Applied Economics: Vol. 13, Issue 3Capital Markets in China and Britain, 1770–1860: Evidence from Grain PricesXin Jinhttp://dx.doi.org/10.1016/j.eneco.2023.106874
2021Energy Economics: Vol. 101The inconvenience yield of carbon futuresGoknur Umutlu, André Dorsman, Erdinc Telatarhttp://dx.doi.org/10.1080/13518470701773593
2020Resource and Energy Economics: Vol. 60Jumps in the convenience yield of crude oilCarl Chiarella, Boda Kang, Christina Sklibosios Nikitopoulos, Thuy‐Duong Tôhttp://dx.doi.org/10.2139/ssrn.3192599
2020Empirical Economics: Vol. 59, Issue 2Crude oil inventories: The two faces of Janus?Fengbin Lu, Hui Buhttp://dx.doi.org/10.2139/ssrn.1138782
2020Journal of Economics and Finance: Vol. 44, Issue 4Price Volatility, the Maturity Effect, and Global Oil Prices: Evidence from Chinese Commodity Futures MarketsJing Ao, Jihui Chenhttp://dx.doi.org/10.1111/agec.12291
2020Applied Energy: Vol. 273The effects of futures markets on oil spot price volatility in regional US marketsAnkur Goel, Genaro Gutierrezhttp://dx.doi.org/10.1007/s12667-011-0039-4
2020Journal of Futures Markets: Vol. 40, Issue 7Old crop versus new crop prices: Explaining the correlationFrancisco Arroyo Mariolihttp://dx.doi.org/10.2139/ssrn.2355674
2020Journal of Economic Surveys: Vol. 34, Issue 1APPROACHES TO PRICE FORMATION IN FINANCIALIZED COMMODITY MARKETSSophie van Huellenhttp://dx.doi.org/10.2139/ssrn.2043158
2020Journal of Commodity Markets: Vol. 18Commodity market flexibility and financial derivativesBernardina Algierihttp://dx.doi.org/10.2139/ssrn.930486
2020Applied Economic Perspectives and Policy: Vol. 42, Issue 4Returns to Investing in Commodity Futures: Separating the Wheat from the ChaffScott H. Irwin, Dwight R. Sanders, Aaron Smith, Scott Mainhttp://dx.doi.org/10.1002/fut.22106
2020Rio Oil and Gas Expo and Conference: Vol. 20, Issue 2020Henry Hub future market prices: recent evolution fundamentals and future scenariosHélyette Gemanhttp://dx.doi.org/10.3390/jrfm16020067
2020Journal of Financial Markets: Vol. 47Too much of a good thing? Speculative effects on commodity futures curvesLubna A. Gabrall, Ajith Abrahamhttp://dx.doi.org/10.1109/EEM.2012.6254684
2020SSRN Electronic Journal Risk Premia in the Term Structure of Crude Oil Futures: Long-Run and Short-Run Volatility ComponentsShahil Sharma, Diego Escobarihttp://dx.doi.org/10.2139/ssrn.1031678
2020Energy Systems: Vol. 11, Issue 3A real options approach to generation capacity expansion in imperfectly competitive power marketsHelene Kvilhaug Brøndbo, Axel Storebø, Trine Krogh Boomsma, Christian Skar, Stein-Erik Fletenhttp://dx.doi.org/10.1002/fut.21670
2020Energy Economics: Vol. 88Economic determinants of oil futures volatility: A term structure perspectiveThomas A. Knetschhttp://dx.doi.org/10.1002/fut.21780
2020The Energy Journal: Vol. 41, Issue 5Natural Gas Storage Forecasts: Is the Crowd Wiser?Joan C. Junkushttp://dx.doi.org/10.1016/j.eneco.2019.104540
2020RAM. Revista de Administração Mackenzie: Vol. 21, Issue 2EXTREME EVENTS AND THE OIL MARKET: CONDITIONAL JUMP PROCESSDaniele Valenti, Matteo Manera, Alessandro Sbuelzhttp://dx.doi.org/10.1007/978-3-540-77664-2_27
2020Energy Economics: Vol. 91Interpreting the oil risk premium: Do oil price shocks matter?Naser Khiabani, Mohammad Amin Naderianhttp://dx.doi.org/10.1007/978-3-642-55382-0_7
2020Studies in Nonlinear Dynamics & Econometrics: Vol. 24, Issue 5The role of the threshold effect for the dynamics of futures and spot prices of energy commoditiesMichal Rubaszek, Zuzanna Karolak, Marek Kwas, Gazi Salah Uddinhttp://dx.doi.org/10.1007/978-3-030-43502-8_7
2020Enterprise & Society: Vol. 21, Issue 1Energizing Finance: The Energy Crisis, Oil Futures, and Neoliberal NarrativesBoda Kang, Christina Sklibosios Nikitopoulos, Marcel Prokopczukhttp://dx.doi.org/10.2139/ssrn.1322164
2020Nature Energy: Vol. 5, Issue 2Oil price regimes and their role in price diversions from market fundamentalslvaro Cartea, James Cheeseman, Sebastian Jaimungalhttp://dx.doi.org/10.1016/j.qref.2013.01.003
2019SSRN Electronic Journal Oil Futures Volatility and the EconomyFederico Carlini, Bent Jesper Christensen, Nabanita Datta Gupta, Paolo Santucci de Magistrishttp://dx.doi.org/10.1111/mafi.12003
2019ECONOMIA AGRO-ALIMENTARE, Issue 2Contractual arrangements in the Italian durum wheat supply chain: The impacts of the "Fondo grano duro"Stefano Ciliberti, Gaetano Martino, Angelo Frascarelli, Gabriele Chiodinihttp://dx.doi.org/10.1016/j.eneco.2023.106914
2019Applied Energy: Vol. 241The unnoticed impact of long-term cost information on wind farms’ economic value in the USA. – A real option analysisSzymon Borak, Stefan Trrck, Rafal Weronhttp://dx.doi.org/10.1016/j.jcomm.2022.100310
2019Energy Economics: Vol. 84The short- and long-run efficiency of energy, precious metals, and base metals markets: Evidence from the exponential smooth transition autoregressive modelsÁlvaro Cartea, James Cheeseman, Sebastian Jaimungalhttp://dx.doi.org/10.1016/j.eneco.2014.05.015
