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A comparison of petroleum futures versus spot prices as predictors of prices in the future
9 references·2 citing·38 second hop
A comparison of petroleum futures versus spot prices as predictors of prices in the future (1991)A comparison of petroleum futures versus …Forecasting efficiency of energy futures prices (1989)Forecasting efficiency of ene…Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage (1987)Commodity Futures Prices: Som…Advances in Futures and Options Research (1987)Advances in Futures and Optio…The behaviour of futures prices over time (1985)The behaviour of futures pric…Price Movements and Price Discovery in Futures and Cash Markets (1983)Price Movements and Price Dis…Futures trading and hedging (1978)Futures trading and hedgingThe Supply of Storage (1976)The Supply of StorageThe Simultaneous Determination of Spot and Futures Prices (1976)The Simultaneous Determinatio…Futures Trading and the Storage of Cotton and Wheat (1958)Futures Trading and the Stora…The causal nexus between oil prices and equity market in the U.S.: A regime switching model (2013)The causal nexus between oil …Market Effects of Naval Forward Presence in a Globalized World: A Research Summary (2002)Market Effects of Naval Forwa…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Oil and the Macroeconomy since World War II (1983)Economic Forces and the Stock Market (1986)Time Series Analysis: Forecasting and Control (1977)Empirical exchange rate models of the seventies (1983)Forecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)Forecasting Accuracy of Crude Oil Futures Prices (1991)On estimating the expected return on the market (1980)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Are petroleum futures prices good predictors of cash value? (1987)Measuring seasonalities in commodity markets and the half‐month effect (1991)Price Volatility Forecasts for Agricultural Commodities: An Application of Historical Volatility Models, Option Implieds and Composite Approaches for Futures Prices of Corn and Wheat (2004)American Economic Review (2019)The Interest Rate Parity Theorem: A Reinterpretation (1973)Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve (2004)The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality (2008)Devil or Angel? The Role of Speculation in the Recent Commodity Price Boom (and Bust) (2009)Hedging with stock index futures: Estimation and forecasting with error correction model (1993)Some Recent Developments in Futures Hedging (2002)Modelling and measuring price discovery in commodity markets (2010)Review of Economic Studies (2010)Speculation and Economic Stability (1939)Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates (2005)Pricing Carbon: The European Union Emissions Trading Scheme (2010)A Treatise on Money (1971)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward and spot exchange rates (1984)Stochastic Convenience Yield and the Pricing of Oil Contingent Claims (1990)What do we learn from the price of crude oil futures? (2010)Financialization of Commodity Markets (2013)Business Cycles and the Behavior of Metals Prices (1988)Equilibrium Forward Curves for Commodities (2000)Asymmetric effect of basis on dynamic futures hedging: Empirical evidence from commodity markets (2007)The Adequacy of Speculation in Agricultural Futures Markets: Too Much of a Good Thing? (2010)Facts and Fantasies about Commodity Futures Ten Years Later (2015)On the Comovement of Commodity Prices (2006)Valuing governmental support in infrastructure projects as real options using Monte Carlo simulation (2006)Flexibility versus commitment: MNEs’ ownership strategy in China (2010)
this work references cited by second hop

References

  • 1987Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage1,047 cited
  • 1983Price Movements and Price Discovery in Futures and Cash Markets641 cited
  • 1958Futures Trading and the Storage of Cotton and Wheat553 cited
  • 1976The Supply of Storage533 cited
  • 1976The Simultaneous Determination of Spot and Futures Prices414 cited
  • 1978Futures trading and hedging238 cited
  • 1987Advances in Futures and Options Research175 cited
  • 1989Forecasting efficiency of energy futures prices49 cited
  • 1985The behaviour of futures prices over time48 cited

Cited by

  • 2013The causal nexus between oil prices and equity market in the U.S.: A regime switching model73 cited
  • 2002Market Effects of Naval Forward Presence in a Globalized World: A Research Summary5 cited

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