Analysing large one-day commodity futures price changes
Wei Hua; Peihwang Wei
| Year of publication: |
2014
|
|---|---|
| Authors: | Hua, Wei ; Wei, Peihwang |
| Published in: |
International journal of bonds and derivatives. - Olney : Inderscience, ISSN 2050-2281, ZDB-ID 2765392-4. - Vol. 1.2014, 2, p. 134-154
|
| Subject: | large price change | maturity effect | seasonal effect | derivative | Derivat | Derivative | Börsenkurs | Share price | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Saisonale Schwankungen | Seasonal variations | Volatilität | Volatility | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011312443