• Attention to oil prices and its impact on the oil, gold and stock markets and their covariance 

      Fiszeder, Piotr; Fałdziński, Marcin; Molnar, Peter (Peer reviewed; Journal article, 2023)
      This paper studies the impact of investor attention to oil prices on returns, volatility, and covariances of three exchange traded funds representing oil, gold, and the stock market. For this purpose, we suggest a new ...
    • Risk Premium in Brent Crude and TTF European Gas 

      Asif, Noman (Student paper, others, 2023)
      This study explores the presence of risk premium in Brent Crude and TTF European Gas. Risk premium theory is a controversial theory which explains the future prices and risk premium itself is important to study in terms ...