Simon Spencer

University College Dublin (UCD) - Department of Banking & Finance

Blackrock, Co. Dublin

Ireland

SCHOLARLY PAPERS

3

DOWNLOADS

326

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Information in the Term Structure of WTI Crude Oil Futures

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 20-2
Number of pages: 59 Posted: 02 Mar 2020
Don Bredin, Conall O'Sullivan and Simon Spencer
University College Dublin (UCD) - Department of Banking & Finance, University College Dublin (UCD) - Michael Smurfit Graduate School of Business and University College Dublin (UCD) - Department of Banking & Finance
Downloads 165 (229,287)

Abstract:

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2.

Energy Commodities Revealed through Hedging Characteristics: Evidence from Developing and Mature Markets

Number of pages: 40 Posted: 04 Sep 2015 Last Revised: 18 Dec 2015
Simon Spencer, Don Bredin and Thomas Conlon
University College Dublin (UCD) - Department of Banking & Finance, University College Dublin (UCD) - Department of Banking & Finance and University College Dublin
Downloads 81 (380,739)
Citation 1

Abstract:

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Hedging, Corn, Ethanol, Renewable Fuel Standard, data set choice, model choice, 2013 corn harvest

3.

Agreement Matters: OPEC Announcement Effects on WTI Term Structure

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 19-3
Number of pages: 44 Posted: 29 May 2018 Last Revised: 21 Feb 2019
Simon Spencer and Don Bredin
University College Dublin (UCD) - Department of Banking & Finance and University College Dublin (UCD) - Department of Banking & Finance
Downloads 80 (383,545)

Abstract:

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OPEC, Agreement, Quota, Term Structure, Nelson-Siegel Model, Event Study, CAR, CAF, Failure to Agree