Narrow search
Showing 1 - 10 of 19
Cover Image
Empirical properties, information flow, and trading strategies of China's soybean crush spread
Liu, Qingfeng Wilson; Sono, Hui He - In: The journal of futures markets 36 (2016) 11, pp. 1057-1075
Persistent link: https://www.econbiz.de/10011569015
Cover Image
The performance of event study approaches using daily commodity futures returns
McKenzie, Andrew M.; Thomsen, Michael R.; Dixon, Bruce L. - In: The journal of futures markets 24 (2004) 6, pp. 533-555
Persistent link: https://www.econbiz.de/10002059371
Cover Image
An empirical examination of the relation between futures spreads volatility, volume, and open interest
Girma, Paul Berhanu; Mougoué, Mbodja - In: The journal of futures markets 22 (2002) 11, pp. 1083-11102
Persistent link: https://www.econbiz.de/10001713578
Cover Image
Modeling discontinuous periodic conditional volatility : evidence from the commodity futures market
Taylor, Nicholas - In: The journal of futures markets 24 (2004) 9, pp. 805-834
Persistent link: https://www.econbiz.de/10002145942
Cover Image
Regime switching fractional cointegration and futures hedging
Lee, Hsiang-tai - In: Applied financial economics 21 (2011) 13/15, pp. 1145-1157
Persistent link: https://www.econbiz.de/10009317429
Cover Image
Non-linear dynamics in futures prices : evidence from the coffee, sugar and cocoa exchange
Adrangi, Bahram; Chatrath, Arjun - In: Applied financial economics 13 (2003) 4, pp. 245-256
Persistent link: https://www.econbiz.de/10001748447
Cover Image
Jumping hedges : an examination of movements in copper spot and futures markets
Chan, Wing Hong; Young, Denise - In: The journal of futures markets 26 (2006) 2, pp. 169-188
Persistent link: https://www.econbiz.de/10003303876
Cover Image
Long memory models for daily and high frequency commodity futures returns
Baillie, Richard; Han, Young Wook; Myers, Robert J.; … - In: The journal of futures markets 27 (2007) 7, pp. 643-668
Persistent link: https://www.econbiz.de/10003493148
Cover Image
Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures
Luo, Jiawen; Zhang, Qun - In: The journal of futures markets 44 (2024) 2, pp. 151-217
Persistent link: https://www.econbiz.de/10014475455
Cover Image
Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes
Rezitis, Anthony N.; Andrikopoulos, Panagiotis; Daglis, … - In: The journal of futures markets 44 (2024) 3, pp. 451-483
Persistent link: https://www.econbiz.de/10014475504