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Volatility and commodity price dynamics
Pindyck, Robert S. - In: The journal of futures markets 24 (2004) 11, pp. 1029-1047
Persistent link: https://www.econbiz.de/10002248629
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Commodity momentum decomposition
Iwanaga, Yasuhiro; Sakemoto, Ryuta - In: The journal of futures markets 43 (2023) 2, pp. 198-216
Persistent link: https://www.econbiz.de/10014292998
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Fractional dynamics in international commodity prices
Barkoulas, John T. - In: The journal of futures markets 17 (1997) 2, pp. 161-189
Persistent link: https://www.econbiz.de/10001218568
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A cointegrated commodity pricing model
Nakajima, Katsushi; Ōhashi, Kazuhiko - In: The journal of futures markets 32 (2012) 11, pp. 995-1033
Persistent link: https://www.econbiz.de/10009697818
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Is the Australian wool futures market efficient as a predictor of spot prices ?
Graham-Higgs, Jeremy; Rambaldi, Alicia N.; Davidson, … - In: The journal of futures markets 19 (1999) 5, pp. 565-582
Persistent link: https://www.econbiz.de/10001410432
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Volume and price relationships : hypothesis and testing for agricultural futures
Malliaris, Anastasios G. - In: The journal of futures markets 18 (1998) 1, pp. 53-72
Persistent link: https://www.econbiz.de/10001234360
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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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Assessing inefficiency in the futures markets
Olszewski, Edward A. - In: The journal of futures markets 18 (1998) 6, pp. 671-704
Persistent link: https://www.econbiz.de/10001249192
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Linear dependence, nonlinear dependence and petroleum futures market efficiency
Fujihara, Roger Arnold - In: The journal of futures markets 17 (1997) 1, pp. 75-99
Persistent link: https://www.econbiz.de/10001216341
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A test of the cost-of-carry relationship using the London Metal Exchange lead contract
Heaney, Richard A. - In: The journal of futures markets 18 (1998) 2, pp. 177-200
Persistent link: https://www.econbiz.de/10001239193