1 |
Stackelberg game-based decentralised supply chain coordination considering both futures and spot markets Zou SL, Ma ZJ, Wang P, Liu XD International Journal of Control, 93(12), 2804, 2020 |
2 |
Futures hedging in crude oil markets: A comparison between minimum-variance and minimum-risk frameworks Wang YD, Geng QJ, Meng FY Energy, 181, 815, 2019 |
3 |
The dependence structure between crude oil futures prices and Chinese agricultural commodity futures prices: Measurement based on Markov-switching GRG copula Liu XD, Pan F, Yuan L, Chen YW Energy, 182, 999, 2019 |
4 |
Understanding Dynamic Conditional Correlations between Oil, Natural Gas and Non-Energy Commodity Futures Markets Behmiri NB, Manera M, Nicolini M Energy Journal, 40(2), 55, 2019 |
5 |
Informed Trading in the WTI Oil Futures Market Rousse O, Sevi B Energy Journal, 40(2), 139, 2019 |
6 |
Shock Propagation Across the Futures Term Structure: Evidence from Crude Oil Prices Lautier DH, Raynaud F, Robe MA Energy Journal, 40(3), 125, 2019 |
7 |
Drivers of electricity price dynamics: Comparative analysis of spot and futures markets Mosquera-Lopez S, Nursimulu A Energy Policy, 126, 76, 2019 |
8 |
Analyzing the dynamic impact of electricity futures on revenue and risk of renewable energy in China Zhang Y, Farnoosh A Energy Policy, 132, 678, 2019 |
9 |
New DCC analyses of return transmission, volatility spillovers, and optimal hedging among oil futures and oil equities in oil-producing countries Tsuji C Applied Energy, 229, 1202, 2018 |
10 |
Testing Co-Volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances Chang CL, McAleer M, Wang YHT Energy, 151, 984, 2018 |