Cited By
2011Journal of Futures Markets: Vol. 31, Issue 8Time‐varying market price of risk in the crude oil futures marketRamaprasad Bhar, Damien Leehttp://dx.doi.org/10.1016/0301-4215(95)00145-X
2009Energy Economics: Vol. 31, Issue 5A supply and demand based volatility model for energy pricesTakashi Kanamurahttp://dx.doi.org/10.1002/fut.3990150604
2007Applied Economics: Vol. 39, Issue 11Does OPEC influence crude oil prices? Testing for co-movements and causality between regional crude oil pricesJan Bentzenhttp://dx.doi.org/10.1016/S0140-9883(02)00062-2
2007Managerial Finance: Vol. 33, Issue 4Eliminating the incentive to “let it ride”Karyl B. Leggio, Anand Balakrishnan, John M. Clark, Sean P. Salterhttp://dx.doi.org/10.1016/0360-5442(93)90084-Q
2006OPEC Review: Vol. 30, Issue 3Returns and volatility in the NYMEX Henry Hub natural gas futures marketApostolos Serletis, Asghar Shahmoradihttp://dx.doi.org/10.1080/00036840600606344
2002Applied Economics: Vol. 34, Issue 12Market efficiency in agricultural futures marketsAndrew M. McKenzie, Matthew T. Holthttp://dx.doi.org/10.1007/978-0-8176-8180-7_3
2002Journal of Futures Markets: Vol. 22, Issue 1Estimating Implied PDFs From American Options on Futures: A New Semiparametric ApproachDimitris Flamouris, Daniel Giamouridishttp://dx.doi.org/10.1016/B978-008043858-0/50040-1
2002Energy Economics: Vol. 24, Issue 6Time-varying risk premiums in petroleum futures pricesPerry Sadorskyhttp://dx.doi.org/10.1002/fut.2205
2002Journal of Applied Econometrics: Vol. 17, Issue 3Crack spread hedging: accounting for time‐varying volatility spillovers in the energy futures marketsMichael S. Haigh, Matthew T. Holthttp://dx.doi.org/10.1016/j.eneco.2009.04.001
1998Resource and Energy Economics: Vol. 20, Issue 3Crude oil prices between 1985 and 1994: how volatile in relation to other commodities?André Plourde, G.C Watkinshttp://dx.doi.org/10.1016/S0928-7655(97)00027-4
1996Energy Policy: Vol. 24, Issue 1US natural gas marketsJohn H Herbert, Erik Kreilhttp://dx.doi.org/10.1108/03074350710721514
1995Journal of Futures Markets: Vol. 15, Issue 6Do futures prices for commodities embody risk premiums?Richard Deaves, Itzhak Krinskyhttp://dx.doi.org/10.1002/fut.20493
1995Energy Economics: Vol. 17, Issue 4Trading volume, maturity and natural gas futures price volatilityJohn H. Herberthttp://dx.doi.org/10.1111/j.1468-0076.2006.00167.x
1993Energy: Vol. 18, Issue 11The relation of monthly spot to futures prices for natural gasJohn H. Herberthttp://dx.doi.org/10.1002/fut.3990120507
1992Journal of Futures Markets: Vol. 12, Issue 5The behavior of oil futures returns around OPEC conferencesRichard Deaves, Itzhak Krinskyhttp://dx.doi.org/10.1080/00036840110102761

 

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