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Futures contract implementation and the impact on commodity spot price volatility : evidence from Latin America
Zavaleta-Vázquez, Osmar H.; Arenas, Laura - In: International journal of bonds and derivatives 2 (2016) 3, pp. 249-266
Persistent link: https://www.econbiz.de/10011742334
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Measuring volatility in the Indian commodity futures
Kirithiga, S.; Naresh, G.; Thiyagarajan, S. - In: International journal of bonds and derivatives 3 (2017) 3, pp. 253-274
Persistent link: https://www.econbiz.de/10011875999
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Multivariate models of commodity futures markets : a dynamic copula approach
Chen, Sihong; Li, Qi; Wang, Qiaoyu; Zhang, Yu Yvette - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 3037-3057
Persistent link: https://www.econbiz.de/10014329023
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Analysis of lead-lag relationship and volatility spillover : evidence from Indian agriculture commodity markets
Shaik, Muneer; Lanka, Abhiram Kartik; Gurmeet Singh - In: International journal of bonds and derivatives 4 (2021) 3, pp. 258-279
Persistent link: https://www.econbiz.de/10012612673
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Price bubbles of agricultural commodities : evidence from China's futures market
Chen, Zhuo; Yan, Bo; Kang, Hanwen - In: Empirical economics : a quarterly journal of the … 64 (2023) 1, pp. 195-222
Persistent link: https://www.econbiz.de/10014226282
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Nonlinear examination of the "heat wave" and "meteor shower" effects between spot and futures markets of the precious metals
Živkov, Dejan; Manić, Slavica; Pavkov, Ivan - In: Empirical economics : a quarterly journal of the … 63 (2022) 2, pp. 1109-1134
Persistent link: https://www.econbiz.de/10013440356