Davide Ciferri
Biographic Data
| ID | 5935117 |
|---|---|
| NAME | Davide Ciferri |
| GIVEN NAMES | Davide |
| FAMILY NAME | Ciferri |
| SIGNATURE | CIFERRI D |
| AFFILIATIONS | John Cabot University |
| VERIFIED | No |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 4 |
| WORKS AS AUTHOR | 2 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2013 |
| LATEST PUBLICATION YEAR | 2019 |
| H-INDEX | 1 |
Integration and convergence in European electricity markets
Time‐Varying Spot and Futures Oil Price Dynamics
In this paper, we investigate the role of crude oil spot and futures prices in the process of price discovery by using daily data over the period from January 1992 to September 2012. We provide evidence that futures markets play a more important role than spot markets, but their relative contributions turn out to be highly unstable, especially for the most deferred contracts. Furthermore, considering the time‐varying dynamics provides evidence of…
Time‐Varying Spot and Futures Oil Price Dynamics
In this paper, we investigate the role of crude oil spot and futures prices in the process of price discovery by using daily data over the period from January 1992 to September 2012. We provide evidence that futures markets play a more important role than spot markets, but their relative contributions turn out to be highly unstable, especially for the most deferred contracts. Furthermore, considering the time‐varying dynamics provides evidence of…
Integration and convergence in European electricity markets
Time‐Varying Spot and Futures Oil Price Dynamics
In this paper, we investigate the role of crude oil spot and futures prices in the process of price discovery by using daily data over the period from January 1992 to September 2012. We provide evidence that futures markets play a more important role than spot markets, but their relative contributions turn out to be highly unstable, especially for the most deferred contracts. Furthermore, considering the time‐varying dynamics provides evidence of…
Integration and convergence in European electricity markets
Econometrics (2 works) · Economics (2 works) · Financial economics (2 works) · Futures contract (2 works) · Market Dynamics and Volatility (2 works) · Monetary Policy and Economic Impact (2 works) · Spot contract (2 works) · Cointegration (1 work) · Convergence (economics (1 work) · Crude oil (1 work)