2019Journal of Commodity Markets: Vol. 13Jumps in commodity marketsDuc Binh Benno Nguyen, Marcel Prokopczukhttp://dx.doi.org/10.3390/en14113325
2019American Journal of Agricultural Economics: Vol. 101, Issue 3Event Study of the Crude Oil Futures Market: A Mixed Event Response ModelSoohyeon Kim, Jungho Baek, Eunnyeong Heohttp://dx.doi.org/10.2139/ssrn.1392177
2019Journal of International Money and Finance: Vol. 95Price discovery in commodity futures and cash markets with heterogeneous agentsAndreas Knaut, Martin Paschmannhttp://dx.doi.org/10.1002/9781119205401.ch13
2019The Energy Journal: Vol. 40, Issue 2Informed Trading in the WTI Oil Futures MarketOlivier Rousse, Benoît Sévihttp://dx.doi.org/10.2139/ssrn.2871932
2019Energy Economics: Vol. 81Price volatility in commodity markets with restricted participationMarkus Hochradl, Margarethe Rammerstorferhttp://dx.doi.org/10.1016/j.eneco.2009.11.009
2019Journal of Purchasing and Supply Management: Vol. 25, Issue 2Supply Chain Finance: A supply chain-oriented perspective to mitigate commodity risk and pricing volatilityChih-Chen Hsu, An-Sing Chen, Shih-Kuei Lin, Ting-Fu Chenhttp://dx.doi.org/10.5547/01956574.36.2.2
2018Energy Economics: Vol. 69Identifying price bubble periods in the energy sectorKaizhi Yu, Yun Zhang, Shouwei Lihttp://dx.doi.org/10.1002/9781118827352.refs
2018Review of Finance: Vol. 22, Issue 1Futures Trading and the Excess Co-movement of Commodity Prices*Yannick Le Pen, Benoît Sévihttp://dx.doi.org/10.1016/j.ejor.2012.01.017
2018Energy: Vol. 161Green investment under policy uncertainty and Bayesian learningPeder A.O. Dalby, Gisle R. Gillerhaugen, Verena Hagspiel, Tord Leth-Olsen, Jacco J.J. Thijssenhttp://dx.doi.org/10.1086/715885
2018European Journal of Operational Research: Vol. 271, Issue 2Switching from oil to gas production in a depleting fieldKristian Støre, Stein-Erik Fleten, Verena Hagspiel, Cláudia Nuneshttp://dx.doi.org/10.2139/ssrn.2874907
2018Journal of Research in Economic Modeling: Vol. 8, Issue 32Time-Varying Transmission Mechanism of Oil Shocks in the Global Crude oil Market: A TVP-VAR ApproachNicholas Paulson, Xiaoliang Liu, Guenther Filler, Martin Odeninghttp://dx.doi.org/10.1086/697203
2018Journal of Political Economy: Vol. 126, Issue 3Hotelling under PressureJulien Chevallierhttp://dx.doi.org/10.1016/j.eneco.2023.106821
2018Journal of Money, Credit and Banking: Vol. 50, Issue 5Using Market Expectations to Test for Speculative Bubbles in the Crude Oil MarketEFTHYMIOS G. PAVLIDIS, IVAN PAYA, DAVID A. PEELhttp://dx.doi.org/10.2139/ssrn.651323
2018SSRN Electronic Journal Interpreting the Oil Risk Premium: Do Oil Price Shocks Matter?Jasper Anderluh, Svetlana Borovkovahttp://dx.doi.org/10.1109/EEM.2009.5311423
2018International Journal of Financial Studies: Vol. 6, Issue 4The Lead–Lag Relationship between Oil Futures and Spot Prices—A Literature Reviewhttp://dx.doi.org/10.1016/j.jbankfin.2018.04.001
2018Global Finance Journal: Vol. 35Regression analysis of historic oil prices: A basis for future mean reversion price scenariosSvetlana Maslyuk, Russell Smythhttp://dx.doi.org/10.58567/jea02010004
2018Journal of Commodity Markets: Vol. 10Financialization and the returns to commodity investmentsScott H. Irwin, Dwight R. Sanders, Lei Yanhttp://dx.doi.org/10.1016/j.jcomm.2022.100288
2018Global Finance Journal: Vol. 35Performance ranking (dis)similarities in commodity marketsYuewen Xiao, David B. Colwell, Ramaprasad Bharhttp://dx.doi.org/10.2139/ssrn.1107966
2018The Energy Journal: Vol. 39, Issue 5Real Option Valuation in a Gollier/Weitzman World: The Effect of Long-Run Discount Rate UncertaintyDjerry C. Tandja M., Gabriel J. Power, Josée Bastienhttp://dx.doi.org/10.1002/aepp.13049
2018Journal of Banking & Finance: Vol. 95Equilibrium commodity prices with irreversible investment and non-linear technologiesR. Weijermars, Z. Sunhttp://dx.doi.org/10.1007/978-0-8176-4545-8_12
2018Papers in Regional Science: Vol. 97, Issue 3Spatial spillovers in US wholesale gasoline marketsOleg Kucher, J. Wesley Burnett, Donald Lacombehttp://dx.doi.org/10.1080/14697680903493599
2017SSRN Electronic Journal Informing SPR Policy Through Oil Futures and Inventory DynamicsHanxiong Zhang, Benjamin R. Auer, Dimitrios I. Vortelinoshttp://dx.doi.org/10.1134/S004057952104031X
2017Journal of Futures Markets: Vol. 37, Issue 12Do futures prices help forecast the spot price?Paul D. Kaplanhttp://dx.doi.org/10.1002/9781118266403.ch25
2017Review of Quantitative Finance and Accounting: Vol. 48, Issue 3The affine styled-facts price dynamics for the natural gas: evidence from daily returns and option pricesXinghua Fan, Shasha Li, Lixin Tianhttp://dx.doi.org/10.2139/ssrn.657941
2017Theoretical Foundations of Chemical Engineering: Vol. 51, Issue 6Mathematical Methods for the Multi-Criteria Optimization of Structure and Management of Energy Efficient Gas Supply ChainsDerek Lemoinehttp://dx.doi.org/10.1109/EEM.2012.6254696
