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Commodity futures price volatility, convenience yield and economic fundamentals
Power, Gabriel J., (2013)
Does Futures Price Volatility Differ Across Delivery Horizon?
Karali, Berna, (2009)
Cotton Futures Dynamics: Structural Change, Index Traders and the Returns to Storage
Power, Gabriel J., (2009)
Do Inventory and Time-to-Delivery Effects Vary Across Futures Contracts? Insights from a Smoothed Bayesian Estimator
Karali, Berna, (2008)
Volatility Persistence in Commodity Futures:Inventory and Time-to-Delivery Effects