EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Futures basis"
Narrow search

Narrow search

Year of publication
Subject
All
Futures basis 9 Commodity derivative 7 Derivat 7 Derivative 7 Rohstoffderivat 7 Welt 5 World 5 Risikoprämie 4 Risk premium 4 Capital income 3 Commodity exchange 3 Hedging 3 Kapitaleinkommen 3 Volatility 3 Volatilität 3 Warenbörse 3 ARCH model 2 ARCH-Modell 2 Bitcoin 2 Carry 2 Crypto 2 Index futures 2 Index-Futures 2 Portfolio selection 2 Portfolio-Management 2 Risiko 2 Risk 2 Speculation 2 Spekulation 2 Theorie 2 Theory 2 Virtual currency 2 Virtuelle Währung 2 economic value 2 futures basis 2 gold futures return 2 investor attention 2 link to futures basis 2 AFET 1 Agricultural commodities 1
more ... less ...
Online availability
All
Undetermined 8 Free 4
Type of publication
All
Article 9 Book / Working Paper 5
Type of publication (narrower categories)
All
Article in journal 8 Aufsatz in Zeitschrift 8 Working Paper 5 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4
Language
All
English 13 Undetermined 1
Author
All
Han, Liyan 3 Yin, Libo 3 Schmeling, Maik 2 Schrimpf, Andreas 2 Todorov, Karamfil 2 Boonkomrat, Tarntip 1 Chancharoenchai, Kanokwan 1 Chen, Chin-Ho 1 Chen, Xiaodong 1 Chen, Yu-Lun 1 Dong, Yizhe 1 Grieb, Terrance 1 Gu, Ming 1 Han, Qian 1 Hitaj, Asmerilda 1 Hoang, Nam 1 Ji, Hao 1 Jiang, Xue 1 Kang, Wenjin 1 Leung, Tim 1 Liang, Jufang 1 Lou, Dong 1 Noori, Mohammad 1 Shi, Baofeng 1 Sun, Mingli 1 Tang, Ke 1 Tsai, Wei-Che 1 Wang, Hao 1 Xu, Yang 1 Yang, Dan 1 Yang, Xu 1 Zhou, Yang 1
more ... less ...
Published in...
All
Quantitative finance 2 Annals of finance 1 Applied Economics Journal 1 Discussion paper / LSE Financial Markets Group 1 Discussion papers / CEPR 1 Economic modelling 1 Economics : the open-access, open-assessment e-journal 1 Economics Discussion Papers 1 International review of financial analysis 1 Journal of empirical finance 1 Pacific-Basin finance journal 1 Review of economics & finance 1 Working papers / Bank for International Settlements 1
more ... less ...
Source
All
ECONIS (ZBW) 12 EconStor 1 RePEc 1
Showing 1 - 10 of 14
Cover Image
Relative basis and the expected returns of commodity futures
Gu, Ming; Kang, Wenjin; Lou, Dong; Tang, Ke - 2025 - This draft: July 2024
Persistent link: https://www.econbiz.de/10015578931
Saved in:
Cover Image
Crypto carry
Schmeling, Maik; Schrimpf, Andreas; Todorov, Karamfil - 2023 - This version: March 24, 2023
Persistent link: https://www.econbiz.de/10014249691
Saved in:
Cover Image
Crypto carry
Schmeling, Maik; Schrimpf, Andreas; Todorov, Karamfil - 2025
Persistent link: https://www.econbiz.de/10015552816
Saved in:
Cover Image
Tail risk aversion and backwardation of index futures
Liang, Jufang; Yang, Dan; Han, Qian - In: Quantitative finance 24 (2024) 3/4, pp. 387-407
Persistent link: https://www.econbiz.de/10014552026
Saved in:
Cover Image
Dynamic dependence of futures basis between the Chinese and international grains markets
Wang, Hao; Dong, Yizhe; Sun, Mingli; Shi, Baofeng; Ji, Hao - In: Economic modelling 130 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014451147
Saved in:
Cover Image
Dissecting hedge funds' strategies
Noori, Mohammad; Hitaj, Asmerilda - In: International review of financial analysis 85 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014234967
Saved in:
Cover Image
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong; Leung, Tim; Zhou, Yang - In: Annals of finance 18 (2022) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
Saved in:
Cover Image
Does investor attention matter? The attention-return relation in gold futures market
Han, Liyan; Xu, Yang; Yin, Libo - 2017
extreme economic conditions. The authors also find that investor attention is closely associated with futures basis …
Persistent link: https://www.econbiz.de/10011665585
Saved in:
Cover Image
Does investor attention matter? : the attention-return relation in gold futures market
Han, Liyan; Yang, Xu; Yin, Libo - 2017
extreme economic conditions. The authors also find that investor attention is closely associated with futures basis …
Persistent link: https://www.econbiz.de/10011664942
Saved in:
Cover Image
The effects of hedging and speculation on cash-futures basis : results from U.S. wheat markets
Grieb, Terrance; Hoang, Nam - In: Review of economics & finance 17 (2019) 3, pp. 1-15
Persistent link: https://www.econbiz.de/10012105298
Saved in:
  • 1
  • 2
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...