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~isPartOf:"The journal of futures markets"
~isPartOf:"Theoretical economics letters"
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The journal of futures markets
Theoretical economics letters
Energy economics
38
The energy journal
8
Applied economics
6
Finance research letters
5
International review of economics & finance : IREF
5
The journal of energy markets
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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European journal of operational research : EJOR
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International journal of forecasting
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ECONIS (ZBW)
13
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1
The information effect of order flows in foreign currency futures and spot markets
Chen, Yu-Lun
;
Gau, Yin-feng
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1549-1572
Persistent link: https://www.econbiz.de/10013288004
Saved in:
2
Does Indian spot electricity price series exhibit inverse-leverage effect?
Girish, Godekere Panchakshara Murthy
;
Vijayalakshmi, Sedidi
- In:
Theoretical economics letters
8
(
2018
)
3
,
pp. 234-240
Persistent link: https://www.econbiz.de/10011822565
Saved in:
3
Relationship between spot and future prices of crude oil : a cointegration analysis
Minimol M. C.
- In:
Theoretical economics letters
8
(
2018
)
3
,
pp. 330-339
Persistent link: https://www.econbiz.de/10011822661
Saved in:
4
Index futures trading restrictions and spot market quality : evidence from the recent Chinese stock market crash
Han, Qian
;
Liang, Jufang
- In:
The journal of futures markets
37
(
2017
)
4
,
pp. 411-428
Persistent link: https://www.econbiz.de/10011950693
Saved in:
5
Trading activity and rate of convergence in commodity futures markets
Bosch, David
;
Pradkhan, Elina
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 930-938
Persistent link: https://www.econbiz.de/10011950910
Saved in:
6
Index futures trading and spot volatility in China : a semiparametric approach with range-based proxies
Tan, Na
;
Peng, Yulei
;
Liu, Yanchu
;
Pan, Zhewen
- In:
The journal of futures markets
37
(
2017
)
10
,
pp. 1003-1030
Persistent link: https://www.econbiz.de/10011950932
Saved in:
7
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
Saved in:
8
Quantile estimation of optimal hedge ratio
Lien, Da-hsiang Donald
;
Shrestha, Keshab
;
Wu, Jing
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 194-214
Persistent link: https://www.econbiz.de/10011568071
Saved in:
9
Spot and futures markets linkages : does contango differ from backwardation?
Fernández, Viviana
- In:
The journal of futures markets
36
(
2016
)
4
,
pp. 375-396
Persistent link: https://www.econbiz.de/10011568428
Saved in:
10
Convenience yields and risk premiums in the EU-ETS-evidence from the Kyoto commitment period
Trück, Stefan
;
Weron, Rafał
- In:
The journal of futures markets
36
(
2016
)
6
,
pp. 587-611
Persistent link: https://www.econbiz.de/10011568460
Saved in:
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