Are oil and gas futures markets efficient? A multifractal analysis
Sign Up to like & getrecommendations! Published in 2020 at "Applied Economics"
DOI: 10.1080/00036846.2020.1801984
Abstract: ABSTRACT Energy futures markets have shown high volatility, giving rise to challenges regarding their pricing and efficiency. This study investigates the weak-form efficiency hypothesis for two major energy futures markets (gas and oil) over both… read more here.
Keywords: futures markets; markets efficient; gas futures; oil gas ... See more keywords
The impact of the Russia–Ukraine war on the United States natural gas futures prices
Sign Up to like & getrecommendations! Published in 2023 at "Kybernetes"
DOI: 10.1108/k-01-2023-0138
Abstract: PurposeThis paper attempts to investigate the impact of the Russia–Ukraine war on the returns and volatility of the United States (US) natural gas futures market.Design/methodology/approachThe study uses secondary data of 996 trading day provided by… read more here.
Keywords: ukraine war; gas futures; russia ukraine; natural gas ... See more keywords