2017The Energy Journal: Vol. 38, Issue 2Specifying An Efficient Renewable Energy Feed-in TariffShanying Xu, Xi Chen, Ai Hanhttp://dx.doi.org/10.2139/ssrn.2630107
2017Resources Policy: Vol. 53Investor demand, market efficiency and spot-futures relation: Further evidence from crude palm oilHelene K. Brondbo, Axel Storebo, Stein-Erik Fleten, Trine K. Boomsmahttp://dx.doi.org/10.1002/agr.21939
2017Journal of International Economics: Vol. 108Emerging economies business cycles: The role of commodity terms of trade newsFawzan Abdul Aziz Al Fawzanhttp://dx.doi.org/10.1080/1351847X.2021.1895859
2017Journal of Research in Economic Modeling: Vol. 8, Issue 29Forecasting Risk Premium in Crude Oil futures Market with BVARnafiseh behradmehr, mohsen mehrara, mohammad mazraati, hadi dadafaridhttp://dx.doi.org/10.1111/joes.12342
2017Agribusiness: Vol. 33, Issue 4International aggregate agricultural supply for grain and oilseed: The effects of efficiency and technological changeNestor Le Clech, Carmen Fillat‐Castejónhttp://dx.doi.org/10.1002/fut.21615
2017Agricultural Economics: Vol. 48, Issue 1Monetary policy shocks and the dynamics of agricultural commodity prices: evidence from structural and factor‐augmented VAR analysesMd Rafayet Alam, Scott Gilberthttp://dx.doi.org/10.1007/s12667-019-00325-3
2017The Energy Journal: Vol. 38, Issue 5Speculation in Commodity Futures Markets, Inventories and the Price of Crude OilSung Je Byunhttp://dx.doi.org/10.58885/ijbe.v08i2.032.mk
2017SSRN Electronic Journal Jumps in Commodity MarketsDuc Binh Benno Nguyen, Marcel Prokopczukhttp://dx.doi.org/10.3905/jii.2010.1.1.061
2016SSRN Electronic JournalDeterminants of the Crude Oil Futures Curve: Inventory, Consumption and VolatilityChristina Sklibosios Nikitopoulos, Matthew Squires, Susan Thorphttp://dx.doi.org/10.2139/ssrn.2838559
2016Quantitative Finance: Vol. 16, Issue 12Is news related to GDP growth a risk factor for commodity futures returns?Daniel Tsvetanov, Jerry Coakley, Neil Kellardhttp://dx.doi.org/10.1080/14697688.2016.1211797
2016SSRN Electronic Journal Inflation Expectations and the Price at the PumpCarola Conces Binderhttp://dx.doi.org/10.1016/j.jcomm.2021.100242
2016SSRN Electronic JournalCommodity Dynamics: A Sparse Multi-Class ApproachLuca Barbaglia, Ines Wilms, Christophe Crouxhttp://dx.doi.org/10.1111/pirs.12270
2016Energy Economics: Vol. 60Commodity dynamics: A sparse multi-class approachGianluca Fusai, Marina Marena, Giovanni Longohttp://dx.doi.org/10.1093/cep/byh018
2016Physica A: Statistical Mechanics and its Applications: Vol. 452Complexity of carbon market from multi-scale entropy analysisDiego Valiantehttp://dx.doi.org/10.5547/01956574.41.5.afer
2016Energy Economics: Vol. 53Optimal design of feed-in-tariffs to stimulate renewable energy investments under regulatory uncertainty — A real options analysisAudun Botterud, Tarjei Kristiansen, Marija D. Ilichttp://dx.doi.org/10.1016/j.irfa.2016.03.014
2016Eastern Economic Journal: Vol. 42, Issue 3Impact of Futures Trading on Spot Markets: An Empirical Analysis of Rubber in IndiaAkanksha Gupta, Poornima Varmahttp://dx.doi.org/10.1016/j.geoforum.2009.11.008
2016The Energy Journal: Vol. 37, Issue 3Why is Spot Carbon so Cheap and Future Carbon so Dear? The Term Structure of Carbon PricesKlaus Mohn, Bård Misundhttp://dx.doi.org/10.1016/j.pursup.2018.03.004
2016International Review of Financial Analysis: Vol. 45Futures markets and fundamentals of base metalsCarolina de Castro Lopes, Frances Fischberg Blank, Davi Michel Valladãohttp://dx.doi.org/10.1016/j.eneco.2008.08.002
2016Energy Policy: Vol. 92Innovation subsidies versus consumer subsidies: A real options analysis of solar energyKiran Torani, Gordon Rausser, David Zilbermanhttp://dx.doi.org/10.1016/j.eneco.2007.06.002
2016Journal of Futures Markets: Vol. 36, Issue 2The Return–Volatility Relation in Commodity Futures MarketsNaomi Boyd, Bingxin Li, Rui Liuhttp://dx.doi.org/10.1080/01605682.2023.2260908
2016SSRN Electronic Journal Informed Trading in Oil-Futures MarketOlivier Rousse, Benoot SSvihttp://dx.doi.org/10.2139/ssrn.2137346
2016Review of Quantitative Finance and Accounting: Vol. 47, Issue 3Further evidence on the explanatory power of spot food and energy commodities market prices for futures pricesPhillip A. Cartwright, Natalija Riabkohttp://dx.doi.org/10.1109/EEM.2013.6607377
2016SSRN Electronic Journal Informed Trading in Oil-Futures MarketOlivier Rousse, Benoot SSvihttp://dx.doi.org/10.2139/ssrn.2784793
2016Review of Financial Studies: Vol. 29, Issue 8Commodities as CollateralQiang Zhao, Guiding Guhttp://dx.doi.org/10.2139/ssrn.1932247
2016Energy Economics: Vol. 53Convenience yield in commodity price modeling: A regime switching approachAbdullah Almansourhttp://dx.doi.org/10.2139/ssrn.901951
2016Computers & Operations Research: Vol. 66Valuation of commodity derivatives with an unobservable convenience yieldAnh Ngoc Lai, Constantin Mellioshttp://dx.doi.org/10.1016/j.jcomm.2023.100346
