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Rational expectations, risk and efficiency in energy futures markets

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  • Serletis, Apostolos

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Bibliographic Info

Article provided by Elsevier in its journal Energy Economics.

Volume (Year): 13 (1991)
Issue (Month): 2 (April)
Pages: 111-115

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Handle: RePEc:eee:eneeco:v:13:y:1991:i:2:p:111-115

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Web page: http://www.elsevier.com/locate/eneco

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Cited by:
  1. Serletis, Apostolos & Hulleman, Vaughn, 1994. "Business cycles and the behavior of energy prices," MPRA Paper 1745, University Library of Munich, Germany.
  2. Matteo Manera & Chiara Longo & Anil Markandya & Elisa Scarpa, 2007. "Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting," Working Papers 2007.4, Fondazione Eni Enrico Mattei.
  3. Menzie D. Chinn & Olivier Coibion, 2010. "The Predictive Content of Commodity Futures," NBER Working Papers 15830, National Bureau of Economic Research, Inc.
  4. Sadorsky, Perry, 2002. "Time-varying risk premiums in petroleum futures prices," Energy Economics, Elsevier, vol. 24(6), pages 539-556, November.
  5. Giliola Frey & Matteo Manera & Anil Markandya & Elisa Scarpa, 2009. "Econometric Models for Oil Price Forecasting: A Critical Survey," CESifo Forum, Ifo Institute for Economic Research at the University of Munich, vol. 10(1), pages 29-44, 04.
  6. Herbert, John H, 1995. "Trading volume, maturity and natural gas futures price volatility," Energy Economics, Elsevier, vol. 17(4), pages 293-299, October.
  7. Menzie D. Chinn & Michael LeBlanc & Olivier Coibion, 2005. "The Predictive Content of Energy Futures: An Update on Petroleum, Natural Gas, Heating Oil and Gasoline," NBER Working Papers 11033, National Bureau of Economic Research, Inc.
  8. Claudio Dicembrino & Pasquale Lucio Scandizzo, 2012. "The Fundamental and Speculative Components of the Oil Spot Price: A Real Option Value Approach," CEIS Research Paper 229, Tor Vergata University, CEIS, revised 18 Apr 2012.
  9. Herbert, John H & Kreil, Erik, 1996. "US natural gas markets : How efficient are they?," Energy Policy, Elsevier, vol. 24(1), pages 1-5, January.
  10. Mihaela NICOLAU & Giulio PALOMBA & Ilaria TRAINI, 2013. "Are Futures Prices Influenced by Spot;Prices or Vice-versa? An Analysis of Crude;Oil, Natural Gas and Gold Markets," Working Papers 394, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  11. Andrea Bastianin & Matteo Manera & Anil Markandya & Elisa Scarpa, 2011. "Oil Price Forecast Evaluation with Flexible Loss Functions," Working Papers 2011.91, Fondazione Eni Enrico Mattei.

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