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Maturity effects in energy futures


  • Serletis, Apostolos


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  • Serletis, Apostolos, 1992. "Maturity effects in energy futures," Energy Economics, Elsevier, vol. 14(2), pages 150-157, April.
  • Handle: RePEc:eee:eneeco:v:14:y:1992:i:2:p:150-157

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    References listed on IDEAS

    1. Peter J. G. Pearson, 1984. "Energy Policy, Environment and Income Distribution in LDCs: an Input-Output Approach," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 15, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
    2. Al-Ali, Hashim M., 1979. "Input-output analysis of energy requirements : An application to the Scottish economy in 1973," Energy Economics, Elsevier, vol. 1(4), pages 211-218, October.
    3. James, David, 1985. "Environmental economics, industrial process models, and regional-residuals management models," Handbook of Natural Resource and Energy Economics,in: A. V. Kneese† & J. L. Sweeney (ed.), Handbook of Natural Resource and Energy Economics, edition 1, volume 1, chapter 7, pages 271-324 Elsevier.
    4. Common, M. S., 1983. "The IIED industrial energy conservation programme : An order of magnitude assessment," Energy Economics, Elsevier, vol. 5(4), pages 232-236, October.
    5. Leung, PingSun & Hsu, George J. Y., 1984. "An integrated energy planning model for Hawaii," Energy Economics, Elsevier, vol. 6(2), pages 117-121, April.
    6. P J G Pearson, 1989. "Proactive energy - environment policy strategies: a role for input - output analysis?," Environment and Planning A, Pion Ltd, London, vol. 21(10), pages 1329-1348, October.
    7. Robert Kohn, 1975. "Input-Output Analysis and Air Pollution Control," NBER Chapters,in: Economic Analysis of Environmental Problems, pages 239-274 National Bureau of Economic Research, Inc.
    8. David Hawdon, 1986. "Linear Programming, Shadow Prices and Environmental Taxes," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 31, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
    9. Harris, Curtis C. & McConnell, Virginia D. & Cumberland, John H., 1984. "A model for forecasting the economic and environmental impact of energy policy," Energy Economics, Elsevier, vol. 6(3), pages 167-176, July.
    10. Behrens, Alfredo, 1984. "Energy and output implications of income redistribution in Brazil," Energy Economics, Elsevier, vol. 6(2), pages 110-116, April.
    11. Newbery, David M G, 1990. "Acid Rain," CEPR Discussion Papers 442, C.E.P.R. Discussion Papers.
    12. Wassily Leontief, 1973. "National Income, Economic Structure, and Environmental Externalities," NBER Chapters,in: The Measurement of Economic and Social Performance, pages 565-576 National Bureau of Economic Research, Inc.
    13. Lowe, Peter D, 1979. "Pricing Problems in an Input-Output Approach to Environment Protection," The Review of Economics and Statistics, MIT Press, vol. 61(1), pages 110-117, February.
    14. Casler, Stephen & Wilbur, Suzanne, 1984. "Energy input-output analysis : A simple guide," Resources and Energy, Elsevier, vol. 6(2), pages 187-201, June.
    15. Common, M. S. & McPherson, P., 1982. "A note on energy requirements Calculations using the 1968 and 1974 UK input-output tables," Energy Policy, Elsevier, vol. 10(1), pages 42-48, March.
    16. Miranowski, John & Rhee, J., 1984. "Determination of Income, Production, and Employment Under Pollution Control: An Input-Output Approach," Staff General Research Papers Archive 10709, Iowa State University, Department of Economics.
    17. Casler, Stephen & Hannon, Bruce, 1989. "Readjustment potentials in industrial energy efficiency and structure," Journal of Environmental Economics and Management, Elsevier, vol. 17(1), pages 93-108, July.
    18. James, D. E. & deL. Musgrove, A. R. & Stocks, K. J., 1986. "Integration of an economic input-output model and a linear programming technological model for energy systems analysis," Energy Economics, Elsevier, vol. 8(2), pages 99-112, April.
    19. Herman E. Daly, 1968. "On Economics as a Life Science," Journal of Political Economy, University of Chicago Press, vol. 76, pages 392-392.
    20. Robison, H David, 1985. "Who Pays for Industrial Pollution Abatement?," The Review of Economics and Statistics, MIT Press, vol. 67(4), pages 702-706, November.
    21. Leontief, Wassily, 1974. "Structure of the World Economy: Outline of a Simple Input-Output Formulation," American Economic Review, American Economic Association, vol. 64(6), pages 823-834, December.
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    Cited by:

    1. Carlos Pestana Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012. "Long Memory in German Energy Price Indices," CESifo Working Paper Series 3935, CESifo Group Munich.
    2. Lean, Hooi Hooi & McAleer, Michael & Wong, Wing-Keung, 2010. "Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach," Energy Economics, Elsevier, vol. 32(5), pages 979-986, September.
    3. repec:dau:papers:123456789/6887 is not listed on IDEAS
    4. Ripple, Ronald D. & Moosa, Imad A., 2009. "The effect of maturity, trading volume, and open interest on crude oil futures price range-based volatility," Global Finance Journal, Elsevier, vol. 20(3), pages 209-219.
    5. Chevallier, Julien & Sévi, Benoît, 2012. "On the volatility–volume relationship in energy futures markets using intraday data," Energy Economics, Elsevier, vol. 34(6), pages 1896-1909.
    6. Fong, Wai Mun & See, Kim Hock, 2002. "A Markov switching model of the conditional volatility of crude oil futures prices," Energy Economics, Elsevier, vol. 24(1), pages 71-95, January.
    7. Capitán Herráiz, Álvaro & Rodríguez Monroy, Carlos, 2009. "Analysis of the efficiency of the Iberian power futures market," Energy Policy, Elsevier, vol. 37(9), pages 3566-3579, September.
    8. Liu, Wei-han, 2016. "A re-examination of maturity effect of energy futures price from the perspective of stochastic volatility," Energy Economics, Elsevier, vol. 56(C), pages 351-362.
    9. Alvarez-Ramirez, Jose & Alvarez, Jesus & Rodriguez, Eduardo, 2008. "Short-term predictability of crude oil markets: A detrended fluctuation analysis approach," Energy Economics, Elsevier, vol. 30(5), pages 2645-2656, September.
    10. Wai Mun Fong & Kim Hock See, 2001. "Modelling the conditional volatility of commodity index futures as a regime switching process," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(2), pages 133-163.
    11. Walid Matar & Saud M. Al-Fattah & Tarek Atallah & Axel Pierru, 2013. "An introduction to oil market volatility analysis," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 37(3), pages 247-269, September.

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