petroleum futures
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scholarly journals Long-memory and volatility spillovers across petroleum futures

Energy ◽  
2021 ◽  
pp. 122950
Author(s):  
Yuliya Lovcha ◽  
Alejandro Perez-Laborda
Keyword(s):  
Long Memory ◽  
Volatility Spillovers ◽  
Petroleum Futures

The connectedness in the world petroleum futures markets using a Quantile VAR approach

2021 ◽  
pp. 100222
Author(s):  
Sangram Keshari Jena ◽  
Aviral Kumar Tiwari ◽  
Emmanuel Joel Aikins Abakah ◽  
Shawkat Hammoudeh
Keyword(s):  
Futures Markets ◽  
World Petroleum ◽  
The World ◽  
Petroleum Futures

Forecasting volatility in the petroleum futures markets: A re-examination and extension

2020 ◽  
Vol 86 ◽  
pp. 104626
Author(s):  
Akram Shavkatovich Hasanov ◽  
Mohammed Sharaf Shaiban ◽  
Ajab Al-Freedi
Keyword(s):  
Futures Markets ◽  
Forecasting Volatility ◽  
Petroleum Futures

Performance of statistical arbitrage in petroleum futures markets

2008 ◽  
Vol 1 (2) ◽  
pp. 3-33 ◽  
Author(s):  
Amir H. Alizadeh ◽  
Nikos K. Nomikos
Keyword(s):  
Futures Markets ◽  
Statistical Arbitrage ◽  
Petroleum Futures
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