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~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of futures markets"
~subject:"Spotmarkt"
~subject:"United States"
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Spotmarkt
United States
Spot market
37
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11
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10
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10
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8
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Journal of banking & finance
The journal of futures markets
Energy economics
74
IEA Energy Prices and Taxes Statistics
17
Econometric Institute research papers
16
Discussion paper / Tinbergen Institute
12
International Journal of Energy Economics and Policy : IJEEP
12
Economic modelling
10
International journal of forecasting
9
The energy journal
9
Applied economics
8
Working paper
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European journal of operational research : EJOR
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International review of economics & finance : IREF
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Working paper / National Bureau of Economic Research, Inc.
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Finance India : the quarterly journal of Indian Institute of Finance
5
Finance research letters
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The journal of energy markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The IUP journal of applied finance : IJAF
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Birkbeck working papers in economics and finance : BWPEF
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Global finance journal
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International journal of energy sector management : IJESM
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International journal of industrial organization
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International journal of production research
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International review of financial analysis
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Journal of emerging market finance
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NCER working paper series
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Pacific-Basin finance journal
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Praj̄nȧn : journal of social and management sciences
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Research bulletin / The Institute of Cost Accountants of India
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Research in international business and finance
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Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
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ECONIS (ZBW)
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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
Supply, demand, and risk premiums in electricity markets
Jacobs, Kris
;
Li, Yu
;
Pirrong, Craig
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013401940
Saved in:
3
Investor sentiment and price discovery : evidence from the pricing dynamics between the futures and spot markets
Lin, Chu-Bin
;
Chou, Robin K.
;
Wang, George H. K.
- In:
Journal of banking & finance
90
(
2018
),
pp. 17-31
Persistent link: https://www.econbiz.de/10011963151
Saved in:
4
A space-time random field model for electricity forward prices
Benth, Fred Espen
;
Paraschiv, Florentina
- In:
Journal of banking & finance
95
(
2018
),
pp. 203-216
Persistent link: https://www.econbiz.de/10011966749
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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