2016Quantitative Finance: Vol. 16, Issue 10A pairs trading strategy based on linear state space models and the Kalman filterPeng Liu, Zhigang Qiu, David Xiaoyu Xuhttp://dx.doi.org/10.1257/app.20180299
2016Journal of Futures Markets: Vol. 36, Issue 6Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment PeriodDaniel Hach, Stefan Spinlerhttp://dx.doi.org/10.1109/MPAE.2003.1192021
2016Journal of Empirical Finance: Vol. 36Exchange rates and commodity prices: Measuring causality at multiple horizonsHui Jun Zhang, Jean-Marie Dufour, John W. Galbraithhttp://dx.doi.org/10.1002/jae.1213
2016American Economic Journal: Macroeconomics: Vol. 8, Issue 2The Simple Economics of Commodity Price SpeculationChristopher R. Knittel, Robert S. Pindyckhttp://dx.doi.org/10.1007/978-3-642-30601-3_8
2016Journal of Futures Markets: Vol. 36, Issue 4Spot and Futures Markets Linkages: Does Contango Differ from Backwardation?Viviana Fernandezhttp://dx.doi.org/10.1093/rfs/hhs127
2015International Journal of Hospitality Management: Vol. 45Determinants of commodity price risk exposure in the restaurant industry: An analysis by commodity price cyclesN. Costantino, R. Pellegrino, D. Taurohttp://dx.doi.org/10.2139/ssrn.2133158
2015Energy Economics: Vol. 49Understanding rig rate formation in the Gulf of MexicoHossein Razavihttp://dx.doi.org/10.2139/ssrn.3906933
2015Journal of Economic and Administrative Sciences: Vol. 31, Issue 1Volatility and efficiency of the world crude oil marketBwo-Nung Huang, C.W. Yang, M.J. Hwanghttp://dx.doi.org/10.1111/jiec.12050
2015SSRN Electronic JournalThe Return-Volatility Relation in Commodity Futures MarketsChristiane Baumeisterhttp://dx.doi.org/10.2139/ssrn.1946197
2015Energy Procedia: Vol. 79An Investigation into the Crude Oil Price Pass-Through to the Macroeconomic Activities of MalaysiaFardous Alomhttp://dx.doi.org/10.1111/jmcb.12525
2015Natural Resources: Vol. 06, Issue 01Measuring Criticality of Raw Materials: An Empirical Approach Assessing the Supply Risk Dimension of Commodity CriticalityPeng Liu, Ke Tanghttp://dx.doi.org/10.1002/9781119011590.ch18
2015Journal of Mathematical Finance: Vol. 05, Issue 03Approximation for Convenience Yield with Mean-Reverting Commodity Pricehttp://dx.doi.org/10.1016/j.eneco.2020.104743
2015Agricultural Finance Review: Vol. 75, Issue 4Predictability of sugar futures: evidence from the Indian commodity marketPrabhati Kumari Misra, Kishor Goswamihttp://dx.doi.org/10.1257/mac.20140033
2015SSRN Electronic JournalInnovations in the Crude Oil Market: Sentiment, Exploration and Production Methodshttp://dx.doi.org/10.1111/cjag.12306
2015Journal of Futures Markets: Vol. 35, Issue 7A Convenience Yield Approximation Model for Mean‐Reverting CommoditiesEngelbert J. Dockner, Zehra Eksi, Margarethe Rammerstorferhttp://dx.doi.org/10.1016/j.cor.2015.03.007
2015SSRN Electronic JournalWhat Ails the European Union's Emissions Trading System? Two Diagnoses Calling for Different TreatmentsDaniele Valenti, Matteo Manera, Alessandro Sbuelzhttp://dx.doi.org/10.1007/978-3-030-23816-2_48
2015Journal of Futures Markets: Vol. 35, Issue 8Risk Premium in Electricity Prices: Evidence from the PJM MarketTrevor A. Reeve, Robert John Vigfussonhttp://dx.doi.org/10.2139/ssrn.2377781
2015Credit and Capital Markets – Kredit und Kapital: Vol. 48, Issue 2Three Narratives on the Changing Face of Global Commodities Market StructureAndreas Röthighttp://dx.doi.org/10.1002/9781118266403.ch5
2015Physica A: Statistical Mechanics and its Applications: Vol. 428Cross-correlation between interest rates and commodity pricesQing Wang, Yiming Huhttp://dx.doi.org/10.2139/ssrn.2770546
2015Resources Policy: Vol. 45Dynamic relationships between spot and futures prices. The case of energy and gold commoditiesBernardina Algierihttp://dx.doi.org/10.1002/fut.21854
2015The Energy Journal: Vol. 36, Issue 2The Convenience Yield and the Informational Content of the Oil Futures PriceConstantin Mellioshttp://dx.doi.org/10.4236/nr.2015.61007
2015Journal of Financial Engineering: Vol. 02, Issue 01Comparison of commodity future pricing approaches with cointegration techniquesChristian Stepanekhttp://dx.doi.org/10.2139/ssrn.3964392
2015Journal of Agricultural Economics: Vol. 66, Issue 1Measuring the Volatility of Wheat Futures Prices on the LIFFENaomi E. Boyd, Bingxin Li, Rui Liuhttp://dx.doi.org/10.2139/ssrn.2894390
2014Energy Economics: Vol. 46Crude oil: Commodity or financial asset?Beatriz Martínez, Hipòlit Torróhttp://dx.doi.org/10.5547/01956574.40.2.orou
2014Journal of Futures Markets: Vol. 34, Issue 10Noisy Inventory Announcements and Energy PricesDon Bredin, Eamonn O Ciagain, Cal B. Muckleyhttp://dx.doi.org/10.1108/CG-07-2014-0083
2014Energy Economics: Vol. 46Macro determinants of volatility and volatility spillover in energy marketsBerna Karali, Octavio A. Ramirezhttp://dx.doi.org/10.2139/ssrn.1942818
