Drilling and DUCs in the Permian Basin
Fuente:
Wiley Open Access
Guardado en:
| Autores principales: | Asad Dossani, John Elder |
|---|---|
| Formato: | Artículo Open Access |
| Publicado: |
Wiley
2025
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Commodity premia and risk management
por: John Hua Fan, et al.
Publicado: (2024)
por: John Hua Fan, et al.
Publicado: (2024)
Investor Attention and Carbon Prices: Evidence From European Union and China
por: Jing Ye, et al.
Publicado: (2025)
por: Jing Ye, et al.
Publicado: (2025)
Overnight Reversals of Implied Higher Moments and Their Put‐Call Spreads
por: Geul Lee, et al.
Publicado: (2025)
por: Geul Lee, et al.
Publicado: (2025)
Determinants of Price Discovery in Option Markets: An Interpretable Machine Learning Perspective
por: Jufang Liang, et al.
Publicado: (2025)
por: Jufang Liang, et al.
Publicado: (2025)
Dynamic Debt With Intensity‐Based Models
por: João Miguel Reis, et al.
Publicado: (2025)
por: João Miguel Reis, et al.
Publicado: (2025)
Quantile and Time–Frequency Risk Spillover Between Climate Policy Uncertainty and Grains Commodity Markets
por: Hongjun Zeng, et al.
Publicado: (2025)
por: Hongjun Zeng, et al.
Publicado: (2025)
Hedging Climate Change News With Commodity Futures: An Index‐Tracking Approach
por: Tong Fang, et al.
Publicado: (2025)
por: Tong Fang, et al.
Publicado: (2025)
Climate Risks in Main Producing Areas and Realized Volatility in Agricultural Futures: Machine Learning Methods Based on High‐Frequency Data
por: Xiaoming Zhang, et al.
Publicado: (2025)
por: Xiaoming Zhang, et al.
Publicado: (2025)
Why Don't Farmers Use Futures and Options for Hedging? An Examination of Historical Basis Risk and Cash Constraints
por: Daniel L. Prager, et al.
Publicado: (2025)
por: Daniel L. Prager, et al.
Publicado: (2025)
Price Discovery and Efficiency in Uniswap Liquidity Pools
por: Carol Alexander, et al.
Publicado: (2025)
por: Carol Alexander, et al.
Publicado: (2025)
A New Star Is Born: Does the VIX1D Render Common Volatility Forecasting Models for the US Equity Market Obsolete?
por: Stefan Albers
Publicado: (2025)
por: Stefan Albers
Publicado: (2025)
Lottery Preference and Skewness Risk Premium: Evidence From the Chinese Market
por: Xianjing Zhou, et al.
Publicado: (2025)
por: Xianjing Zhou, et al.
Publicado: (2025)
What the Night Tells the Day: Forecasting Realized Volatility in Chinese Commodity Markets
por: Xinyue He, et al.
Publicado: (2025)
por: Xinyue He, et al.
Publicado: (2025)
Understanding the Factors Driving the Demand of Structured Investment Products
por: Massimo Guidolin, et al.
Publicado: (2025)
por: Massimo Guidolin, et al.
Publicado: (2025)
Journal of Futures Markets: Volume 45, Number 8, August 2025
Publicado: (2025)
Publicado: (2025)
Commodity Option Return Predictability
por: Constant Aka, et al.
Publicado: (2025)
por: Constant Aka, et al.
Publicado: (2025)
Does Sentiment Measured Through Language Models Encompass a Broader Expanse of Information From the Options Market?
por: Enmao Liu, et al.
Publicado: (2025)
por: Enmao Liu, et al.
Publicado: (2025)
Joint Dynamics for the Underlying Asset and Its Implied Volatility Surface: A New Methodology for Option Risk Management
por: Pascal François, et al.
Publicado: (2025)
por: Pascal François, et al.
Publicado: (2025)
Untangling Market Links: A QVAR‐TVP VAR Analysis of Precious Metals and Oil Amid the Pandemic
por: Syed Ali Raza, et al.
Publicado: (2025)
por: Syed Ali Raza, et al.
Publicado: (2025)
Dynamic Interaction Networks and Frequency Domain Features of Speculation and Volatility in US Energy Futures Markets
por: Jianmin Liu, et al.
Publicado: (2025)
por: Jianmin Liu, et al.
Publicado: (2025)
Journal of Futures Markets: Volume 45, Number 5, May 2025
Publicado: (2025)
Publicado: (2025)
Detangling Risk Premiums: Common and Idiosyncratic Components of Crude Oil, Corn, and Ethanol Futures
por: Xiaoli Etienne, et al.
