SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Maturity effects in energy futures · Study

ArticleShelves

ArticleMaturity effects in energy futures

Apostolos Serletis1992

Article1992

Maturity effects in energy futures

Apostolos Serletis

54 citations·0/0 files stored·Energy Economics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Market Dynamics and Volatility Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 54 citations exist upstream.

References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 2015Proof that Properly Anticipated Prices Fluctuate Randomly 1980The Extreme Value Method for Estimating the Variance of the Rate of Return 1986Understanding spurious regressions in econometrics 1980On the Estimation of Security Price Volatilities from Historical Data 1988Business Cycles and the Behavior of Metals Prices

Cited by

2004The Relationship Between Energy Spot And Futures Prices: Evidence From The Australian Electricity Market 2016Modelling the relationship between future energy intraday volatility and trading volume with wavelet

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1995Trading volume, maturity and natural gas futures price volatilityarticle · 6 shared references 2016Volatility in electricity derivative markets: The Samuelson effect revisitedarticle · 6 shared references 1996Is There a Term Structure of Futures Volatilities? Reevaluating the Samuelson Hypothesispreprint · 6 shared references 2019High and low prices and the range in the European stock markets: A long-memory approacharticle · 5 shared references 1988Trends and random walks in macroeconomic time seriesarticle · 4 shared references 1993Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Databook · 4 shared references

Details

Year1992

Typearticle

Published1992-04-01

VenueEnergy Economics

ISSN-L0140-9883

Languageen

Citations54

Files0 public / 0

ShelfMarket Dynamics and Volatility

Identifiers

doi10.1016/0140-9883(92)90008-2

openalex_workW2008938529

Links

Imported from OpenAlex (CC0) — nothing here is generated.