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The asymmetric commodity inventory effect on the optimal hedge ratio
Carpantier, Jean-François; Samkharadze, Besik - In: The journal of futures markets 33 (2013) 9, pp. 868-888
Persistent link: https://www.econbiz.de/10009779061
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Frequency and duration of profitable hedging margins for Texas cotton producers, 1980-1986
Wood, Wendell C. - In: The journal of futures markets 9 (1989) 6, pp. 519-528
Persistent link: https://www.econbiz.de/10001149521
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Metallgesellschaft: a prudent hedger ruined, or a wildcatter on NYMEX?
Pirrong, Craig - In: The journal of futures markets 17 (1997) 5, pp. 543-578
Persistent link: https://www.econbiz.de/10001224081
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Effectiveness of dual hedging with price and yield futures
Li, Dong-feng - In: The journal of futures markets 18 (1998) 5, pp. 541-561
Persistent link: https://www.econbiz.de/10001247304
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Asymmetric information in commodity futures markets : theory and empirical evidence
Perrakis, Stylianos - In: The journal of futures markets 18 (1998) 7, pp. 803-825
Persistent link: https://www.econbiz.de/10001249187
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Are hedgers informed? : an examination of the price impact of large trades in illiquid agricultural futures markets
Frino, Alex; Lepone, Andrew; Mollica, Vito; Zhang, Shunquan - In: The journal of futures markets 36 (2016) 6, pp. 612-622
Persistent link: https://www.econbiz.de/10011568463
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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
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Futures market equilibrium under Knightian uncertainty
Lien, Da-hsiang Donald; Wang, Yaqin - In: The journal of futures markets 23 (2002) 7, pp. 701-718
Persistent link: https://www.econbiz.de/10001769724
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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
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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