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~subject:"Kointegration"
~type_genre:"Article in journal"
~type_genre:"Congress Report"
~type_genre:"Sammelwerk"
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Kointegration
Spot market
466
Spotmarkt
450
Derivat
153
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153
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143
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143
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128
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1
Information transmission between bitcoin derivatives and spot markets : high-frequency causality analysis with Fourier approximation
Cagli, Efe Çaglar
;
Mandacı, Pınar Evrım
- In:
Economics and Business Letters : EBL
10
(
2021
)
4
,
pp. 394-402
Persistent link: https://www.econbiz.de/10013169260
Saved in:
2
International linkages of emerging market index futures, under the closure of underlying spot market : evidence from Indian Nifty futures
Sundararajan, Sivakumar
;
Balasubramanian, Senthil Arasu
- In:
Managerial finance
49
(
2023
)
3
,
pp. 577-593
Persistent link: https://www.econbiz.de/10014227233
Saved in:
3
Asymmetric price adjustment and price discovery in spot and futures markets of agricultural commodities
Chen, Zhuo
;
Yan, Bo
;
Kang, Hanwen
;
Liu, Liyu
- In:
Review of economic design
27
(
2023
)
1
,
pp. 139-162
Persistent link: https://www.econbiz.de/10013489698
Saved in:
4
Price discovery and volatility transmission in the spot and futures market of pepper : an empirical analysis
Nadig, Asha
;
Viswanathan, T.
- In:
International journal of intelligent enterprise
9
(
2022
)
1
,
pp. 78-99
Persistent link: https://www.econbiz.de/10012799917
Saved in:
5
Using a rolling vector error correction model to model static and dynamic causal relations between electricity spot price and related fundamental factors : the case of Greek electr...
Papaioannou, George P.
;
Dikaiakos, Christos
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
1
,
pp. 38-54
Persistent link: https://www.econbiz.de/10011847921
Saved in:
6
The lead lag relationship between spot and futures markets in the energy sector
Chen, Jengchung Victor
;
Prince, Yolanda Gabriela
;
Ha, …
- In:
International Journal of Energy Economics and Policy : IJEEP
7
(
2017
)
4
,
pp. 23-30
Persistent link: https://www.econbiz.de/10011749853
Saved in:
7
Do bubbles alter contributions to price discovery? : evidence from the Chinese soybean futures and spot markets
Li, Miao
;
Xiong, Tao
- In:
Emerging markets, finance and trade : EMFT
55
(
2019
)
15
,
pp. 3417-3432
Persistent link: https://www.econbiz.de/10012211165
Saved in:
8
Causal relationship between spot and futures prices with multiple time horizons : a nonparametric wavelet Granger causality test
Torun, Erdost
;
Chang, Tzu-pu
;
Chou, Ray Yeutien
- In:
Research in international business and finance
52
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012543339
Saved in:
9
Price discovery and volatility transmission in currency spot and futures markets in India : an empirical analysis
Sakthivel, P.
;
Chittedi, Krishna Reddy
;
Sakyi, Daniel
- In:
Global business review
20
(
2019
)
4
,
pp. 931-945
Persistent link: https://www.econbiz.de/10012137518
Saved in:
10
An analysis of price discovery between Bitcoin futures and spot markets
Kapar, Burcu
;
Olmo, Jose
- In:
Economics letters
174
(
2019
),
pp. 62-64
Persistent link: https://www.econbiz.de/10012121020
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