This paper investigates the dynamic relationships between four key instruments related to
clean and dirty energy assets: WTI futures, United States Oil Fund (USO), EnergySelect …

This study investigates risk transmission in the US energy instrument market to determine if
certain factors, such as crude oil and natural gas, influence this market and whether stock or …

In this paper, we investigate the integration of financial derivatives with crude oil prices. The
novelty of our paper is its focus on the impact of energy related exchange related funds …

This study investigates the effects of crude oil and natural gas future returns on energy stock
portfolios. We consider returns of portfolios of energy companies approximated by energy …

Levered exchange-traded products have been criticized as offering inferior long-term returns
for two reasons: their higher volatility and, apparently, the belief that volatility diminishes …

This study investigates the effects of crude oil and natural gas future returns on energy stock
portfolios. We consider returns of portfolios of energy companies approximated by energy …

Amid the tremendous interest of Taiwanese investors in short selling, seven inverse
exchange-traded funds (IETFs) targeting the inverse of Taiwan equity benchmark indices …

Exchange Traded Funds (ETFs) are one of the most successful and innovative financial
products of the last two decades. They have become extremely popular both by retail and …

One of the key functions of financial markets is price discovery that refers to the use of assets
prices for pricing other markets transactions. Since the introduction of exchange-traded …