2014Mathematical Finance: Vol. 24, Issue 2TIME‐CHANGED ORNSTEIN–UHLENBECK PROCESSES AND THEIR APPLICATIONS IN COMMODITY DERIVATIVE MODELSMarketa W. Halova, Alexander Kurov, Oleg Kucherhttp://dx.doi.org/10.5547/ISSN0195-6574-EJ-Vol31-No2-5
2014Energy Economics: Vol. 46Effect of inventory announcements on crude oil price volatilityNiall Farrell, Mel T. Devine, William T. Lee, James P. Gleeson, Seán Lyonshttp://dx.doi.org/10.2139/ssrn.3732527
2014Agricultural Economics: Vol. 45, Issue 4A roller coaster ride: an empirical investigation of the main drivers of the international wheat priceBenjamin Murgas, Alvin Henao, Luceny Guzmanhttp://dx.doi.org/10.1016/j.eneco.2014.12.008
2014Journal of Futures Markets: Vol. 34, Issue 7The Predictive Content of Commodity FuturesMenzie D. Chinn, Olivier Coibionhttp://dx.doi.org/10.5547/01956574.38.5.sbyu
2014SSRN Electronic JournalHow to Value a Gas Storage FacilityBerna Karali, Shiyu Ye, Octavio A. Ramirezhttp://dx.doi.org/10.1007/s10479-021-04198-7
2014Review of Financial Economics: Vol. 23, Issue 4Business cycle, storage, and energy pricesMara Madaleno, Carlos Pinhohttp://dx.doi.org/10.1016/j.eneco.2017.12.007
2014SSRN Electronic JournalWhy is Spot Carbon so Cheap and Future Carbon so Dear? The Term Structure of Carbon PricesDon Bredin, John E. Parsonshttp://dx.doi.org/10.1016/j.eneco.2021.105300
2014SSRN Electronic JournalWhy Is Spot Carbon so Cheap and Future Carbon So Dear? The Term Structure of Carbon PricesDerek W. Bunnhttp://dx.doi.org/10.1007/978-3-658-38418-0_8
2014Corporate Governance: Vol. 14, Issue 5Does agricultural commodity speculation contribute to sustainable development?Gilbert Lenssen, André Nijhof, Ludwig Roger, Henk Kievit, Christina Kleinau, Nick Lin-Hihttp://dx.doi.org/10.1007/s12197-019-09497-1
2013The Quarterly Review of Economics and Finance: Vol. 53, Issue 1Commodity futures prices: More evidence on forecast power, risk premia and the theory of storageJilong Chen, Christian Ewald, Ruolan Ouyang, Sjur Westgaard, Xiaoxia Xiaohttp://dx.doi.org/10.5547/01956574.38.2.nfar
2013Review of Financial Studies: Vol. 26, Issue 5Economic Linkages, Relative Scarcity, and Commodity Futures ReturnsJaime Casassus, Peng Liu, Ke Tanghttp://dx.doi.org/10.1016/j.egypro.2015.11.531
2013Journal of Industrial Ecology: Vol. 17, Issue 5Evaluation of Life Cycle Assessment Recycling Allocation MethodsJeremiah X. Johnson, Colin A. McMillan, Gregory A. Keoleianhttp://dx.doi.org/10.1515/snde-2019-0068
2013SSRN Electronic JournalExchange Rates and Commodity Prices: Measuring Causality at Multiple HorizonsPedro Gomis-Porqueras, Vipin Arorahttp://dx.doi.org/10.1111/agec.12099
2013International Review of Financial Analysis: Vol. 27Investment decision in integrated steel plants under uncertaintyShan Chen, Margaret C. Insley, Tony S. Wirjantohttp://dx.doi.org/10.1016/j.irfa.2022.102027
2013SSRN Electronic JournalCapacity Payment Impact on Gas-Fired Generation Investments under Rising Renewable Feed-In -- A Real Options AnalysisV. P. Meshalkinhttp://dx.doi.org/10.1002/9781118710098.ch1
2013SSRN Electronic JournalCommodities as CollateralKe Tang, Haoxiang Zhuhttp://dx.doi.org/10.1016/j.physa.2015.02.053
2013International Journal of Theoretical and Applied Finance: Vol. 16, Issue 06COMMODITY PRICE DYNAMICS AND DERIVATIVE VALUATION: A REVIEWFernando Palao, Ángel Pardohttp://dx.doi.org/10.2139/ssrn.3143466
2013SSRN Electronic JournalGreen Expectations: Current Effects of Anticipated Carbon PricingZura Kakushadze, Juan Andrés Serurhttp://dx.doi.org/10.48072/2525-7579.rog.2020.332
2013Regional Science and Urban Economics: Vol. 43, Issue 6Commodity house pricesCharles Ka Yui Leung, Song Shi, Edward Chi Ho Tanghttp://dx.doi.org/10.2139/ssrn.940496
2013SSRN Electronic JournalOptimal Design of Feed-in-Tariffs to Stimulate Renewable Energy Investments Under Regulatory Uncertainty - A Real Options AnalysisXiaoye Jinhttp://dx.doi.org/10.1007/978-3-319-74336-3_482-1
2013Agricultural Finance Review: Vol. 73, Issue 1Testing for speculative bubbles in agricultural commodity prices: a regime switching approachCarlos Eduardo de Moura, Adrian Pizzinga, Jorge Zubellihttp://dx.doi.org/10.1007/978-94-007-2412-9_5
2012SSRN Electronic JournalFutures Trading and the Excess Comovement of Commodity PricesMark W. Frenchhttp://dx.doi.org/10.1016/j.eneco.2016.09.013
2012SSRN Electronic JournalAn Assessment of the Theory of Storage: Has the Relationship between Commodity Price Volatility and Market Fundamentals Changed Over Time?JANIS BACK, MARCEL PROKOPCZUKhttp://dx.doi.org/10.1590/1678-6971/eramf200086
2012SSRN Electronic JournalIntegrating Commodity Markets in the Optimal Procurement Policies of a Stochastic Inventory SystemQianqian Mao, Jens-Peter Loy, Thomas Glauben, Yanjun Renhttp://dx.doi.org/10.1016/j.jimonfin.2019.03.003
2012SSRN Electronic JournalInformational Efficiency in Futures Markets for Crude OilAndreas Fritz, Christoph Weberhttp://dx.doi.org/10.1002/fut.20525
