2

Futures Trading and the Excess Co-movement of Commodity Prices*

Year:
2017
Language:
english
File:
PDF, 424 KB
english, 2017
3

Forecasting the volatility of crude oil futures using intraday data

Year:
2014
Language:
english
File:
PDF, 975 KB
english, 2014
4

Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps

Year:
2015
Language:
english
File:
PDF, 591 KB
english, 2015
5

An empirical analysis of the downside risk-return trade-off at daily frequency

Year:
2013
Language:
english
File:
PDF, 997 KB
english, 2013
6

Options introduction and volatility in the EU ETS

Year:
2011
Language:
english
File:
PDF, 1.05 MB
english, 2011
7

The newsvendor problem under multiplicative background risk

Year:
2010
Language:
english
File:
PDF, 265 KB
english, 2010
12

Funds from non-renewable energy resources: Policy lessons from Alaska and Alberta

Year:
2012
Language:
english
File:
PDF, 196 KB
english, 2012
13

On the volatility–volume relationship in energy futures markets using intraday data

Year:
2012
Language:
english
File:
PDF, 676 KB
english, 2012
14

Empirical bias in intraday volatility measures

Year:
2012
Language:
english
File:
PDF, 186 KB
english, 2012
16

Macro factors in oil futures returns

Year:
2011
File:
PDF, 430 KB
2011
17

A Fear Index to Predict Oil Futures Returns

Year:
2013
Language:
english
File:
PDF, 1002 KB
english, 2013
21

What trends in energy efficiencies? Evidence from a robust test

Year:
2010
Language:
english
File:
PDF, 877 KB
english, 2010