Publicado: (2025)
por: Xiaoli Etienne, et al.
Publicado: (2025)
Forecasting Oil Price Volatility: Does Oil Price Uncertainty Matter?
por: Athanasios Triantafyllou, et al.
Publicado: (2025)
por: Athanasios Triantafyllou, et al.
Publicado: (2025)
Information Flow Across the Futures Term Structure: Evidence From Chinese Corn Futures Market
por: Wei Xie, et al.
Publicado: (2025)
por: Wei Xie, et al.
Publicado: (2025)
Journal of Futures Markets: Volume 46, Number 1, January 2026
Publicado: (2025)
Publicado: (2025)
Predicting Commodity Returns Through Image‐Based Price Patterns
por: Tianxiang Hao, et al.
Publicado: (2025)
por: Tianxiang Hao, et al.
Publicado: (2025)
Spillovers Into the German Electricity Market From the Gas, Coal, and CO2 Emissions Markets
por: Filippos Ioannidis, et al.
Publicado: (2025)
por: Filippos Ioannidis, et al.
Publicado: (2025)
An Interconnected Multilayer Network Perspective: Extreme Risk Spillovers in Commodity and Stock Markets
por: Hongyue Guo, et al.
Publicado: (2025)
por: Hongyue Guo, et al.
Publicado: (2025)
Modeling the Implied Volatility Smirk in China: Do Non‐Affine Two‐Factor Stochastic Volatility Models Work?
por: Yifan Ye, et al.
Publicado: (2025)
por: Yifan Ye, et al.
Publicado: (2025)
Journal of Futures Markets: Volume 45, Number 2, February 2025
Publicado: (2025)
Publicado: (2025)
Unveiling Bidirectional Forecasting Between Volatility of VIX and Stock Market: Insights From Asymmetric Jumps and Cojumps
por: Gongyue Jiang, et al.
Publicado: (2025)
por: Gongyue Jiang, et al.
Publicado: (2025)
Analytically Pricing Variance Swaps Under the Hawkes Jump‐Diffusion Process With Liquidity Risks
por: Ke Wang, et al.
Publicado: (2025)
por: Ke Wang, et al.
Publicado: (2025)
Liquidity and Price Informativeness of Options: Evidence From Extended Trading Hours
por: Liangyi Mu, et al.
Publicado: (2025)
por: Liangyi Mu, et al.
Publicado: (2025)
Virtual Commodities and Futures Markets of Tangible Commodities
por: Che‐Chun Lin, et al.
Publicado: (2025)
por: Che‐Chun Lin, et al.
Publicado: (2025)
Market Maker or Informed Trader: Who Drive the Relationship Between Option Trading and Underlying Returns? Evidence From Shanghai Stock Exchange 50 ETF Options
por: Haiqiang Chen, et al.
Publicado: (2025)
por: Haiqiang Chen, et al.
Publicado: (2025)
Tighter Bounds for Implied Volatility With the Dirac Delta Family Method
por: Zhenyu Cui, et al.
Publicado: (2025)
por: Zhenyu Cui, et al.
Publicado: (2025)
The Determinants of Marginal Convenience Yield in Agricultural Commodity Markets
por: Theodora Bermpei, et al.
Publicado: (2025)
por: Theodora Bermpei, et al.
Publicado: (2025)
Watching the FedWatch
por: Stefano Bonini, et al.
Publicado: (2025)
por: Stefano Bonini, et al.
Publicado: (2025)
Evaluating Trend‐Based Strategies in Chinese Commodity Futures Markets
por: Yiran Zheng, et al.
Publicado: (2025)
por: Yiran Zheng, et al.
Publicado: (2025)
The Impact of Derivative Use on Default Probability Among Nonfinancial Firms: Evidence From European Firms
por: Amrit Judge, et al.
Publicado: (2025)
por: Amrit Judge, et al.
Publicado: (2025)
Ejemplares similares
-
Commodity premia and risk management
por: John Hua Fan, et al.
Publicado: (2024) -
Investor Attention and Carbon Prices: Evidence From European Union and China
por: Jing Ye, et al.
Publicado: (2025) -
Overnight Reversals of Implied Higher Moments and Their Put‐Call Spreads
por: Geul Lee, et al.
Publicado: (2025) -
Determinants of Price Discovery in Option Markets: An Interpretable Machine Learning Perspective
por: Jufang Liang, et al.
Publicado: (2025) -
Dynamic Debt With Intensity‐Based Models
por: João Miguel Reis, et al.
Publicado: (2025)