Accepted Papers

Accepted Papers

Accepted Papers

AUTHORINSTITUTIONTITLE
Camille Aityoucef Université de Lorraine The financialization of agricultural commodities: a Macro-Econometric approach
Dirk Baur University of Western Australia The Role of Gold and the VIX in Investment Portfolios – A Financial and Sustainability Perspective
Rohan Best Macquarie University Switching towards coal or renewable energy? The effects of financial capital on energy transitions
Robert Bianchi Griffith University Financialization and De-Financialization of Commodity Futures: A Quantile Regression Approach
John Boland University of South Australia Benefits in Economic Terms of Short term Forecasting of Renewable Energy
Etienne Borocco Université Paris-Dauphine Technical trading on the US natural gas futures market: the dry wood waiting the
spark ?
David Broadstock Hong Kong Polytechnic University The comparative role of OPEC and IEA sentiment to the formation of international oil prices
Btissam El Bahraoui Mines ParisTech Commodities Futures Market Failure: Evidence from Diammonium Phosphate
John Fan Griffith University Demystifying commodity futures in China
Ilnara Gafiatullina Auckland University of Technology Properties and the Predictive Power of Implied Volatility in Dairy Market
Atanu Ghoshray Newcastle University Business School Economic growth in China and its impact on international commodity prices
Nikolai Gudkov University of New South Wales Electricity Price Modelling with Stochastic Volatility and Jumps: An Empirical
Investigation
Rangga Handika Tokyo International University Contagion in Interconnected Power Markets
Katja Ignatieva University of New South Wales Forecasting High Frequency Electricity Demand using Temperature in Australian Electricity Market
John Inekwe Macquarie University Risk Convergence and the Dynamics of the Energy Industry
Joao Tovar Jalles International Monetary Fund Consumption versus Production-based Emissions and Economic Activity: The Role of World Trade
Takashi Kanamura Kyoto University Supply-Side Perspective for Carbon Pricing
Jakob Krause Martin-Luther-Universität Halle-Wittenberg Limited Liquidity, Market Asymmetry, and Stylized Facts of Asset Returns: An Example from Electricity Markets
Raymond Li Hong Kong Polytechnic University China's Influence on Crude Oil Prices
Christina Nikitopoulos UTS Business School Determinants of the crude oil futures curve: Inventory, consumption and volatility
Ron Ripple University of Tulsa Income and Energy Consumption in Asia – A Panel Cointegration Analysis with Common Factors
Marcel Rothenberger University of Goettingen Smart Beta Strategies on Commodity Futures Markets
Andrej Stensin Norwegian University of Life Sciences Volatility spillovers between oil, stocks and non-ferrous metal futures markets
Sandy Suardi University of Wollongong Oil Price Shocks, Real Economic Activity and Uncertainty: A Structural Factor VAR GARCH-in-Mean Model
Chardin Wese Simen ICMA Centre, University of Reading Curve Momentum
Beili Zhu The Australian National University Forecasting the real price of oil under alternative specifications of constant and time-varying volatility
Back to the top of this page