2012European Journal of Operational Research: Vol. 220, Issue 1Renewable energy investments under different support schemes: A real options approachTrine Krogh Boomsma, Nigel Meade, Stein-Erik Fletenhttp://dx.doi.org/10.1007/978-3-540-79407-3_1
2012SSRN Electronic JournalThe Relationship between Spot and Futures CO2 Emission Allowance Prices in the EU-ETSStefan Trueck, Wolfgang Hardle, Rafal Weronhttp://dx.doi.org/10.1002/fut.21736
2012SSRN Electronic JournalEnergy Derivatives' Market DynamicsMarek Kolodziej, Robert K. Kaufmann, Nalin Kulatilaka, David Bicchetti, Nicolas Maystrehttp://dx.doi.org/10.1287/mnsc.1050.0361
2012Journal of Applied Econometrics: Vol. 27, Issue 4An identification‐robust test for time‐varying parameters in the dynamics of energy pricesJean‐Thomas Bernard, Jean‐Marie Dufour, Lynda Khalaf, Maral Kichianhttp://dx.doi.org/10.1108/AFR-02-2014-0002
2012Journal of Futures Markets: Vol. 32, Issue 6Does the price of crude oil respond to macroeconomic news?Arjun Chatrath, Hong Miao, Sanjay Ramchanderhttp://dx.doi.org/10.1007/s11156-015-0513-5
2012SSRN Electronic JournalThe Fundamental and Speculative Components of the Oil Spot Price: A Real Option Value ApproachClaudio Dicembrino, Pasquale L. Lucio Scandizzohttp://dx.doi.org/10.1016/S0301-4215(03)00065-X
2012SSRN Electronic JournalOil Price Forecast Evaluation with Flexible Loss Functionshttp://dx.doi.org/10.2139/ssrn.3992385
2012SSRN Electronic Journal The Impact of Stochastic Convenience Yield on Long-Term Forestry Investment DecisionsRabin K. Jana, Indranil Ghosh, P. N. Ram Kumarhttp://dx.doi.org/10.1109/ICEIT.2010.5607811
2012SSRN Electronic JournalThe Economics of Renewable EnergyAnna Creti, Bertrand Villeneuve, Corinne Chatonhttp://dx.doi.org/10.1016/j.jinteco.2017.07.008
2012SSRN Electronic JournalCommodity Price Dynamics and Derivatives Valuation: A ReviewChris Brooks, Marcel Prokopczuk, Yingying Wuhttp://dx.doi.org/10.1111/irfi.12361
2012Journal of Futures Markets: Vol. 32, Issue 5The convenience yield implied in European natural gas hub tradingMatthias Hundt, Ninghong Sunhttp://dx.doi.org/10.1016/j.ejor.2007.05.044
2012Technological Forecasting and Social Change: Vol. 79, Issue 7Options in technology investment games: The real world TFT-LCD industry caseEfe Caglar Cagli, Dilvin Taskin, Pınar Evrim Mandacihttp://dx.doi.org/10.1080/14697688.2016.1164886
2011Energy Economics: Vol. 33, Issue 5Multiscale entropy analysis of crude oil price dynamicsMiroslava Zavadska, Lucía Morales, Joseph Coughlanhttp://dx.doi.org/10.2139/ssrn.2247736
2011SSRN Electronic JournalEvaluating the Forecasting Performance of Commodity Futures Priceshttp://dx.doi.org/10.1093/ajae/aay089
2011SSRN Electronic JournalFinancial-Demand Based Commodity Pricing: A Theoretical Model for Financialization of CommoditiesLouisa Chen, Thanos Verousis, Kai Wang, Zhiping Zhouhttp://dx.doi.org/10.2139/ssrn.2040828
2011SSRN Electronic JournalThe Role of Financial Markets in Determining Physical Oil Prices: A Survey of the LiteratureBoda Kang, Christina Sklibosios Nikitopoulos, Marcel Prokopczukhttp://dx.doi.org/10.1016/j.petrol.2004.02.008
2011Management of Environmental Quality: An International Journal: Vol. 22, Issue 5Risk premia in CO2 allowances: spot and futures prices in the EEX marketGianluca Fusai, Marina Marena, Andrea Roncoronihttp://dx.doi.org/10.1016/j.eneco.2020.104906
2011SSRN Electronic JournalWhat Explains Risk Premia in Crude Oil Futures?Petter Osmundsen, Knut Einar Rosendahl, Terje Skjerpenhttp://dx.doi.org/10.2139/ssrn.1447847
2011Energy Systems: Vol. 2, Issue 3-4Regional energy markets and the cost of natural flow dam operationHui Buhttp://dx.doi.org/10.1016/j.eneco.2021.105331
2011SSRN Electronic JournalOil Price Dynamics in a Real Business Cycle ModelAlexandre Szklo, Henrique Vilela Pinto Dos Anjoshttp://dx.doi.org/10.3390/app112110213
2011OPEC Energy Review: Vol. 35, Issue 4What explains risk premiums in crude oil futures?*Marko Melolinnahttp://dx.doi.org/10.1016/j.eneco.2014.06.004
2011SSRN Electronic JournalMean-Variance Optimization of Power Generation Portfolios Under Uncertainty in the Merit OrderChristoph Weber, Malte Sunderkötterhttp://dx.doi.org/10.1057/9781137062659_4
2011SSRN Electronic JournalAn Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy PricesAndrea Bastianin, Matteo Manera, Anil Markandya, Elisa Scarpahttp://dx.doi.org/10.1017/eso.2019.26
2011SSRN Electronic JournalThe Food Crises: A Quantitative Model of Food Prices Including Speculators and Ethanol ConversionJoshua G. Maples, B. Wade Brorsenhttp://dx.doi.org/10.1257/aer.20190964
2011The Journal of Index Investing: Vol. 2, Issue 1Futures-Based Commodity ETFsW.-H. Liuhttp://dx.doi.org/10.1016/j.resourpol.2015.04.004
2011Journal of Empirical Finance: Vol. 18, Issue 2The stochastic behavior of commodity prices with heteroskedasticity in the convenience yieldJanis Back, Marcel Prokopczukhttp://dx.doi.org/10.5547/01956574.42.4.dkoo
2011SSRN Electronic JournalCommodity Futures Prices: More Evidence on Forecast Power, Risk Premia and the Theory of StorageChris Brooks, Marcel Prokopczuk, Yingying Wuhttp://dx.doi.org/10.1109/HIS.2014.7086187
