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The information flow and market efficiency between th US and Chinese aluminium and copper futures markets
Fung, Hung-gay; Liu, Qingfeng Wilson; Tse, Yiuman - In: The journal of futures markets 30 (2010) 12, pp. 1192-1209
Persistent link: https://www.econbiz.de/10008901289
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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
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Extreme volatility, speculative efficiency, and the hedging effectiveness of the oil futures markets
Switzer, Lorne N.; El-Khoury, Mario - In: The journal of futures markets 27 (2007) 1, pp. 61-84
Persistent link: https://www.econbiz.de/10003492999
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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
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Market efficiency among futures with different maturities : evidence from the crude oil futures market
Kawamoto, Kaoru; Hamori, Shigeyuki - In: The journal of futures markets 31 (2011) 5, pp. 487-501
Persistent link: https://www.econbiz.de/10009009222
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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
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Bias and backwardation in natural gas futures prices
Movassagh, Nahid; Modjtahedi, Bagher - In: The journal of futures markets 25 (2005) 3, pp. 281-308
Persistent link: https://www.econbiz.de/10002647735
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Regime switching and cointegration tests of the efficiency of futures markets
Chow, Ying-Foon - In: The journal of futures markets 18 (1998) 8, pp. 871-901
Persistent link: https://www.econbiz.de/10001352412
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Noninformative and informative tests of efficiency in three energy futures markets
Peroni, Emilio; McNown, Robert F. - In: The journal of futures markets 18 (1998) 8, pp. 939-964
Persistent link: https://www.econbiz.de/10001352418
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An empirical analysis of the efficiency of the Osaka rice market during Japan's Tokugawa era
Hamori, Shigeyuki; Hamori, Naoko; Anderson, David A. - In: The journal of futures markets 21 (2001) 9, pp. 861-874
Persistent link: https://www.econbiz.de/10001595314