Volatility Dynamics of Natgas Term Structure of Natgas Term Structure of Oil Volatility Term Structures in Commodities Modelling Natgas Seasonality
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
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