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Does futures speculation destabilize commodity markets?
Kim, Abby - In: The journal of futures markets 35 (2015) 8, pp. 696-714
Persistent link: https://www.econbiz.de/10011392627
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Volatility and commodity price dynamics
Pindyck, Robert S. - In: The journal of futures markets 24 (2004) 11, pp. 1029-1047
Persistent link: https://www.econbiz.de/10002248629
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A maximal affine stochastic volatility model of oil prices
Hughen, W. Keener - In: The journal of futures markets 30 (2010) 2, pp. 101-133
Persistent link: https://www.econbiz.de/10003962429
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Option pricing with threshold mean reversion
Chi, Zeyu; Dong, Fangyuan; Wong, Hoi Ying - In: The journal of futures markets 37 (2017) 2, pp. 107-131
Persistent link: https://www.econbiz.de/10011669768
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Returns and volatility in the Kuala Lumpur crude palm oil futures market
Liew, Keng Yap; Brooks, Robert D. - In: The journal of futures markets 18 (1998) 8, pp. 985-999
Persistent link: https://www.econbiz.de/10001352427
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Detecting and modeling changing volatility in the copper futures market
Brackert, Kevin; Smith, Kenneth L. - In: The journal of futures markets 19 (1999) 1, pp. 79 -100
Persistent link: https://www.econbiz.de/10001377599
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Margin requirements and futures activity : evidence from the soybean and corn markets
Adrangi, Bahram; Chatrath, Arjun - In: The journal of futures markets 19 (1999) 4, pp. 433-455
Persistent link: https://www.econbiz.de/10001378224
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Optimal margin level in futures markets : extreme price movements
Longin, François M. - In: The journal of futures markets 19 (1999) 2, pp. 127-152
Persistent link: https://www.econbiz.de/10001369624
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Volatility, storage and convenience : evidence from natural gas markets
Susmel, Raul - In: The journal of futures markets 17 (1997) 1, pp. 17-43
Persistent link: https://www.econbiz.de/10001216345
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An examination of linear and nonlinear causal relationships between price variability and volume in petroleum futures markets
Fujihara, Roger Arnold - In: The journal of futures markets 17 (1997) 4, pp. 385-416
Persistent link: https://www.econbiz.de/10001221157