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~subject:"Warenbörse"
~person:"Tang, Ke"
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Warenbörse
Commodity derivative
21
Rohstoffderivat
21
Commodity price
12
Rohstoffpreis
12
Commodity market
11
Rohstoffmarkt
11
Commodity exchange
8
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8
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8
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7
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7
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7
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7
Commodity speculation
6
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6
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5
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Optionspreistheorie
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Tang, Ke
Irwin, Scott H.
28
García, Philip
24
Prokopczuk, Marcel
22
Till, Hilary
22
Goss, Barry A.
14
Miffre, Joëlle
14
Bohl, Martin T.
13
Brorsen, B. Wade
13
Kaufman, Perry J.
12
Kolb, Robert W.
12
Pindyck, Robert S.
12
Sanders, Dwight R.
12
Sauerbeck, A.
12
Fernandez-Perez, Adrian
11
Leuthold, Raymond M.
11
Schwartz, Eduardo S.
11
Banks, Ferdinand E.
10
Gilbert, Christopher L.
10
Hudson, Michael A.
10
Manera, Matteo
10
Palaniappan Shanmugam, Velmurugan
10
Nicolini, Marcella
9
Peck, Anne Elizabeth
9
Phlips, Louis
9
Tomek, William G.
9
Weiner, Robert J.
9
Williams, Jeffrey
9
Fan, John Hua
8
Hauser, Robert J.
8
Hayes, Dermot James
8
Hirshleifer, David
8
Lence, Sergio H.
8
Lien, Da-hsiang Donald
8
Lucey, Brian M.
8
Pirrong, Craig
8
Tse, Yiuman
8
Back, Janis
7
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7
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ECONIS (ZBW)
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1
Hedging Pressure and
Commodity
Option Prices
Cheng, Ing-Haw
;
Tang, Ke
;
Yan, Lei
-
2021
A new measure of hedging pressure in
commodity
options markets—commercial hedgers’ net short option exposure … arbitrage in
commodity
option markets …
Persistent link: https://www.econbiz.de/10013211279
Saved in:
2
Commodities as Collateral
Tang, Ke
-
2016
increase
commodity
prices and make the inventory -- convenience yield relation less negative. Our model illustrates these … theory of storage and provide new insights into the financialization of
commodity
markets …
Persistent link: https://www.econbiz.de/10013006991
Saved in:
3
Relative Basis and Risk Premia in
Commodity
Futures Markets
Gu, Ming
-
2020
The
commodity
futures basis—the difference between the first and second futures prices—is known to forecast
commodity
… argue that the relative basis is more informative about expected
commodity
futures returns than the basis, because it … traditional basis in forecasting
commodity
futures returns …
Persistent link: https://www.econbiz.de/10012848907
Saved in:
4
Commodities : fundamental theory of futures, forwards, and derivatives pricing
Dempster, M. A. H.
(
ed.
);
Tang, Ke
(
ed.
)
-
2022
-
Second edition.
Persistent link: https://www.econbiz.de/10014493646
Saved in:
5
Internet Appendix to 'A Tale of Two Premiums : The Role of Hedgers and Speculators in
Commodity
Futures Markets'
Kang, Wenjin
-
2019
This paper studies the dynamic interaction between the net positions of traders and risk premiums in
commodity
futures …
Persistent link: https://www.econbiz.de/10012872030
Saved in:
6
A Tale of Two Premiums : The Role of Hedgers and Speculators in
Commodity
Futures Markets
Kang, Wenjin
-
2019
This paper studies the dynamic interaction between the net positions of traders and risk premiums in
commodity
futures …
Persistent link: https://www.econbiz.de/10012904855
Saved in:
7
Latent Jump Diffusion Factor Estimation for
Commodity
Futures
Dempster, M. A. H.
-
2017
an application to the
commodity
futures term structure. Specifically, we propose a new state space form and then use a …
Persistent link: https://www.econbiz.de/10012971319
Saved in:
8
Cross-Market Soybean Futures Price Discovery : Does the Dalian
Commodity
Exchange Affect the Chicago Board of Trade?
Han, Liyan
-
2013
In this paper, we examine the role that the Dalian
Commodity
Exchange (DCE) plays in the global price discovery of …
Persistent link: https://www.econbiz.de/10013087293
Saved in:
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