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~source:"econis"
~subject:"Theorie"
~isPartOf:"Applied financial economics"
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Search: subject_exact:"Rohstofftermingeschäft"
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Commodity derivative
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Applied financial economics
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1
Are commodity markets characterized by herd behaviour?
Steen, Marie
;
Gjolberg, Ole
- In:
Applied financial economics
23
(
2013
)
1/3
,
pp. 79-90
Persistent link: https://www.econbiz.de/10009719030
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2
The basis under negative shock and the price discovery in futures market
Chang, Chiao-yi
- In:
Applied financial economics
21
(
2011
)
10/12
,
pp. 755-761
Persistent link: https://www.econbiz.de/10009231595
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3
Simple and extended Kalman filters : an application to term structures of commodity prices
Lautier, Delphine
;
Galli, Alain
- In:
Applied financial economics
14
(
2004
)
13
,
pp. 963-973
Persistent link: https://www.econbiz.de/10002195491
Saved in:
4
Non-linear dynamics in futures prices : evidence from the coffee, sugar and cocoa exchange
Adrangi, Bahram
;
Chatrath, Arjun
- In:
Applied financial economics
13
(
2003
)
4
,
pp. 245-256
Persistent link: https://www.econbiz.de/10001748447
Saved in:
5
Does futures speculation stabilize spot prices? : Evidence from metals markets
Kocagil, Ahmet Enis
- In:
Applied financial economics
7
(
1997
)
1
,
pp. 115-125
Persistent link: https://www.econbiz.de/10001219226
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