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Introducing distances between commodity markets : the case of the US and UK natural gas

Geman, Hélyette; Liu, Bo - In: Advanced modelling in mathematical finance : in honour …, (pp. 93-105). 2016

Persistent link: https://www.econbiz.de/10011800340

Financialization of commodity markets

Włodarczyk, Bogdan; Szturo, Marek - In: Contemporary Trends and Challenges in Finance : …, (pp. 99-108). 2018

Persistent link: https://www.econbiz.de/10013369125

Study on extreme risk measurement of Chinese soybean futures market : VaR based on GARCH model

Li, Ganqiong; Xu, Shiwei; Wang, Shengwei; Yu, Haipeng - In: Proceedings of 2013 world agricultural outlook conference, (pp. 161-171). 2014

Persistent link: https://www.econbiz.de/10010416299

Volatility transmission in agricultural futures markets

Beckmann, Joscha; Czudaj, Robert - In: Economic modelling 36 (2014), pp. 541-546

Persistent link: https://www.econbiz.de/10010416370

Development of soft commodity derivative market in function of the risk management in CEE

Kovacevic, Vlado; Subic, Jonel; Janković, Irena - In: Agrarian economy and rural development : realities and …, (pp. 189-195). 2020

This aim of this paper is to analyse possibilities and potential effects of soft commodity derivative market on the development of risk management practice within the CEE. Agricultural producers and other participants in the soft commodity market in CEE are lacking local commodity market. As a...

Persistent link: https://www.econbiz.de/10012518261

Bond flotation with exotic commodity collateral

Dempster, Michael A. H. - In: Quantitative finance 20 (2020) 12, pp. 1903-1925

Persistent link: https://www.econbiz.de/10012313526

Petroleum market volatility tracker in China

Bian, Huabin; Hua, Renhai; Liu, Qingfu; Zhang, Ping - In: The journal of futures markets 42 (2022) 11, pp. 2022-2040

Persistent link: https://www.econbiz.de/10013465839