2010SSRN Electronic JournalOil Products Price Dynamics - Mean Reversion and Structural Breaks: Application of ARMA-GARCH-Class ModelsMarco Lagi, Yavni Bar-Yam, Karla Z. Bertrand, Yaneer Bar-Yamhttp://dx.doi.org/10.17221/278/2023-AGRICECON
2010Geoforum: Vol. 41, Issue 4Oil ‘futures’: Shell’s Scenarios and the social constitution of the global oil marketAnna Zalikhttp://dx.doi.org/10.29252/jemr.8.29.7
2010Energy Economics: Vol. 32, Issue 2Oil price dynamics and speculationGiulio Cifarelli, Giovanna Paladinohttp://dx.doi.org/10.5547/01956574.39.5.dtan
2010Energy Economics: Vol. 32, Issue 2Jump dynamics with structural breaks for crude oil pricesSophie van Huellenhttp://dx.doi.org/10.1111/1477-9552.12092
2010Energy Economics: Vol. 32, Issue 5The relationship between spot and futures prices in the Nord Pool electricity marketThor Bøckman, Stein-Erik Fleten, Erik Juliussen, Håvard J. Langhammer, Ingemar Revdalhttp://dx.doi.org/10.1016/j.eneco.2021.105460
2010European Journal of Operational Research: Vol. 206, Issue 3Technology choice under several uncertainty sourceshttp://dx.doi.org/10.1142/S0219024913500325
2010SSRN Electronic JournalAlternative Risk Transfer: The Convergence of the Insurance and Capital Markets, Part III – Utilization of Life Insurance-Linked SecuritiesSophie van Huellenhttp://dx.doi.org/10.2139/ssrn.1701703
2010The Journal of Index Investing: Vol. 1, Issue 1The Long and Short of Commodity IndexesPaul D. Kaplanhttp://dx.doi.org/10.1007/BF02298465
2010The Energy Journal: Vol. 31, Issue 2Valuing Plug-In Hybrid Electric Vehicles’ Battery Capacity Using a Real Options FrameworkDerek M. Lemoinehttp://dx.doi.org/10.1111/j.0277-0180.2005.00148.x
2010European Journal of Operational Research: Vol. 206, Issue 2Developing a market-based approach to managing the US strategic petroleum reserveSoren T. Anderson, Ryan Kellogg, Stephen W. Salanthttp://dx.doi.org/10.2139/ssrn.2154642
2010Journal of Applied Econometrics: Vol. 25, Issue 4What do we learn from the price of crude oil futures?Jaime Casassus, Pierre Collin-Dufresne, Bryan R. Routledgehttp://dx.doi.org/10.2139/ssrn.813227
2010IMF Working Papers: Vol. 10, Issue 222How Commodity Price Curves and Inventories React to a Short-Run Scarcity ShockNese Erbil, Shaun Roachehttp://dx.doi.org/10.1002/agr.21514
2010Quantitative Finance: Vol. 10, Issue 8Markov models for commodity futures: theory and practiceLeif Andersenhttp://dx.doi.org/10.1111/j.1753-0237.2011.00201.x
2009SSRN Electronic JournalRisk-Adjusted Forecasts of Oil PricesPatrizio Pagano, Massimiliano Pisanihttp://dx.doi.org/10.3280/ECAG2019-002004
2009Energy Policy: Vol. 37, Issue 5Cointegration between oil spot and future prices of the same and different grades in the presence of structural changeKonstantinos Skindilias, Chia Chun Lohttp://dx.doi.org/10.2139/ssrn.2260934
2009Energy Economics: Vol. 31, Issue 1The dynamics of a nonlinear relationship between crude oil spot and futures prices: A multivariate threshold regression approachDon Bredin, John E. Parsonshttp://dx.doi.org/10.1016/j.enpol.2015.07.010
2009Energy Economics: Vol. 31, Issue 4Physical market determinants of the price of crude oil and the market premiumNader Karimi, Hirbod Assa, Erfan Salavati, Hojatollah Adibihttp://dx.doi.org/10.1109/IEEM.2016.7797850
2009Energy Economics: Vol. 31, Issue 1Forecasting volatility of crude oil marketsJ. Arnold Quinn, James D. Reitzes, Adam C. Schumacherhttp://dx.doi.org/10.1002/9781119109440.refs
2009Energy Economics: Vol. 31, Issue 2Investment and uncertainty in the international oil and gas industryhttp://dx.doi.org/10.1016/j.enpol.2009.08.003
2009SSRN Electronic JournalCarbon Allowances as Inputs or Financial Assets: Lesson Learned from the Pilot Phase of the EU-ETSLeif B. G. Andersenhttp://dx.doi.org/10.17016/feds.2005.30
2009Finance and Economics Discussion Series: Vol. 2009, Issue 29Does Speculation Affect Spot Price Levels? The Case of Metals with and without Futures MarketsGeorge M. Korniotishttp://dx.doi.org/10.1111/joes.12478
2009The Energy Journal: Vol. 30, Issue 3Natural Gas Pricing in Countries of the Middle East and North Africahttp://dx.doi.org/10.1007/978-3-030-02792-6_9
2009Energy Policy: Vol. 37, Issue 12Does the European natural gas market pass the competitive benchmark of the theory of storage? Indirect tests for three major trading pointsRafał Weronhttp://dx.doi.org/10.1016/j.eneco.2008.09.006
2009SSRN Electronic JournalIs Oil a Financial Asset? An Empirical Investigation Spanning the Last Fifteen YearsRoberta Pellegrino, Nicola Costantino, Danilo Taurohttp://dx.doi.org/10.1016/j.resourpol.2022.102657
2009SSRN Electronic JournalValuing Plug-In Hybrid Electric Vehicles' Battery Capacity Using a Real Options FrameworkLuiz de Magalhães Ozorio, Carlos de Lamare Bastian-Pinto, Tara Keshar Nanda Baidya, Luiz Eduardo Teixeira Brandãohttp://dx.doi.org/10.1002/fut.20523
