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Price risk management in agri-plantation commodities : case study of a farmer producer organisation

Vijayakumar, A. N. - In: International journal of financial services management … 11 (2021) 2, pp. 149-162

Persistent link: https://www.econbiz.de/10012940018

Financialisation of commodities : empirical evidence from the Indian financial market

Shamsher, Salim - In: IIMB management review 33 (2021) 1, pp. 38-49

Persistent link: https://www.econbiz.de/10013205184

How the financial market can dampen the effects of commodity price shocks

Kim, Myunghyun - In: European economic review : EER 121 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012264262

Pricing of long-dated commodity derivatives with stochastic volatility and stochastic interest rates

Cheng, Benjamin; Nikitopoulos, Christina Sklibosios; … - 2015

Persistent link: https://www.econbiz.de/10011777512

On the calibration of the Schwartz two-factor model to WTI crude oil options and the extended Kalman Filter

Ewald, Christian-Oliver; Zhang, Aihua; Zong, Zhe - In: Application of operations research to financial markets, (pp. 119-130). 2019

Persistent link: https://www.econbiz.de/10012157367

Basic Rules of European Stock Relationships Regulation and Practice of Their Use in Ukraine

Sydorenko, Oksana - In: Accounting and Finance (2014) 3, pp. 147-151

of commodity derivatives' markets. Analyzed are the functions of basic institutions in the formation of European … commodity derivatives exchange market. Determined are key principles and standard-setting tenets of basic European laws, which …

Persistent link: https://www.econbiz.de/10010937913

Domestic and international information linkages between gold spot and futures markets : an empirical study for India

Dutt, Mala; Sehgal, Sanjay - In: Metamorphosis : a journal of management research 17 (2018) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10011893792

Effects of volume of trade and time to maturity on volatility : the oilseed derivatives market in India

Joarder, Suranjana; Mukherjee, Diganta - In: Praj̄nȧn : journal of social and management sciences 46 (2018) 4, pp. 335-351

Persistent link: https://www.econbiz.de/10011924306

Humps in the Volatility Structure of the Crude Oil Futures Market

Chiarella, Carl; Kang, Boda; Nikitopoulos-Sklibosios, … - Finance Discipline Group, Business School - 2012

This paper analyzes the volatility structure of commodity derivatives markets. The model encompasses stochastic …

Persistent link: https://www.econbiz.de/10010643370

A four-factor stochastic volatility model of commodity prices

Schöne, Max F.; Spinler, Stefan - In: Review of derivatives research 20 (2017) 2, pp. 135-165

Persistent link: https://www.econbiz.de/10011935975

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