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Oil prices and energy futures

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  • K. C. Chen
  • R. Stephen Sears
  • Dah‐Nein Tzang

Abstract

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Suggested Citation

  • K. C. Chen & R. Stephen Sears & Dah‐Nein Tzang, 1987. "Oil prices and energy futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 7(5), pages 501-518, October.
  • Handle: RePEc:wly:jfutmk:v:7:y:1987:i:5:p:501-518
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    Cited by:

    1. Amir Alizadeh & Manolis Kavussanos & David Menachof, 2004. "Hedging against bunker price fluctuations using petroleum futures contracts: constant versus time-varying hedge ratios," Applied Economics, Taylor & Francis Journals, vol. 36(12), pages 1337-1353.
    2. Shrestha, Keshab & Subramaniam, Ravichandran & Peranginangin, Yessy & Philip, Sheena Sara Suresh, 2018. "Quantile hedge ratio for energy markets," Energy Economics, Elsevier, vol. 71(C), pages 253-272.
    3. Cotter, John & Hanly, Jim, 2012. "A utility based approach to energy hedging," Energy Economics, Elsevier, vol. 34(3), pages 817-827.
    4. Maitra, Debasish & Chandra, Saurabh & Dash, Saumya Ranjan, 2020. "Liner shipping industry and oil price volatility: Dynamic connectedness and portfolio diversification," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 138(C).
    5. Shrestha, Keshab & Subramaniam, Ravichandran & Rassiah, Puspavathy, 2017. "Pure martingale and joint normality tests for energy futures contracts," Energy Economics, Elsevier, vol. 63(C), pages 174-184.
    6. Quintino, António & Catalão-Lopes, Margarida & Lourenço, João Carlos, 2019. "Can switching from gasoline to aromatics mitigate the price risk of refineries?," Energy Policy, Elsevier, vol. 134(C).
    7. Varela, Oscar, 1999. "Futures and realized cash or settle prices for gold, silver, and copper," Review of Financial Economics, Elsevier, vol. 8(2), pages 121-138.
    8. An-Sing Chen & Yan-Zhen Liu, 2008. "Enhancing hedging performance with the spanning polynomial projection," Quantitative Finance, Taylor & Francis Journals, vol. 8(6), pages 605-617.

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