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Causality Between Market Liquidity and Depth for Energy and Grains

Sari, Ramazan - 2014

This paper examines the roles of futures prices of crude oil, gasoline, ethanol, corn, soybeans and sugar in the energy-grain nexus. It also investigates the own- and cross-market impacts for lagged grain trading volume and open interest in the energy and grain markets. According to the results,...

Persistent link: https://www.econbiz.de/10013068185

Hedging with two futures contracts : simplicity pays

Nguyen, Thi Tuong Van; Carbonez, Katelijne A. E.; … - 2010

Persistent link: https://www.econbiz.de/10009126825

Hedging with two futures contracts : simplicity pays

Carbonez, Katelijne A. E.; Nguyen, Thi Tuong Van; … - In: European financial management : the journal of the … 17 (2011) 5, pp. 806-834

Persistent link: https://www.econbiz.de/10009388244

Approximation for convenience yield with mean-reverting commodity price

Zhao, Qiang; Gu, Guiding - In: Journal of mathematical finance 5 (2015) 3, pp. 233-242

Persistent link: https://www.econbiz.de/10011438485

Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield

Mellios, Constantin; Six, Pierre; Anh Ngoc Lai - In: European journal of operational research : EJOR 250 (2016) 2, pp. 493-504

Persistent link: https://www.econbiz.de/10011441684

Commodity spot, forward, and futures prices with a firm's optimal strategy

Nakajima, Katsushi - 2017

Persistent link: https://www.econbiz.de/10012131904

Comparison of commodity future pricing approaches with cointegration techniques

Stepanek, Christian - In: Journal of financial engineering 2 (2015) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10010528391

Commodity spot and futures prices under supply, demand, and financial trading : single input-output model

Nakajima, Katsushi - In: Asia Pacific financial markets 27 (2020) 1, pp. 35-59

Persistent link: https://www.econbiz.de/10012222371

Speculation in commodity futures markets, inventories and the price of crude oil

Byun, Sung Je - In: The energy journal 38 (2017) 5, pp. 93-113

Persistent link: https://www.econbiz.de/10011791800

Equilibrium commodity prices with irreversible investment and non-linear technologies

Casassus, Jaime; Collin-Dufresne, Pierre; Routledge, … - In: Journal of banking & finance 95 (2018), pp. 128-147

Persistent link: https://www.econbiz.de/10011966725

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