The physical market and the WTI/Brent price spread P Liu, RB Stevens, D Vedenov OPEC Energy Review 42 (1), 55-73, 2018 | 21 | 2018 |
Commodity financialization and sector ETFs: Evidence from crude oil futures P Liu, D Vedenov, GJ Power Research in International Business and Finance 51, 101109, 2020 | 17 | 2020 |
Is hedging the crack spread no longer all it's cracked up to be? P Liu, D Vedenov, GJ Power Energy Economics 63, 31-40, 2017 | 17 | 2017 |
Fair-weather Friends? Sector-specific volatility connectedness and transmission P Liu, GJ Power, D Vedenov International Review of Economics & Finance 76, 712-736, 2021 | 11 | 2021 |
Demand for Ethanol in the Face of Blend Wall: Is it a Complement or a Substitute for Conventional Transportation Fuel in the United States? Z Wang, XX Fan, P Liu, S Dharmasena | 4 | 2016 |
Essays on Risk Management Modeling with Applications to Energy Markets P Liu | | 2017 |
Hedging the Crack Spread during Periods of High Volatility in Oil Prices P Liu, D Vedenov, GJ Power | | 2016 |