Business Cycles and the Behavior of Energy Prices
In: Quantitative And Empirical Analysis Of Energy Markets
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- Apostolos Serletis & Vaughn Hullernan, 1994. "Business Cycles and the Behavior of Energy Prices," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2), pages 125-134.
- Serletis, Apostolos & Hulleman, Vaughn, 1994. "Business cycles and the behavior of energy prices," MPRA Paper 1745, University Library of Munich, Germany.
References listed on IDEAS
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"Rational Expectations, Risk, and Efficiency in Energy Futures Markets,"
World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 2, pages 15-22,
World Scientific Publishing Co. Pte. Ltd..
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- Fama, Eugene F & French, Kenneth R, 1988. " Business Cycles and the Behavior of Metals Prices," Journal of Finance, American Finance Association, vol. 43(5), pages 1075-1093, December.
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Cited by:
- Apostolos Serletis & Asghar Shahmoradi, 2007.
"Futures Trading and the Storage of North American Natural Gas,"
World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 8, pages 82-87,
World Scientific Publishing Co. Pte. Ltd..
- Apostolos Serletis & Asghar Shahmoradi, 2006. "Futures trading and the storage of North American natural gas," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 30(1), pages 19-26, March.
- Maryam Ahmadi & Niaz Bashiri Behmiri & Matteo Manera, 2020. "The theory of storage in the crude oil futures market, the role of financial conditions," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(7), pages 1160-1175, July.
- Brajesh Kumar, 2016. "Asymmetric Volatility of Net Convenience Yield: Evidence from Indian Commodity Futures Markets," Proceedings of Economics and Finance Conferences 3205752, International Institute of Social and Economic Sciences.
- Fernandez-Perez, Adrian & Fuertes, Ana-Maria & Miffre, Joelle, 2021.
"The risk premia of energy futures,"
Energy Economics, Elsevier, vol. 102(C).
- Adrian Fernandez-Perez & Ana-Maria Fuertes & Joelle Miffre, 2021. "The Risk Premia of Energy Futures," Post-Print hal-03312959, HAL.
- Niaz Bashiri Behmiri, Maryam Ahmadi, Juha-Pekka Junttila, and Matteo Manera, 2021. "Financial Stress and Basis in Energy Markets," The Energy Journal, International Association for Energy Economics, vol. 0(Number 5).
- Gkillas, Konstantinos & Manickavasagam, Jeevananthan & Visalakshmi, S., 2022. "Effects of fundamentals, geopolitical risk and expectations factors on crude oil prices," Resources Policy, Elsevier, vol. 78(C).
- Oleg Kucher & Alexander Kurov, 2014.
"Business cycle, storage, and energy prices,"
Review of Financial Economics, John Wiley & Sons, vol. 23(4), pages 217-226, November.
- Kucher, Oleg & Kurov, Alexander, 2014. "Business cycle, storage, and energy prices," Review of Financial Economics, Elsevier, vol. 23(4), pages 217-226.
- Thoma, Mark, 2004. "Electrical energy usage over the business cycle," Energy Economics, Elsevier, vol. 26(3), pages 463-485, May.
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More about this item
Keywords
Electricity Markets; Natural Gas Markets; Crude Oil Markets; Forecasting Energy Prices; Energy Markets Volatility; Business Cycles and Energy Prices; Common Features in Energy Markets; Codependent Cycles in Energy Markets; Volatility Modeling in Energy Markets; Chaos; Fractals; and Random Modulations in Energy Markets;All these keywords.
JEL classification:
- F0 - International Economics - - General
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