Narrow search
Showing 1 - 10 of 44
Cover Image
Simple and extended Kalman filters : an application to term structures of commodity prices
Lautier, Delphine; Galli, Alain - In: Applied financial economics 14 (2004) 13, pp. 963-973
Persistent link: https://www.econbiz.de/10002195491
Cover Image
Commodity futures price behaviour following large one-day price changes
Mazouz, Khelifa; Wang, Jian - In: Applied financial economics 24 (2014) 13/15, pp. 939-948
Persistent link: https://www.econbiz.de/10010410296
Cover Image
Are commodity prices mean reverting?
Andersson, Henrik - In: Applied financial economics 17 (2007) 10/12, pp. 769-783
Persistent link: https://www.econbiz.de/10003537543
Cover Image
Forward-looking agents and macroeconomic determinants of the equity price in a small open economy
Kia, Amir - In: Applied financial economics 13 (2003) 1, pp. 37-54
Persistent link: https://www.econbiz.de/10001725721
Cover Image
Global liquidity and commodity prices : a cointegrated VAR approach for OECD countries
Belke, Ansgar; Bordon, Ingo D.; Hendricks, Torben - In: Applied financial economics 20 (2010) 1/3, pp. 227-242
Persistent link: https://www.econbiz.de/10003936012
Cover Image
Execution edge of pit traders and intraday price ranges of soft commodities
Kliakhandler, Igor L. - In: Applied financial economics 17 (2007) 4/6, pp. 343-350
Persistent link: https://www.econbiz.de/10003446026
Cover Image
Convenience yield, mean reverting prices, and long memory in the petroleum market
Mazaheri, A. - In: Applied financial economics 9 (1999) 1, pp. 31-50
Persistent link: https://www.econbiz.de/10001363837
Cover Image
Interest rate differentials, market integration, and the efficiency of commodity futures markets
Jumah, Adusei; Karbuz, Sohbet; Rünstler, Gerhard - In: Applied financial economics 9 (1999) 1, pp. 101-108
Persistent link: https://www.econbiz.de/10001363845
Cover Image
Does futures speculation stabilize spot prices? : Evidence from metals markets
Kocagil, Ahmet Enis - In: Applied financial economics 7 (1997) 1, pp. 115-125
Persistent link: https://www.econbiz.de/10001219226
Cover Image
The linkage between aggregate stock market investor sentiment and commodity futures returns
Zheng, Yao - In: Applied financial economics 24 (2014) 22/24, pp. 1491-1513
Persistent link: https://www.econbiz.de/10010460087