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2. Energy infrastructure: Investment, sustainability and AI. (2024). Popkova, Elena G ; Sergi, Bruno S.
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3. Risk premium, price of risk and expected volatility in the oil market: Evidence from survey data. (2024). Uctum, Remzi ; Prat, Georges.
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6. Modelling the Global Price of Oil:Is there any Role for the Oil Futures-spot Spread?. (2022). Valenti, Daniele.
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7. Macroeconomic Responses of Emerging Market Economies to Oil Price Shocks: An Analysis by Region and Resource Profile. (2022). Kočenda, Evžen ; Togonidze, Sophio ; Koenda, Even.
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8. Macroeconomic responses of emerging market economies to oil price shocks: An analysis by region and resource profile. (2022). Kočenda, Evžen ; Togonidze, Sophio ; Koenda, Even.
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9. Modeling ex-ante risk premia in the oil market. (2021). Uctum, Remzi ; Prat, Georges.
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10. Modeling ex-ante risk premia in the oil market. (2021). Uctum, Remzi ; Prat, Georges.
    In: Post-Print.
    RePEc:hal:journl:hal-03318785.

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11. Asymmetry of Risk Evolution in Crude Oil Market: From the Perspective of Dual Attributes of Oil. (2021). Li, Zhenghui ; Yao, Yanyan ; Liu, Yanqiong ; Dong, Hao.
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    RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002644.

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13. Modeling ex-ante risk premia in the oil market. (2021). Uctum, Remzi ; Prat, Georges.
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1. Commodity Prices In Empirical Research. (2019). Carpantier, Jean-François.
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2. Nonlinear Intermediary Pricing in the Oil Futures Market. (2018). Rieth, Malte ; Bierbaumer, Daniel ; Velinov, Anton.
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3. Analyzing the structural transformation of commodity markets: financialization revisited. (2018). Natoli, Filippo.
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4. Expected Spot Prices and the Dynamics of Commodity Risk Premia. (2017). Piana, Jacopo ; Bianchi, Daniele.
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5. Financialisation and the Term Structure of Commodity Risk Premiums. (2017). Stenner, Nick ; Hambur, Jonathan.
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6. Financialization of metal markets: Does futures trading influence spot prices and volatility?. (2017). Wanner, Markus ; Mayer, Herbert ; Rathgeber, Andreas.
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   RePEc:eee:jrpoli:v:53:y:2017:i:c:p:300-316.

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7. Stockpiling cash when it takes time to build: Exploring price differentials in a commodity boom. (2017). Wagner, Rodrigo ; Hansen, Erwin.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:77:y:2017:i:c:p:197-212.

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8. Predictability and diversification benefits of investing in commodity and currency futures. (2017). Potì, Valerio ; Eyiah-Donkor, Emmanuel ; cotter, john ; Poti, Valerio.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:50:y:2017:i:c:p:52-66.

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9. Identifying Speculative Demand Shocks in Commodity Futures Markets through Changes in Volatility. (2017). Rieth, Malte ; Hachula, Michael.
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10. An equilibrium model for spot and forward prices of commodities. (2017). Anthropelos, Michail ; Kupper, Michael ; Papapantoleon, Antonis.
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11. The relationship between distance-to-default and CDS spreads as measures of default risk for European banks. (2016). Ristolainen, Kim.
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    RePEc:sgm:jbfeuw:v:1:y:2016:i:5:p:121-143.

