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~type_genre:"Aufsatz in Zeitschrift"
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1
The hedging effectiveness of electricity futures in the Spanish market
Peña Sánchez de Rivera, Juan Ignacio
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472285
Saved in:
2
Is cross-hedging effective for mitigating equity investment risks in the Indian banking sector?
Jose, Babu
;
Jose, Nithin
- In:
Asia Pacific financial markets
30
(
2023
)
1
,
pp. 189-210
Persistent link: https://www.econbiz.de/10014251558
Saved in:
3
Intraday momentum in the VIX futures market
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Weng, Pei-Shih
;
Yang, …
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248282
Saved in:
4
Optimal futures hedging by using realized semicovariances : the information contained in signed high-frequency returns
Lai, Yu-Sheng
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 677-701
Persistent link: https://www.econbiz.de/10014293180
Saved in:
5
Improving hedging performance by using high-low range
Lai, Yu-Sheng
- In:
Finance research letters
48
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463862
Saved in:
6
Systemic risk and collateral adequacy : evidence from the futures market
Raykov, Radoslav
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
3
,
pp. 1142-1173
Persistent link: https://www.econbiz.de/10013187333
Saved in:
7
Is cross-hedging an effective strategy in equity futures market?
Jose, Nithin
;
Jose, Babu
;
Varghese, James
- In:
Finance research letters
50
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014240203
Saved in:
8
Does Bitcoin futures trading reduce the normal and jump volatility in the spot market? : evidence from GARCH-jump models
Zhang, Chuanhai
;
Chen, Haicui
;
Peng, Zhe
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013553852
Saved in:
9
A regime-switching real-time copula GARCH model for optimal futures hedging
Lee, Hsiang-Tai
;
Lee, Chien-chiang
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472897
Saved in:
10
The FOMC announcement returns on long-term US and German bond futures
Indriawan, Ivan
;
Jiao, Feng
;
Tse, Yiuman
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012662330
Saved in:
11
Price discovery in a new futures market : Micro E-mini index futures
Fassas, Athanasios P.
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 70-94
Persistent link: https://www.econbiz.de/10012612944
Saved in:
12
Sound speculators : public debates about futures trading in British India and Germany : 1880-1930
Lubinski, Christina
;
Rischbieter, Laura Julia
- In:
Enterprise & society : the international journal of …
22
(
2021
)
3
,
pp. 808-841
Persistent link: https://www.econbiz.de/10012618300
Saved in:
13
Microstructure in the machine age
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
The review of financial studies
34
(
2021
)
7
,
pp. 3316-3363
Persistent link: https://www.econbiz.de/10012546383
Saved in:
14
The impact of decreased margin requirements on futures markets : evidence from CSI 300 index futures
Huang, Wenli
;
Luo, Jingyu
;
Qian, Yanhong
;
Zheng, Yuqi
- In:
Emerging markets, finance and trade : EMFT
57
(
2021
)
7
,
pp. 2052-2064
Persistent link: https://www.econbiz.de/10012549868
Saved in:
15
Advance booking discount for risk-averse firm in the presence of spot market
Ma, Shanshan
;
Xing, Wei
;
Liu, Xiaohua
;
Wang, Liyan
- In:
Emerging markets, finance and trade : EMFT
57
(
2021
)
8
,
pp. 2246-2258
Persistent link: https://www.econbiz.de/10012549889
Saved in:
16
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
Saved in:
17
The economics of the financial market for volatility trading
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of financial markets
52
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013266318
Saved in:
18
On the possibility of informative equilibria in futures markets with feedback
Lieli, Robert P.
;
Nieto-Barthaburu, Augusto
- In:
Journal of the European Economic Association : JEEA
18
(
2020
)
3
,
pp. 1521-1552
Persistent link: https://www.econbiz.de/10012234455
Saved in:
19
Time-dependent lead-lag relationships between the VIX and VIX futures markets
Yang, Yan-Hong
;
Shao, Ying-Hui
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012632213
Saved in:
20
Are bitcoin futures contracts for hedging or speculation?
