Cited By
2024Journal of Commodity Markets: Vol. 33Quantile coherency across bonds, commodities, currencies, and equitiesGazi Salah Uddin, Brian Lucey, Md Lutfur Rahman, David Stenvallhttp://dx.doi.org/10.1016/j.jcomm.2023.100379
2022Journal of International Money and Finance: Vol. 128Samuelson hypothesis and carry arbitrage: U.S. and ChinaRobert Brooks, Joshua A. Brookshttp://dx.doi.org/10.1016/j.jimonfin.2022.102698
2022Empirical Economics: Vol. 63, Issue 2Nonlinear examination of the ‘Heat Wave’ and ‘Meteor Shower’ effects between spot and futures markets of the precious metalsDejan Živkov, Slavica Manić, Ivan Pavkovhttp://dx.doi.org/10.1007/s00181-021-02148-7
2021Research in International Business and Finance: Vol. 58The maturity effect of stock index futures: Speculation or carry arbitrage?Kewei Xu, Xiong Xiong, Xiao Lihttp://dx.doi.org/10.1016/j.ribaf.2021.101473
2021Journal of Futures Markets: Vol. 41, Issue 5Determinants of the WTI‐Brent price spread revisitedJerome Geyer‐Klingeberg, Andreas W. Rathgeberhttp://dx.doi.org/10.1002/fut.22184
2021The European Journal of Finance: Vol. 27, Issue 16Volatility patterns of short-term interest rate futuresPedro Gurrola-Perez, Renata Herreriashttp://dx.doi.org/10.1080/1351847X.2021.1899954
2020The North American Journal of Economics and Finance: Vol. 54“Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bulletToan Luu Duc Huynh, Muhammad Ali Nasir, Xuan Vinh Vo, Thong Trung Nguyenhttp://dx.doi.org/10.1016/j.najef.2020.101277
2016SSRN Electronic Journal Modeling, Forecasting and Trading the Crude Oil Term Structure.Chrilly Donningerhttp://dx.doi.org/10.2139/ssrn.2874869
2015SSRN Electronic JournalChrilly's Toolbox of Energy Futures TradingChrilly Donningerhttp://dx.doi.org/10.2139/ssrn.2651103
2014SSRN Electronic JournalSamuelson Hypothesis and Electricity Derivative MarketsEdouard Jaeck, Delphine Lautierhttp://dx.doi.org/10.2139/ssrn.2430166

 

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