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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 reappraisal of the performance of corn and soybean new crop futures
Zulauf, Carl R. (contributor) - In: The journal of futures markets 19 (1999) 5, pp. 603-618
Persistent link: https://www.econbiz.de/10001410437
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Analyzing oil futures with a dynamic Nelson-Siegel model
Grønborg, Niels S.; Lunde, Asger - In: The journal of futures markets 36 (2016) 2, pp. 153-173
Persistent link: https://www.econbiz.de/10011568059
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Do futures prices help forecast the spot price?
Jin, Xin - In: The journal of futures markets 37 (2017) 12, pp. 1205-1225
Persistent link: https://www.econbiz.de/10011951030
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Predicting financial volatility : high-frequency time-series forecasts vis-à-Vis implied volatility
Martens, Martin; Zein, Jason - In: The journal of futures markets 24 (2004) 11, pp. 1005-1028
Persistent link: https://www.econbiz.de/10002248611
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Implied volatility forecasts in the grains complex
Simon, David P. - In: The journal of futures markets 22 (2002) 10, pp. 959-981
Persistent link: https://www.econbiz.de/10001696759
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Forecasting oil price movements : exploiting the information in the futures market
Coppola, Andrea - In: The journal of futures markets 28 (2008) 1, pp. 34-56
Persistent link: https://www.econbiz.de/10003746338
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Predicting changes in T-bond futures spreads using implied yields from T-bill futures
Akemann, Charles A. - In: The journal of futures markets 6 (1986) 2, pp. 223-230
Persistent link: https://www.econbiz.de/10003475237
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Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures
Luo, Jiawen; Zhang, Qun - In: The journal of futures markets 44 (2024) 2, pp. 151-217
Persistent link: https://www.econbiz.de/10014475455
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Predictability of commodity futures returns with machine learning models
Wang, Shirui; Zhang, Tianyang - In: The journal of futures markets 44 (2024) 2, pp. 302-322
Persistent link: https://www.econbiz.de/10014475477