OIL PRICES AND ENERGY FUTURES

被引：16

|

作者：

CHEN, KC ^{[1
]}

SEARS, RS ^{[1
]}

TZANG, DN ^{[1
]}

机构：

[1] CHICAGO STATE UNIV,DEPT ACCOUNTING & FINANCE,CHICAGO,IL 60628

来源：

JOURNAL OF FUTURES MARKETS | 1987年 / 7卷 / 05期

关键词：

D O I：

10.1002/fut.3990070505

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：501 / 518

页数：18

相关论文

共 50 条

[1] Measuring the effect of oil prices on wheat futures prices
Cartwright, Phillip A.
Riabko, Natalija
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2015, 33 : 355 - 369
[2] The Hurst exponent in energy futures prices
Serletis, Apostolos
Rosenberg, Aryeh Adam
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2007, 380 : 325 - 332
[3] LARD PRICES VS SOYBEAN OIL FUTURES
BARTHOLO.DM
JOURNAL OF THE AMERICAN OIL CHEMISTS SOCIETY, 1967, 44 (12) : A592 - &
[4] FORECASTING EFFICIENCY OF ENERGY FUTURES PRICES
MA, CW
JOURNAL OF FUTURES MARKETS, 1989, 9 (05) : 393 - 419
[5] On the predictive accuracy of crude oil futures prices
Abosedra, S
Baghestani, H
ENERGY POLICY, 2004, 32 (12) : 1389 - 1393
[6] Risk premia in crude oil futures prices
Hamilton, James D.
Wu, Jing Cynthia
JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 2014, 42 : 9 - 37
[7] Forecasting nonlinear crude oil futures prices
Moshiri, Saeed
Foroutan, Faezeh
ENERGY JOURNAL, 2006, 27 (04): : 81 - 95
[8] Implementing a stochastic model for oil futures prices
Cortazar, G
Schwartz, ES
ENERGY ECONOMICS, 2003, 25 (03) : 215 - 238
[9] Long memory in energy futures prices
Elder, John
Serletis, Apostolos
REVIEW OF FINANCIAL ECONOMICS, 2008, 17 (02) : 146 - 155
[10] Persistence in crude oil spot and futures prices
Ozdemir, Zeynel Abidin
Gokmenoglu, Korhan
Ekinci, Cagdas
ENERGY, 2013, 59 : 29 - 37

← 1 2 3 4 5 →