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12. Hedging, arbitrage and the financialization of commodities markets. (2016). tropeano, domenica.
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13. Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil. (2016). Byun, Sung Je.
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14. The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies. (2016). Zimmermann, Yvonne Seiler ; Haase, Marco.
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15. Volatility risk premia and exchange rate predictability. (2016). Sarno, Lucio ; Ramadorai, Tarun ; della Corte, Pasquale.
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16. The predictive performance of commodity futures risk factors. (2016). Ahmed, Shamim ; Tsvetanov, Daniel.
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17. The effects of margin changes on commodity futures markets. (2016). Skiadopoulos, George ; Daskalaki, Charoula.
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18. Psychological barriers in oil futures markets. (2016). lucey, brian ; Dowling, Michael ; Cummins, Mark.
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19. A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil. (2016). Kilian, Lutz ; Baumeister, Christiane.
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20. A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil. (2016). Kilian, Lutz ; Baumeister, Christiane.
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21. Optimal Storage Capacity Allocation in Grain Merchandizing. (2016). Vorotnikova, Ekaterina.
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22. The relationship between distance-to-default and CDS spreads as measures of default risk for European banks. (2015). Ristolainen, Kim.
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23. Commodity derivative valuation under a factor model with time-varying market prices of risk. (2015). Poblacion, Javier ; Serna, Gregorio ; Mirantes, Andres .
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24. Multinationals Stockpiling Cash: Exploring a Commodity Boom. (2015). Wagner, Rodrigo ; Hansen, Erwin.
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25. Multinationals Stockpiling Cash: Exploring a Commodity Boom. (2015). Wagner, Rodrigo ; Hansen, Erwin.
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26. Robustness of distance-to-default. (2015). Lando, David ; Jessen, Cathrine .
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27. A dynamic model of hedging and speculation in the commodity futures markets. (2015). Paladino, Giovanna ; Cifarelli, Giulio.
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28. Sentiment in oil markets. (2015). Deeney, Peter ; Dowling, Michael ; Cummins, Mark ; Bermingham, Adam .
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29. Market sentiment in commodity futures returns. (2015). Suss, Stephan ; Gao, Lin.
    In: Journal of Empirical Finance.
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30. A general approach to recovering market expectations from futures prices with an application to crude oil. (2014). Kilian, Lutz ; Baumeister, Christiane.
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31. Sorting out commodity and macroeconomic risk in expected stock returns. (2014). Boons, M. F..
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32. Commodity Risk Factors and the Cross-Section of Equity Returns. (2014). Brooks, Chris ; Nneji, Ogonna ; Miffre, Joelle ; Fernandez-Perez, Adrian.
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33. The Effects of Margin Changes on Commodity Futures Markets. (2014). Skiadopoulos, George ; Daskalaki, Charoula.
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34. Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2014). le Pen, Yannick ; Chevallier, Julien ; Bunn, Derek ; Sevi, Benoit.
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35. Risk premia in crude oil futures prices. (2014). Wu, Jing Cynthia ; Hamilton, James.
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36. Speculators, commodities and cross-market linkages. (2014). Robe, Michel ; Buyuksahin, Bahattin ; Buyukahin, Bahattin.
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37. Are there common factors in individual commodity futures returns?. (2014). Skiadopoulos, George ; KOSTAKIS, ALEXANDROS ; Daskalaki, Charoula.
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38. Commodity index trading and hedging costs. (2014). Brunetti, Celso ; Reiffen, David.
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39. Energy futures prices and commodity index investment: New evidence from firm-level position data. (2014). Irwin, Scott ; Sanders, Dwight R..
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40. Price discrimination and limits to arbitrage: An analysis of global LNG markets. (2014). Ritz, Robert.
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41. A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil. (2014). Kilian, Lutz ; Baumeister, Christiane.
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42. Financialization of Commodity Markets. (2014). Cheng, Ing-Haw ; Xiong, Wei.
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43. Oil Volatility Risk and Expected Stock Returns. (2014). Pan, Xuhui ; Christoffersen, Peter.
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44. COMMODITY PRICE DYNAMICS AND DERIVATIVE VALUATION: A REVIEW. (2013). Prokopczuk, Marcel ; Back, Janis.
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45. Futures trading and the excess comovement of commodity prices. (2013). Sévi, Benoît ; le Pen, Yannick ; Sevi, Benoit.
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46. Futures trading and the excess comovement of commodity prices. (2013). le Pen, Yannick ; Sevi, Benoit.
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47. Futures trading and the excess comovement of commodity prices. (2013). le Pen, Yannick ; Sevi, Benoit.
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48. Monetary policy surprises, positions of traders, and changes in commodity futures prices. (2013). Gospodinov, Nikolay ; Jamali, Ibrahim.
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49. Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2013). le Pen, Yannick ; Chevallier, Julien ; Bunn, Derek ; Sevi, Benoit.
    In: Economics Papers from University Paris Dauphine.
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50. Volatility Risk Premia and Exchange Rate Predictability. (2013). Sarno, Lucio ; Ramadorai, Tarun ; della Corte, Pasquale.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9549.

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