On the public citation graph

Informational Efficiency in Futures Markets for Crude Oil

0 signed · 49 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.

Claim with ORCID

Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.

See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/(sici)1096-9934(199904)19:2<175::aid-fut3>3.0.co;2-hopenalex-extracted

The relationship between spot and futures prices: Evidence from the crude oil market

inferredcites →https://doi.org/10.1002/(sici)1096-9934(199904)19:2<175::aid-fut3>3.3.co;2-8openalex-extracted

The relationship between spot and futures prices: Evidence from the crude oil market

inferredcites →https://doi.org/10.1002/fut.20198openalex-extracted

AnN‐factor Gaussian model of oil futures prices

inferredcites →https://doi.org/10.1002/jae.1159openalex-extracted

What do we learn from the price of crude oil futures?

inferredcites →https://doi.org/10.1016/0304-405x(78)90025-9openalex-extracted

Some anomalous evidence regarding market efficiency

inferredcites →https://doi.org/10.1016/0304-405x(81)90002-7openalex-extracted

The relation between forward prices and futures prices

inferredcites →https://doi.org/10.1016/j.eneco.2005.09.004openalex-extracted

Are there exploitable inefficiencies in the futures market for oil?

inferredcites →https://doi.org/10.1016/j.eneco.2006.02.011openalex-extracted

Geometric Brownian Motion and structural breaks in oil prices: A quantitative analysis

inferredcites →https://doi.org/10.1016/j.eneco.2006.06.007openalex-extracted

Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility

inferredcites →https://doi.org/10.1016/j.eneco.2008.05.006openalex-extracted

Short-term predictability of crude oil markets: A detrended fluctuation analysis approach

inferredcites →https://doi.org/10.1016/j.eneco.2008.07.003openalex-extracted

Modeling the price dynamics of CO2 emission allowances

inferredcites →https://doi.org/10.1016/j.eneco.2009.08.014openalex-extracted

Oil price dynamics and speculation

inferredcites →https://doi.org/10.1016/j.enpol.2008.03.018openalex-extracted

Unit root properties of crude oil spot and futures prices

inferredcites →https://doi.org/10.1016/j.enpol.2009.05.026openalex-extracted

The efficiency of the crude oil markets: Evidence from variance ratio tests

inferredcites →https://doi.org/10.1016/j.rfe.2006.10.002openalex-extracted

Long memory in energy futures prices

inferredcites →https://doi.org/10.1016/s0169-2070(03)00012-8openalex-extracted

Efficient market hypothesis and forecasting

inferredcites →https://doi.org/10.1016/s0378-4371(02)00985-8openalex-extracted

Multifractal Hurst analysis of crude oil prices

inferredcites →https://doi.org/10.1016/s1044-0283(02)00039-xopenalex-extracted

Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period

inferredcites →https://doi.org/10.1016/s1085-7443(99)80065-9openalex-extracted

Efficiency in the crude oil futures market

inferredcites →https://doi.org/10.1017/cbo9781107049994openalex-extracted

Forecasting, Structural Time Series Models and the Kalman Filter

inferredcites →https://doi.org/10.1057/978-1-349-95121-5_42-1openalex-extracted

Efficient Market Hypothesis

inferredcites →https://doi.org/10.1057/978-1-349-95121-5_861-1openalex-extracted

Futures Markets, Hedging and Speculation

inferredcites →https://doi.org/10.1086/261569openalex-extracted

How Big Is the Random Walk in GNP?

inferredcites →https://doi.org/10.1093/rfs/1.1.41openalex-extracted

Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test

inferredcites →https://doi.org/10.1093/ww/9780199540884.013.u21753openalex-extracted

James, Evan Maitland, (14 Jan. 1911–5 Dec. 2008)

inferredcites →https://doi.org/10.1111/0022-1082.00278openalex-extracted

Specification Analysis of Affine Term Structure Models

inferredcites →https://doi.org/10.1111/1468-0262.00164openalex-extracted

Transform Analysis and Asset Pricing for Affine Jump-diffusions

inferredcites →https://doi.org/10.1111/1468-0416.00009openalex-extracted

Forecasting Volatility

inferredcites →https://doi.org/10.1111/j.1540-6261.1985.tb05004.xopenalex-extracted

Does the Stock Market Overreact?

inferredcites →https://doi.org/10.1111/j.1540-6261.1990.tb05114.xopenalex-extracted

Stochastic Convenience Yield and the Pricing of Oil Contingent Claims

inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb04636.xopenalex-extracted

Efficient Capital Markets: II

inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb02721.xopenalex-extracted

The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging

inferredcites →https://doi.org/10.1214/aoms/1177729394openalex-extracted

Remarks on a Multivariate Transformation

inferredcites →https://doi.org/10.1257/089533003321164958openalex-extracted

The Efficient Market Hypothesis and Its Critics

inferredcites →https://doi.org/10.1287/mnsc.46.7.893.12034openalex-extracted

Short-Term Variations and Long-Term Dynamics in Commodity Prices

inferredcites →https://doi.org/10.2139/ssrn.139422openalex-extracted

Specification Analysis of Affine Term Structure Models

inferredcites →https://doi.org/10.2139/ssrn.15108openalex-extracted

Market Efficiency, Long-Term Returns, and Behavioral Finance

inferredcites →https://doi.org/10.2139/ssrn.157733openalex-extracted

Transform Analysis and Asset Pricing for Affine Jump-Diffusions

inferredcites →https://doi.org/10.2139/ssrn.244159openalex-extracted

Some Anomalous Evidence Regarding Market Efficiency

inferredcites →https://doi.org/10.2139/ssrn.288844openalex-extracted

The Predictive Characteristics of Energy Futures: Recent Evidence for Crude Oil, Natural Gas, Gasoline and Heating Oil

inferredcites →https://doi.org/10.2307/1243711openalex-extracted

Monte Carlo Analysis of Mean Reversion in Commodity Futures Prices

inferredcites →https://doi.org/10.2307/1913837openalex-extracted

Asset Prices in an Exchange Economy

inferredcites →https://doi.org/10.2307/2325486openalex-extracted

Efficient Capital Markets: A Review of Theory and Empirical Work

inferredcites →https://doi.org/10.2307/2527342openalex-extracted

Evaluating Density Forecasts with Applications to Financial Risk Management

inferredcites →https://doi.org/10.5547/issn0195-6574-ej-vol20-no2-1openalex-extracted

The Long-Run Evolution of Energy Prices

inferredcites →https://doi.org/10.5547/issn0195-6574-ej-vol22-no3-1openalex-extracted

The Dynamics of Commodity Spot and Futures Markets: A Primer

inferredcites →https://doi.org/10.1142/9789814566926_0002openalex-snapshot

Proof that Properly Anticipated Prices Fluctuate Randomly

inferredcites →https://doi.org/10.3386/w14492openalex-snapshot

Understanding Crude Oil Prices

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.1108/jeas-12-2013-0043openalex-snapshot

Volatility and efficiency of the world crude oil market

Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.