Nekhili, Ramzi
- In:
Investment management and financial innovations
17
(
2020
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10012405417
Saved in:
21
Minimum-variance hedging of Bitcoin inverse futures
Deng, Jun
;
Pan, Huifeng
;
Zhang, Shuyu
;
Zou, Bin
- In:
Applied economics
52
(
2020
)
58
,
pp. 6320-6337
Persistent link: https://www.econbiz.de/10012415993
Saved in:
22
The dividend term structure
Kragt, Jac
;
Jong, Frank de
;
Driessen, Joost
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
3
,
pp. 829-867
Persistent link: https://www.econbiz.de/10012195621
Saved in:
23
The VIX premium
Cheng, Ing-Haw
- In:
The review of financial studies
32
(
2019
)
1
,
pp. 180-227
Persistent link: https://www.econbiz.de/10012033380
Saved in:
24
The empirical study on price discovery of cornstarch futures market in China
Yan, Yunxian
;
Zhao, Guiyu
- In:
Applied economics letters
26
(
2019
)
13
,
pp. 1100-1103
Persistent link: https://www.econbiz.de/10012204553
Saved in:
25
Integrated maritime fuel management with stochastic fuel prices and new emission regulations
Gu, Yewen
;
Wallace, Stein W.
;
Wang, Xin
- In:
Journal of the Operational Research Society
70
(
2019
)
5
,
pp. 707-725
Persistent link: https://www.econbiz.de/10012212922
Saved in:
26
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
Saved in:
27
A cost of carry-based framework for the Bitcoin futures price modeling
Lian, Yu-Min
;
Cheng, Chi-Hung
;
Lin, Shih-Hsun
;
Lin, …
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 42-53
Persistent link: https://www.econbiz.de/10012116666
Saved in:
28
Commodity price forecasts, futures prices, and pricing models
Cortazar, Gonzalo
;
Millard, Cristobal
;
Ortega, Hector
; …
- In:
Management science : journal of the Institute for …
65
(
2019
)
9
,
pp. 4141-4155
Persistent link: https://www.econbiz.de/10012118549
Saved in:
29
The quanto theory of exchange rates
Kremens, Lukas
;
Martin, Ian
- In:
The American economic review
109
(
2019
)
3
,
pp. 810-843
Persistent link: https://www.econbiz.de/10011992874
Saved in:
30
Mispricing in single stock futures : empirical examination of Indian markets
Shankar, R. L.
;
Sankar, Ganesh
;
Kiran, Kumar K.
- In:
Emerging markets, finance and trade : EMFT
55
(
2019
)
7
,
pp. 1619-1633
Persistent link: https://www.econbiz.de/10012210819
Saved in:
31
Clashing analyses of speculation and the early regulation of us futures markets
Berdell, John F.
;
Choi, Jin W.
- In:
Journal of the history of economic thought
40
(
2018
)
4
,
pp. 539-560
Persistent link: https://www.econbiz.de/10012008818
Saved in:
32
An examination of prices on the MISO exchange
Jones, Kevin
- In:
Research in finance
34
(
2018
),
pp. 57-73
Persistent link: https://www.econbiz.de/10011956427
Saved in:
33
Optimal forward trading and battery control under renewable electricity generation
Hinz, Juri
;
Yee, Jeremy
- In:
Journal of banking & finance
95
(
2018
),
pp. 244-254
Persistent link: https://www.econbiz.de/10011966755
Saved in:
34
An empirical study on the lead-lag relationship between five-year Chinese government spot bonds and futures markets
Qin, Rong-Yuan
;
Heo, Ji-Hun
- In:
Journal of international trade & commerce
13
(
2017
)
1
,
pp. 49-67
Persistent link: https://www.econbiz.de/10011796998
Saved in:
35
Determinants of price discovery in the VIX futures market
Chen, Yu-Lun
;
Tsai, Wei-Che
- In:
Journal of empirical finance
43
(
2017
),
pp. 59-73
Persistent link: https://www.econbiz.de/10011817906
Saved in:
36
Pricing the CBOE VIX futures with the Heston-Nandi GARCH model
Wang, Tianyi
;
Shen, Yiwen
;
Jiang, Yueting
;
Huang, Zhuo
- In:
The journal of futures markets
37
(
2017
)
7
,
pp. 641-659
Persistent link: https://www.econbiz.de/10011950860
Saved in:
37
Sugar with your coffee? : fundamentals, financials, and softs price uncertainty
Covindassamy, Genèvre
;
Robe, Michel A.
