The pricing mechanism for energy is not in line with the international standards, because the
energy prices are controlled by the government partly or completely in China. Chinese …

We analyze the dynamic comovement of commodity futures returns within each category
(energy, precious metals, industrial metals, and agriculture) from 1997 to 2013 under the …

The aim of this paper is to investigate the long and short-run relationship between spot and
futures prices of the energy, precious metals, and base metals markets. We analyze daily …

This paper studies the relationship between futures prices of natural gas and oil. Using
wavelet analysis, our research reveals that, throughout the sampled period:(1) the prices of …

Human behaviour on the Internet has become a synchro-projection of real society. In this
paper, we introduce the public concern derived from query volumes on the Web to …

Every State, institution, or individual economic entity throughout the world relies heavily on
energy commodities. Energy commodities like natural gas and oil are key inputs in a wide …

This paper carries out a comparative analysis of managing energy risk through futures
hedging, for energy market participants across a broad dataset that encompasses the …

In this paper we investigate the extent to which the price of Nordic electricity derivatives
correlates with European Energy Exchange (EEX) and Intercontinental Exchange (ICE) …

This paper studies the co-movements between the daily returns of forwards on natural gas
traded in the NYMEX with maturity of 1, 2 and 3 months. We identify a structural multivariate …

This paper examines the empirical risk characteristics of European energy markets covering
Crude Oil, Gas Oil, Natural Gas, coal, and electricity markets from ICE, EEX, and Nasdaq …