Monetary Policy and the Oil Futures Market

SSRN Electronic Journal ◽

10.2139/ssrn.2796891 ◽

2012 ◽

Author(s):

Sandra Eickmeier ◽

Marco Jacopo Lombardi

Keyword(s):

Monetary Policy ◽

Futures Market ◽

Oil Futures

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The impact of unconventional monetary policy shocks on the crude oil futures market

The Journal of Energy Markets ◽

10.21314/jem.2018.171 ◽

2018 ◽

Author(s):

Tarek Chebbi

Keyword(s):

Monetary Policy ◽

Crude Oil ◽

Futures Market ◽

Unconventional Monetary Policy ◽

Monetary Policy Shocks ◽

Oil Futures ◽

Policy Shocks ◽

Crude Oil Futures ◽

The Impact

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Monetary Policy and the Oil Futures Market

SSRN Electronic Journal ◽

10.2139/ssrn.2281773 ◽

2012 ◽

Author(s):

Sandra Eickmeier ◽

Marco Jacopo Lombardi

Keyword(s):

Monetary Policy ◽

Futures Market ◽

Oil Futures

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A Study on the Causal Relationship between the Crude Oil Futures Market and Asian Stock Markets Using a Frequency Domain Framework

Korean Journal of Financial Engineering ◽

10.35527/kfedoi.2017.16.4.001 ◽

2017 ◽

Vol 16 (4) ◽

pp. 1-23

Author(s):

윤병조

Keyword(s):

Crude Oil ◽

Frequency Domain ◽

Causal Relationship ◽

Stock Markets ◽

Futures Market ◽

Oil Futures ◽

Crude Oil Futures

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Variance Ratio Test of Random Walk Hypothesis and a Calendar Spread Strategy for the WTI Oil Futures Market

10.1145/3494583.3494636 ◽

2021 ◽

Author(s):

Yutong Yang

Keyword(s):

Random Walk ◽

Futures Market ◽

Ratio Test ◽

Variance Ratio ◽

Oil Futures ◽

Random Walk Hypothesis ◽

Variance Ratio Test

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Time-varying market price of risk in the crude oil futures market

Journal of Futures Markets ◽

10.1002/fut.20493 ◽

2010 ◽

Vol 31 (8) ◽

pp. 779-807 ◽

Cited By ~ 9

Author(s):

Ramaprasad Bhar ◽

Damien Lee

Keyword(s):

Crude Oil ◽

Market Price ◽

Futures Market ◽

Time Varying ◽

Market Price Of Risk ◽

Oil Futures ◽

Price Of Risk ◽

Crude Oil Futures

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Information Risk Conduction Mechanism between Oil Futures Market and Gold Market

Proceedings of the 2017 International Conference on Culture, Education and Financial Development of Modern Society (ICCESE 2017) ◽

10.2991/iccese-17.2017.156 ◽

2017 ◽

Author(s):

Lihong Li

Keyword(s):

Conduction Mechanism ◽

Futures Market ◽

Oil Futures ◽

Information Risk ◽

Gold Market

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Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market

International Review of Economics & Finance ◽

10.1016/j.iref.2018.09.001 ◽

2019 ◽

Vol 59 ◽

pp. 234-252 ◽

Cited By ~ 1

Author(s):

L.A. Smales

Keyword(s):

Monetary Policy ◽

Futures Market ◽

Energy Futures ◽

Liquidity Provision

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The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market

Energy Economics ◽

10.1016/j.eneco.2018.06.005 ◽

2018 ◽

Vol 74 ◽

pp. 370-386 ◽

Cited By ~ 59

Author(s):

Xu Gong ◽

Boqiang Lin

Keyword(s):

Crude Oil ◽

Information Content ◽

Futures Market ◽

Volatility Forecasting ◽

Oil Futures ◽

Incremental Information ◽

Crude Oil Futures

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Research on the Correlation between China's Crude Oil Futures Market and Spot Market

Journal of Economics Business and Management ◽

10.18178/joebm.2021.9.3.654 ◽

2021 ◽

Vol 9 (3) ◽

pp. 52-55

Author(s):

Yin Duan ◽

Keyword(s):

Crude Oil ◽

Spot Market ◽

Futures Market ◽

Oil Futures ◽

Crude Oil Futures

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Performance of Range and Return Based Volatility Estimators: Evidence from Indian Crude Oil Futures Market

Global Economy and Finance Journal ◽

10.21102/gefj.2015.03.81.04 ◽

2015 ◽

Vol 8 (1) ◽

pp. 46-66 ◽

Cited By ~ 1

Author(s):

Vivek Rajvanshi

Keyword(s):

Crude Oil ◽

Futures Market ◽

Oil Futures ◽

Crude Oil Futures

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