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  • Search: subject:"Contango"
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Year of publication
Subject
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backwardation 13 contango 10 Contango 6 futures markets 6 deterministic trend 4 financial markets 4 fractional cointegration 4 vector error correction model 4 Commodity derivative 3 Rohstoffderivat 3 Automatic Stabilizers 2 Backwardation 2 Cointegration 2 Commodity exchange 2 Commodity markets 2 Commodity prices 2 Financial post-Keynesian Theory 2 Kointegration 2 Paul Davidson 2 Quantitative Easing 2 Time series analysis 2 Tobin's Q 2 Unconventional Monetary Policy 2 VAR model 2 VAR-Modell 2 Warenbörse 2 Zeitreihenanalyse 2 bond 2 cointegration 2 commodities futures 2 commodity futures 2 derivative 2 financial assets 2 futures contract 2 futures contracts 2 futures market 2 futures price 2 futures prices 2 international finance 2 time series 2
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Online availability
All
Free 16
Type of publication
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Book / Working Paper 15 Article 1
Type of publication (narrower categories)
All
Working Paper 7 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 12 Undetermined 3 Italian 1
Author
All
Dolatabadi, Sepideh 4 Nielsen, Morten Ørregaard 4 Xu, Ke 4 Nair, Nitin 2 Roache, Shaun K. 2 Benth, Fred Espen 1 Blaschke, Winfrid 1 Cartea, Alvaro 1 Chiarella, Carl 1 Droždz, Jolanta 1 Ebrahim, M. Shahid 1 Erbil, Nese 1 Goswami, Alankrita 1 Jones, Matthew T. 1 Kang, Boda 1 Karali, Berna 1 Kiesel, Ruediger 1 Majnoni, Giovanni 1 Morandini, Alessandro 1 Nikitopoulos, Christina Sklibosios 1 Novickytė, Lina 1 Pastusiak, Radosław 1 Peria, Maria Soledad Martinez 1 Polato, Maurizio 1 Rahman, Shafiqur 1 Rau-Bredow, Hans 1 Reichsfeld, David A 1 Soliwoda, Michał 1 To, Thuy-Duong 1
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Institution
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International Monetary Fund (IMF) 3 Birkbeck, Department of Economics, Mathematics & Statistics 1 Economics Department, Queen's University 1 Finance Discipline Group, Business School 1 Society for Computational Economics - SCE 1
Published in...
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IMF Working Papers 3 Birkbeck Working Papers in Economics and Finance 1 CREATES research paper 1 Computing in Economics and Finance 2005 1 Journal of agricultural and applied economics : JAEE 1 Queen's Economics Department Working Paper 1 Queen's Economics Department working paper 1 Research Paper Series / Finance Discipline Group, Business School 1 Università degli studi di Udine, Dipartimento di scienze economiche e statistiche 1 Working Paper 1 Working Papers / Economics Department, Queen's University 1 Working papers / The Levy Economics Institute 1
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Source
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RePEc 7 ECONIS (ZBW) 5 EconStor 4
Showing 1 - 10 of 16
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Unconventional monetary policy or automatic stabilizers? A financial post-Keynesian comparison
Nair, Nitin - 2023
The purpose of public policy, expansionary or contractionary, is to encourage the expansion of income, output, and employment. Theory decides the nature and kind of policy, and the underlying mechanics that result in expansion. Keynes (1964) brings money and a monetary production economy to the...
Persistent link: https://www.econbiz.de/10014474485
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From COVID-19 to Resilience: Quantitative Methods in Economics and Business
Novickytė, Lina (contributor); Droždz, Jolanta (contributor) - 2023
The present reprint contains 11 articles accepted for publication and published in the Special Issue From COVID-19 to Resilience: Quantitative Methods in Economics and Business of the MDPI Mathematics journal. These articles cover a wide range of topics analyzing economics and business...
Persistent link: https://www.econbiz.de/10014520975
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Cover Image
Unconventional monetary policy or automatic stabilizers? : a financial post-Keynesian comparison
Nair, Nitin - 2023
The purpose of public policy, expansionary or contractionary, is to encourage the expansion of income, output, and employment. Theory decides the nature and kind of policy, and the underlying mechanics that result in expansion. Keynes (1964) brings money and a monetary production economy to the...
Persistent link: https://www.econbiz.de/10014320884
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Cover Image
Contango and Backwardation in Arbitrage-Free Futures-Markets
Rau-Bredow, Hans - 2022
This paper gives a short recapitulation of the constraints for forward and futures prices under the condition that no risk-free profits can be achieved through arbitrage activities.
Persistent link: https://www.econbiz.de/10012803562
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The impact of fundamentals on volatility measures of agricultural substitutes
Goswami, Alankrita; Karali, Berna - In: Journal of agricultural and applied economics : JAEE 54 (2022) 4, pp. 723-768
This study builds upon the existing literature on the Working curve and backwardation to explore the impact of storage regimes on the volatility measures of substitute agricultural commodity markets. We investigate the impact of commodity fundamentals (storage regime and stocks-to-use ratio),...
Persistent link: https://www.econbiz.de/10013503707
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Volatilità come asset class : i prodotti Vix-related
Morandini, Alessandro; Polato, Maurizio - 2020
Persistent link: https://www.econbiz.de/10012389028
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A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh; Nielsen, Morten Ørregaard; Xu, Ke - 2014
We apply the fractionally cointegrated vector autoregressive (FCVAR) model to analyze the relationship between spot and futures prices in five commodity markets (aluminium, copper, lead, nickel, and zinc). To this end, we first extend the FCVAR model to accommodate de terministic trends in the...
Persistent link: https://www.econbiz.de/10011380830
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A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh; Nielsen, Morten Ørregaard; Xu, Ke - Economics Department, Queen's University - 2014
We apply the fractionally cointegrated vector autoregressive (FCVAR) model to analyze the relationship between spot and futures prices in five commodity markets (aluminium, copper, lead, nickel, and zinc). To this end, we first extend the FCVAR model to accommodate deterministic trends in the...
Persistent link: https://www.econbiz.de/10011147856
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A fractionally cointegrated VAR analysis of price discovery in commodity futures markets
Dolatabadi, Sepideh; Nielsen, Morten Ørregaard; Xu, Ke - 2014
Persistent link: https://www.econbiz.de/10010394599
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Cover Image
A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh; Nielsen, Morten Ørregaard; Xu, Ke - 2014
We apply the fractionally cointegrated vector autoregressive (FCVAR) model to analyze the relationship between spot and futures prices in five commodity markets (aluminium, copper, lead, nickel, and zinc). To this end, we first extend the FCVAR model to accommodate de terministic trends in the...
Persistent link: https://www.econbiz.de/10010381434
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