;
Wallen, Jonathan
- In:
The journal of futures markets
37
(
2017
)
8
,
pp. 744-765
Persistent link: https://www.econbiz.de/10011950876
Saved in:
38
A bivariate high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Lien, Da-hsiang Donald
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 913-929
Persistent link: https://www.econbiz.de/10011950909
Saved in:
39
A multivariate Markov regime-switching high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Sheu, Her-jiun
;
Lee, Hsiang-Tai
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1124-1140
Persistent link: https://www.econbiz.de/10011950956
Saved in:
40
Forecasting the volatility of Nikkei 225 futures
Asai, Manabu
;
McAleer, Michael
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1141-1152
Persistent link: https://www.econbiz.de/10011951006
Saved in:
41
How to reduce coordination failure in option-dated forward contracts : the compensatory role of relational governance
Gurcaylilar-Yenidogan, Tugba
- In:
The service industries journal
37
(
2017
)
9/10
,
pp. 567-588
Persistent link: https://www.econbiz.de/10011717976
Saved in:
42
Dividend swaps and dividend futures : state of play
Mixon, Scott
;
Onur, Esen
- In:
The journal of alternative investments
19
(
2017
)
3
,
pp. 27-39
Persistent link: https://www.econbiz.de/10011655916
Saved in:
43
To squeeze or not to squeeze? : that is no longer the question
Ben-Abdallah, Ramzi
;
Breton, Michèle
- In:
The journal of futures markets
36
(
2016
)
7
,
pp. 647-670
Persistent link: https://www.econbiz.de/10011568527
Saved in:
44
On the intraday relation between the VIX and its futures
Frijns, Bart
;
Tourani Rad, Alireza
;
Webb, Robert I.
- In:
The journal of futures markets
36
(
2016
)
9
,
pp. 870-886
Persistent link: https://www.econbiz.de/10011568650
Saved in:
45
Risk-free rates and variance futures prices
Rompolis, Leonidas S.
- In:
The journal of futures markets
36
(
2016
)
10
,
pp. 943-967
Persistent link: https://www.econbiz.de/10011568814
Saved in:
46
Estimation and hedging effectiveness of time-varying hedge ratio : nonparametric approaches
Fan, Rui
;
Li, Haiqi
;
Park, Sung Y.
- In:
The journal of futures markets
36
(
2016
)
10
,
pp. 968-991
Persistent link: https://www.econbiz.de/10011568846
Saved in:
47
An analysis of the risk-return characteristics of serially correlated managed futures
Elaut, Gert
;
Erdős, Péter
;
Sjödin, John
- In:
The journal of futures markets
36
(
2016
)
10
,
pp. 992-1013
Persistent link: https://www.econbiz.de/10011568847
Saved in:
48
Asymmetric effects of volatility risk on stock returns : evidence from VIX and VIX futures
Fu, Xi
;
Sandri, Matteo
;
Shackleton, Mark B.
- In:
The journal of futures markets
36
(
2016
)
11
,
pp. 1029-1056
Persistent link: https://www.econbiz.de/10011569013
Saved in:
49
Forecasting volatility in the presence of limits to arbitrage
Hong, Lu
;
Nohel, Tom
;
Todd, Steven
- In:
The journal of futures markets
35
(
2015
)
11
,
pp. 987-1002
Persistent link: https://www.econbiz.de/10011546208
Saved in:
50
Program trading and the link between the spot and futures prices
Jordan, Steven J.
;
Lee, Woo-Baik
;
Park, Jong Won
- In:
The journal of futures markets
35
(
2015
)
12
,
pp. 1133-1153
Persistent link: https://www.econbiz.de/10011546237
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