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  • Search: subject:"Contango"
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Year of publication
Subject
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Contango 22 Commodity derivative 18 Rohstoffderivat 18 contango 17 backwardation 16 Commodity exchange 15 Warenbörse 15 Backwardation 10 futures markets 8 Theorie 7 Theory 7 Derivat 6 Derivative 6 Börsenkurs 5 Commodity market 5 Commodity prices 5 Rohstoffmarkt 5 Share price 5 deterministic trend 5 fractional cointegration 5 vector error correction model 5 Cointegration 4 Commodities 4 Kointegration 4 Oil price 4 Time series analysis 4 VAR model 4 VAR-Modell 4 Volatility 4 Volatilität 4 Zeitreihenanalyse 4 financial markets 4 Ölpreis 4 Commodity markets 3 Commodity price 3 Erdöl 3 Estimation 3 Futures 3 Investor demand and stocks 3 Lager 3
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Online availability
All
Undetermined 22 Free 16
Type of publication
All
Article 29 Book / Working Paper 16
Type of publication (narrower categories)
All
Article in journal 23 Aufsatz in Zeitschrift 23 Working Paper 7 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4
Language
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English 34 Undetermined 10 Italian 1
Author
All
Dolatabadi, Sepideh 6 Nielsen, Morten Ørregaard 6 Xu, Ke 6 Fernandez-Perez, Adrian 3 Fuertes, Ana María 3 Miffre, Joëlle 3 Tilton, John E. 3 Avellaneda, Marco 2 Humphreys, David 2 Nair, Nitin 2 Radetzki, Marian 2 Roache, Shaun K. 2 West, Jason 2 Whaley, Robert E. 2 Adland, Roar 1 Alaoui, Abdelkader O. el 1 Almansour, Abdullah 1 Bannigidadmath, Deepa 1 Beckmann, Joscha 1 Benth, Fred Espen 1 Blaschke, Winfrid 1 Cartea, Alvaro 1 Chang, Kuang-Liang 1 Chiarella, Carl 1 Coakley, Jerry 1 Czudaj, Robert 1 Das, Nupur Moni 1 Davison, Matt 1 Dotsis, George 1 Droždz, Jolanta 1 Ebrahim, M. Shahid 1 Ebrahim, Muhammed Shahid 1 Erbil, Nese 1 Ghafouri, Behzad 1 Goswami, Alankrita 1 Gulley, Andrew 1 Gutierrez, Alfonso 1 Gwilym, Rhys ap 1 Hornback, Andrew M. 1 Jarrow, Robert 1
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Institution
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International Monetary Fund (IMF) 3 Society for Computational Economics - SCE 2 Birkbeck, Department of Economics, Mathematics & Statistics 1 Economics Department, Queen's University 1 Finance Discipline Group, Business School 1
Published in...
All
IMF Working Papers 3 Resources Policy 3 Energy economics 2 The journal of futures markets 2 Applied economics 1 Applied economics letters 1 Applied mathematical finance 1 Birkbeck Working Papers in Economics and Finance 1 CREATES research paper 1 Computing in Economics and Finance 2005 1 Computing in Economics and Finance 2006 1 Economic modelling 1 European review of agricultural economics : ERAE 1 Finance Research Letters 1 Finance research letters 1 Financial analysts journal : FAJ 1 International journal of theoretical and applied finance 1 International review of economics & finance : IREF 1 International review of financial analysis 1 Journal of agricultural and applied economics : JAEE 1 Journal of empirical finance 1 Paradigm : the journal of Institute of Management Technology 1 Problems and perspectives in management : PPM ; international research journal 1 Queen's Economics Department Working Paper 1 Queen's Economics Department working paper 1 Research Paper Series / Finance Discipline Group, Business School 1 Review of Derivatives Research 1 Review of finance : journal of the European Finance Association 1 The International Journal of Business and Finance Research 1 The energy journal 1 The international journal of business and finance research : IJBFR 1 The journal of energy markets 1 Transportation research / E : an international journal 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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ECONIS (ZBW) 27 RePEc 14 EconStor 4
Showing 1 - 10 of 45
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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/10014320884
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Do the impacts of the futures-spot spread and skewness on the interdependence between spot and futures markets differ across regimes and energy commodities markets?
Chang, Kuang-Liang - In: Applied economics 57 (2025) 23, pp. 2979-2997
Persistent link: https://www.econbiz.de/10015442882
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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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Spot Bitcoin ETFs : the struggle was worth it
Hornback, Andrew M.; Whaley, Robert E. - In: Financial analysts journal : FAJ 81 (2025) 2, pp. 39-50
Persistent link: https://www.econbiz.de/10015644681
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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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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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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 great divergence between the USO fund and WTI spot prices
Dotsis, George; Psychoyios, Dimitris - In: Applied economics letters 30 (2023) 13, pp. 1749-1753
Persistent link: https://www.econbiz.de/10014305009
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The negative pricing of the May 2020 WTI Contract
Fernandez-Perez, Adrian; Fuertes, Ana María; Miffre, … - In: The energy journal 44 (2023) 1, pp. 119-142
Persistent link: https://www.econbiz.de/10013542016
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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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