What are you presently reading?
- Thread starter mikeriley
- Start date
You bought a Yugo? Oh wait...that's a Lada?
- Trading Strategies and Return Patterns in Commodity Futures
- Fundamentals Underlying Natgas
- Response of U.S. Natural Gas Futures and Spot Prices to Storage Change Surprise
- Forecasting the term structure of crude oil futures prices with neural networks
- Essays in Risk Management for Crude Oil Markets
- Modelling interdependence in a pair of heating oil and natural gas futures curves
- Variance Dynamics and Term Structure of the Natural Gas Market
- A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing
- Seasonality and Convenience Yields
- Stat Arb in Energy
- Financialization of Commodities
- Mean Reversion and Seasonality of Heating Oil
- Pairs Trading to Energy Futures
- Can the Dynamics of the Term Structure of Petroleum Futures be forecasted
- Characteristics of Petroleum Product Prices
- Dynamics of the Oil Price
Forecasting the price of crude oil via convenience yield predictions
Financialization on Rolls - Correlation Structure in Commodity Markets
Seasonality in Energy Prices
Threshold Cointegration and Dynamics of Crude Oil
Two-Factor Cointegrated Commodity Price Model
Expectations for Stat Arb in Energy
Finding Moving Band Statistical Arbitrages
- Does Paper Oil Matter
- Metrics and Trading in Natgas
- Anatomy of Futures Risk Premia
- Skewness of Futures Risk
- Perspectives on Commodity Futures
- Investment Returns in Commodity Futures
- Commodity Momentum Decomposition
- Facts and Myths about Futures
- Tail Risk Premium in Oil
- Seasonal Effects in Natural Gas Prices
- Seasonal and stochastic effects in commodity forward curves
- Cointegration Trading for Softs
- Cointegrated Commodity Pricing
- Pairs in Commodity Futures
- Forecasting Commodity Prices
- Cointegrated VAR in Commodities
- Lead Lag Futures
- Stock Price Clustering on Option Expiration Dates
Does Option Trading Have a Pervasive Impact on Underlying Stock Price
Modelling Pinning
Market Mechanism on Pinning
Oil Sentiment
Causality in VIX ETPs and VIX Futures
Smart Money or Not
Nikkei Structural Lead Lag
Alternative Approach on Lead Lag
SPX and VIX Lead Lag
Lead Lag Futures Options Spots
High Frequency Lead Lag
Profitable High Frequency Lead Lag
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WEALTH & WISDOM , by Jake Barnett
WEALTH & WISDOM , by Jake Barnett
Will read in 2025, but I find Network analysis very intuitive and interesting
- Network Technology Stocks
- Network in Financial Market
- Stock Market Topology
- Stock Market Network Topology Analysis
- Network Analysis of Stock Market
- Analysis of Eigenvectors
- Correlation Network Work
- Bayesian Graphs in Economics
- Econometrics of Bayesian Graphs
- Graphical Models on Financial Valuation
- Forecasting Financial Markets using Networks
- Stock Market Correlation Determinants