Economics of Energy Futures Markets
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References listed on IDEAS
- Charles Dale, 1981.
"The hedging effectiveness of currency futures markets,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 1(1), pages 77-88, March.
- Dale, Charles, 1981. "The Hedging Effectiveness of Currency Futures Markets," MPRA Paper 45839, University Library of Munich, Germany.
- Paul Cicchetti & Charles Dale & Anthony J. Vignola, 1981.
"Usefulness of treasury bill futures as hedging instruments,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 1(3), pages 379-387, September.
- Cicchetti, Paul & Dale, Charles & Vignola, Anthony, 1981. "Usefulness of Treasury Bill Futures as Hedging Instruments," MPRA Paper 45754, University Library of Munich, Germany.
- Vignola, Anthony & Dale, Charles, 1979. "Is the Futures Market for Treasury Bills Efficient?," MPRA Paper 48762, University Library of Munich, Germany.
- Dale, Charles & Workman, Rosemarie, 1981. "Measuring patterns of price movements in the Treasury bill futures market," MPRA Paper 48639, University Library of Munich, Germany.
- Vignola, Anthony & Dale, Charles, 1980. "The Efficiency of the Treasury Bill Futures Market: An Analysis of Alternative Specifications," MPRA Paper 48812, University Library of Munich, Germany.
- Flood, Robert P & Hodrick, Robert J, 1990. "On Testing for Speculative Bubbles," Journal of Economic Perspectives, American Economic Association, vol. 4(2), pages 85-101, Spring.
- Dale, Charles & Workman, Rosemarie, 1980. "The arc sine law and the treasury bill futures market," MPRA Paper 46101, University Library of Munich, Germany.
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Cited by:
- Dale, Charles & Zyren, John, 1996. "Noncommercial Trading in the Energy Futures Market," MPRA Paper 47463, University Library of Munich, Germany.
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More about this item
Keywords
Energy futures; Oil hedging;JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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