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Introducing distances between commodity markets : the case of the US and UK natural gas

Geman, Hélyette; Liu, Bo - In: Advanced modelling in mathematical finance : in honour …, (pp. 93-105). 2016

Persistent link: https://www.econbiz.de/10011800340

Study on extreme risk measurement of Chinese soybean futures market : VaR based on GARCH model

Li, Ganqiong; Xu, Shiwei; Wang, Shengwei; Yu, Haipeng - In: Proceedings of 2013 world agricultural outlook conference, (pp. 161-171). 2014

Persistent link: https://www.econbiz.de/10010416299

Volatility transmission in agricultural futures markets

Beckmann, Joscha; Czudaj, Robert - In: Economic modelling 36 (2014), pp. 541-546

Persistent link: https://www.econbiz.de/10010416370

The relationship between Asian equity and commodity futures markets

Thuraisamy, Kannan S.; Sharma, Susan Sunila; Ali Ahmed, … - In: Journal of Asian economics 28 (2013), pp. 67-75

Persistent link: https://www.econbiz.de/10010400865

Contemporaneous and asymmetric properties in the price-volume relationships in China’s agricultural futures markets

He, Ling-yan; Yang, Sheng; Xie, Wen-si; Han, Zhi-hong - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 148-166

Persistent link: https://www.econbiz.de/10010403272

Portfolio stress testing applied to commodity futures

Paraschiv, Florentina; Reese, Stine Marie; Skjelstad, … - In: Computational management science 17 (2020) 2, pp. 203-240

Persistent link: https://www.econbiz.de/10012272062

Bond flotation with exotic commodity collateral

Dempster, Michael A. H. - In: Quantitative finance 20 (2020) 12, pp. 1903-1925

Persistent link: https://www.econbiz.de/10012313526

The impact of US macroeconomic news announcements on Chinese commodity futures

Cai, Haidong; Ahmed, Shamim; Jiang, Ying; Liu, Xiaoquan - In: Quantitative finance 20 (2020) 12, pp. 1927-1966

Persistent link: https://www.econbiz.de/10012313529

Keynes as a trader in commodity futures

Marcuzzo, Maria Cristina; Sanfilippo, Eleonora - In: Financial markets in perspective : lessons from …, (pp. 61-81). 2022

While Keynes is known for his theory of normal backwardation in futures markets, he is less known as a trader in these markets. The question arises whether his theory acted as a guide to his trading activity or, rather, whether it was his trading activity that shaped his theory. Backwardation...

Persistent link: https://www.econbiz.de/10013172071

Petroleum market volatility tracker in China

Bian, Huabin; Hua, Renhai; Liu, Qingfu; Zhang, Ping - In: The journal of futures markets 42 (2022) 11, pp. 2022-2040

Persistent link: https://www.econbiz.de/10013465839