2008SSRN Electronic JournalMarkov Models for Commodity Futures: Theory and PracticeJostein Tvedthttp://dx.doi.org/10.1016/j.apenergy.2020.115288
2008SSRN Electronic JournalLong and Short Term Jumps in Commodity Futures PricesCALEB WELLUMhttp://dx.doi.org/10.1002/9781119011590.ch19
2008Energy Economics: Vol. 30, Issue 2Does oilrig activity react to oil price changes? An empirical investigationGuro Børnes Ringlund, Knut Einar Rosendahl, Terje Skjerpenhttp://dx.doi.org/10.2118/211817-MS
2008Journal of Banking & Finance: Vol. 32, Issue 10Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity marketsTommie Murphy, Stephen Kelly, Khurshid Ahmadhttp://dx.doi.org/10.1002/jae.1159
2008The European Journal of Finance: Vol. 14, Issue 2Commodity volatility modelling and option pricing with a potential function approachAdrian Fernandez-Perez, Alexandre Garel, Ivan Indriawanhttp://dx.doi.org/10.1016/j.techfore.2012.03.008
2008Energy Economics: Vol. 30, Issue 3Asymmetric price responses, market integration and market power: A study of the U.S. natural gas marketDonald Murry, Zhen Zhuhttp://dx.doi.org/10.1016/j.eneco.2006.10.002
2008Energy Economics: Vol. 30, Issue 3Market price of risk implied by Asian-style electricity options and futuresGuillaume Chevillon, Christine Rifflarthttp://dx.doi.org/10.1016/j.ijhm.2014.12.005
2008European Journal of Operational Research: Vol. 190, Issue 1Investment timing and optimal capacity choice for small hydropower projectsAndrew Clarkhttp://dx.doi.org/10.1016/j.ejor.2010.02.030
2007Journal of Forecasting: Vol. 26, Issue 7Forecasting the price of crude oil via convenience yield predictionsRichard G. Newell, Brian Presthttp://dx.doi.org/10.2139/ssrn.2258386
2007SSRN Electronic JournalGas Storage and Security of Supply in the Medium RunViviana Fernandezhttp://dx.doi.org/10.1108/JEAS-12-2013-0043
2007Journal of Futures Markets: Vol. 27, Issue 4On inverse carrying charges and spatial arbitrageDonald F. Larsonhttp://dx.doi.org/10.1002/fut.20249
2007SSRN Electronic JournalCommodity Asian Options: A Closed-Form FormulaWei Yao, Constantinos Alexiouhttp://dx.doi.org/10.29252/jemr.8.32.7
2006SSRN Electronic JournalExplaining Large Inventories: The Case of IranAnton Dobronogov, Ahmad R. Jalali-Nainihttp://dx.doi.org/10.1016/j.eneco.2014.06.016
2006SSRN Electronic Journal Convenience Yields for Co2 Emission Allowance Futures ContractsDavid Dubofskyhttp://dx.doi.org/10.5547/01956574.45.2.lvie
2005SSRN Electronic JournalWhy and When do Spot Prices of Crude Oil Revert to Futures Price Levels?Babak Jafarizadeh, Reidar B. Bratvoldhttp://dx.doi.org/10.2139/ssrn.1100605
2005OPEC Review: Vol. 29, Issue 2Explaining the so‐called “price premium” in oil marketsAntonio Merino, Álvaro Ortizhttp://dx.doi.org/10.1016/j.jcomm.2018.10.002
2005Management Science: Vol. 51, Issue 7Soybean Inventory and Forward Curve DynamicsHélyette Geman, Vu-Nhat Nguyenhttp://dx.doi.org/10.3390/jmse10101559
2005SSRN Electronic JournalCommodity Forecasting for Tactical Asset AllocationNader Karimi, Hirbod Assa, Erfan Salavati, Hojatollah Adibihttp://dx.doi.org/10.2139/ssrn.1871345
2005SSRN Electronic JournalValuation of Commodity Derivatives with an Unobservable Convenience YieldChun-Hung (Hugo) Tanghttp://dx.doi.org/10.1016/j.jempfin.2010.12.003
2005Finance and Economics Discussion Series: Vol. 2005.0, Issue 30Why and When do Spot Prices of Crude Oil Revert to Futures Price Levels?Dragan Miljkovic, Cole Goetzhttp://dx.doi.org/10.1108/00021461311321384
2004The Energy Journal: Vol. 25, Issue 3Implied Volatility of Oil Futures Options Surrounding OPEC MeetingsCatherine Bobtcheff, Stéphane Villeneuvehttp://dx.doi.org/10.2139/ssrn.2075514
2004Energy Policy: Vol. 32, Issue 9Pricing of Contracts for Difference in the Nordic marketT. Kristiansenhttp://dx.doi.org/10.1016/j.energy.2018.07.137
2004Contemporary Economic Policy: Vol. 22, Issue 2Dynamic Relationships among GCC Stock Markets and Nymex Oil FuturesCarl Chiarella, Boda Kang, Christina Nikitopoulos Sklibosios, Thuy Duong Tohttp://dx.doi.org/10.2139/ssrn.3417706
2004SSRN Electronic JournalOil Price Developments: Drivers, Economic Consequences and Policy ResponsesAnne-Marie Brook, Robert Price, Douglas Sutherland, Niels Westerlund, Christophe Andrehttp://dx.doi.org/10.2139/ssrn.1948608
2004Journal of Petroleum Science and Engineering: Vol. 44, Issue 1-2Valuation of exploration and production assets: an overview of real options modelsLingfei Li, Vadim Linetskyhttp://dx.doi.org/10.2139/ssrn.2478589
2003Atlantic Economic Journal: Vol. 31, Issue 1Elasticity of demand for relative petroleum inventory in the short runMichael Ye, John Zyren, Joanne Shorehttp://dx.doi.org/10.1007/978-3-319-13572-4_24
2003IEEE Power and Energy Magazine: Vol. 1, Issue 2Valuation of services. Competitive industry modelingDragan Miljkovic, Puneet Vatsa, Frayne Olsonhttp://dx.doi.org/10.3917/ecofi.147.0243

 

© 2024 International Association for Energy Economics | Privacy Policy | Return Policy