Forward curves, scarcity and price volatility in oil and natural gas markets
By Helyette Geman, Steve Ohana. 2009
141 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Renewable Energy, Sustainability and the Environment
View Paper: https://www.semanticscholar.org/paper/7ebd6daabdc605c82ab2990f5a82d799f70bf1bd
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In Economics and Econometrics
Citations in the corpus
- Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis (2011, background): “A significant negative relationship between crude oil inventory and price volatility has been documented in Geman and Ohana (2009).”