SZodixStudyAcademic Library

Shelves Open access

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

Are there exploitable inefficiencies in the futures market for oil? · Study

ArticleShelves

ArticleAre there exploitable inefficiencies in the futures market for oil?

William E. Shambora2005

Article2005

Are there exploitable inefficiencies in the futures market for oil?

William E. Shambora · Rosemary Rossiter

106 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

Stock Market Forecasting Methods Financial Markets and Investment Strategies Market Dynamics and Volatility

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 — 106 citations exist upstream.

References

1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work 1985Does the Stock Market Overreact?2012The Econometrics of Financial Markets 1995The Limits of Arbitrage 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns 2002Inefficient Markets: An Introduction to Behavioral Finance 2002An Introduction to Wavelets and Other Filtering Methods in Finance and Economics

Cited by

2016Forecasting spot oil price in a dynamic model averaging framework — Have the determinants changed over time?2011Multiscale entropy analysis of crude oil price dynamics 2007Forecasting oil price movements: Exploiting the information in the futures market 2011Efficiency of crude oil markets: Evidences from informational entropy analysis 2018A novel decompose-ensemble methodology with AIC-ANN approach for crude oil forecasting 2010

Related works

Explore the map →

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

2004The Profitability of Technical Analysis: A Reviewpreprint · 9 shared references 2015MA trading rules, herding behaviors, and stock market overreactionarticle · 8 shared references 2005Market Efficiency and Returns to Simple Technical Trading Rules: Further Evidence from U.S., U.K., Asian and Chinese Stock Marketsarticle · 8 shared references 2004Asymmetric return dynamics and technical trading strategiesarticle · 7 shared references 2007Econometrics of Event Studies**We thank Espen Eckbo, Jon Lewellen, Adam Kolasinski, and Jay Ritter for insightful comments, and Irfan Safdar and Alan Wancier for research assistance.chapter · 6 shared references 2004The Econometrics of Event Studiespreprint · 6 shared references

Details

Year2005

Typearticle

Published2005-11-08

VenueEnergy Economics

ISSN-L0140-9883

Languageen

Citations106

Files0 public / 0

ShelfStock Market Forecasting Methods

Identifiers

doi10.1016/j.eneco.2005.09.004

openalex_workW2093704129

Links

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

Forecasting oil price trends using wavelets and hidden Markov models

2017Using four different online media sources to forecast the crude oil price

2010Crude oil market efficiency and modeling: Insights from the multiscaling autocorrelation pattern