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~subject:"United States"
~subject:"Spotmarkt"
~isPartOf:"The journal of futures markets"
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The journal of futures markets
Energy economics
74
IEA Energy Prices and Taxes Statistics
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ECONIS (ZBW)
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1
The information effect of order flows in foreign currency futures and spot markets
Chen, Yu-Lun
;
Gau, Yin-feng
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1549-1572
Persistent link: https://www.econbiz.de/10013288004
Saved in:
2
Index futures trading restrictions and spot market quality : evidence from the recent Chinese stock market crash
Han, Qian
;
Liang, Jufang
- In:
The journal of futures markets
37
(
2017
)
4
,
pp. 411-428
Persistent link: https://www.econbiz.de/10011950693
Saved in:
3
Trading activity and rate of convergence in commodity futures markets
Bosch, David
;
Pradkhan, Elina
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 930-938
Persistent link: https://www.econbiz.de/10011950910
Saved in:
4
Index futures trading and spot volatility in China : a semiparametric approach with range-based proxies
Tan, Na
;
Peng, Yulei
;
Liu, Yanchu
;
Pan, Zhewen
- In:
The journal of futures markets
37
(
2017
)
10
,
pp. 1003-1030
Persistent link: https://www.econbiz.de/10011950932
Saved in:
5
Do futures prices help forecast the spot price?
Jin, Xin
- In:
The journal of futures markets
37
(
2017
)
12
,
pp. 1205-1225
Persistent link: https://www.econbiz.de/10011951030
Saved in:
6
Quantile estimation of optimal hedge ratio
Lien, Da-hsiang Donald
;
Shrestha, Keshab
;
Wu, Jing
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 194-214
Persistent link: https://www.econbiz.de/10011568071
Saved in:
7
Spot and futures markets linkages : does contango differ from backwardation?
Fernández, Viviana
- In:
The journal of futures markets
36
(
2016
)
4
,
pp. 375-396
Persistent link: https://www.econbiz.de/10011568428
Saved in:
8
Convenience yields and risk premiums in the EU-ETS-evidence from the Kyoto commitment period
Trück, Stefan
;
Weron, Rafał
- In:
The journal of futures markets
36
(
2016
)
6
,
pp. 587-611
Persistent link: https://www.econbiz.de/10011568460
Saved in:
9
Information flow between forward and spot markets : evidence from the Chinese Renminbi
Tong, Jiadong
;
Wang, Zijun
;
Yang, Jian
- In:
The journal of futures markets
36
(
2016
)
7
,
pp. 695-718
Persistent link: https://www.econbiz.de/10011568547
Saved in:
10
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:
11
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
Saved in:
12
Does futures speculation destabilize commodity markets?
Kim, Abby
- In:
The journal of futures markets
35
(
2015
)
8
,
pp. 696-714
Persistent link: https://www.econbiz.de/10011392627
Saved in:
13
Risk premium in electricity prices : evidence from the PJM market
Xiao, Yuewen
;
Colwell, David B.
;
Bhar, Ramaprasad
- In:
The journal of futures markets
35
(
2015
)
8
,
pp. 776-793
Persistent link: https://www.econbiz.de/10011392653
Saved in:
14
A convenience yield approximation model for mean-reverting commodities
Dockner, Engelbert J.
;
Eksi, Zehra
;
Rammerstorfer, …
- In:
The journal of futures markets
35
(
2015
)
7
,
pp. 625-654
Persistent link: https://www.econbiz.de/10011405460
Saved in:
15
A factor analytical approach to the efficient futures market hypothesis
Westerlund, Joakim
;
Norkute, Milda
;
Narayan, Paresh Kumar
- In:
The journal of futures markets
35
(
2015
)
4
,
pp. 357-370
Persistent link: https://www.econbiz.de/10011348416
Saved in:
16
The price discovery puzzle in offshore yuan trading : different contributions for different contracts
Ding, David K.
;
Tse, Yiuman
;
Williams, Michael
- In:
The journal of futures markets
34
(
2014
)
2
,
pp. 103-123
Persistent link: https://www.econbiz.de/10010255516
Saved in:
17
Hedging industrial metals with stochastic volatility models
Liu, Qingfu
;
Chng, Michael T.
;
Xu, Dongxia
- In:
The journal of futures markets
34
(
2014
)
8
,
pp. 704-730
Persistent link: https://www.econbiz.de/10010507939
Saved in:
18
The predictive content of commodity futures
Chinn, Menzie David
;
Coibion, Olivier
- In:
The journal of futures markets
34
(
2014
)
7
,
pp. 607-636
Persistent link: https://www.econbiz.de/10010507944
Saved in:
19
The role of the temporary component in spot prices in the revision of expected future spot prices : evidence from index futures quotes
Kang, Hyung Cheol
;
Lee, Dong Wook
;
Lee, Eun Jung
;
Park, …
- In:
The journal of futures markets
32
(
2012
)
3
,
pp. 230-251
Persistent link: https://www.econbiz.de/10010218771
Saved in:
20
Price discovery and investor structure in stock index futures
Bohl, Martin T.
;
Salm, Christian
;
Schuppli, Michael
- In:
The journal of futures markets
31
(
2011
)
3
,
pp. 282-306
Persistent link: https://www.econbiz.de/10008908398
Saved in:
21
Do individual index futures investors destabilize the underlying spot market?
Bohl, Martin T.
;
Salm, Christian
;
Wilfling, Bernd
- In:
The journal of futures markets
31
(
2011
)
1
,
pp. 81-101
Persistent link: https://www.econbiz.de/10008908410
Saved in:
22
Do futures lead price discover in electronic foreign exchange markets?
Cabrera, Juan
;
Wang, T'ao
;
Yang, Jian
- In:
The journal of futures markets
29
(
2009
)
2
,
pp. 137-156
Persistent link: https://www.econbiz.de/10003831068
Saved in:
23
Expiration-day effects on individual stocks and the overall market : evidence from Taiwan
Hsieh, Wen-liang Gideon
- In:
The journal of futures markets
29
(
2009
)
10
,
pp. 920-945
Persistent link: https://www.econbiz.de/10003900942
Saved in:
24
Forecasting oil price movements : exploiting the information in the futures market
Coppola, Andrea
- In:
The journal of futures markets
28
(
2008
)
1
,
pp. 34-56
Persistent link: https://www.econbiz.de/10003746338
Saved in:
25
Price discovery in the options markets : an application of put-call parity
Hsieh, Wen-liang G.
;
Lee, Chin-shen
;
Yuan, Shu-fang
- In:
The journal of futures markets
28
(
2008
)
4
,
pp. 354-375
Persistent link: https://www.econbiz.de/10003699412
Saved in:
26
Efficiency of the IBEX spot-futures basis : the impact of the mini-futures
McMillan, David G.
;
Quiroga Garcia, Raquel
- In:
The journal of futures markets
28
(
2008
)
4
,
pp. 398-415
Persistent link: https://www.econbiz.de/10003699415
Saved in:
27
Futures trading, spot market volatility, and market efficiency : the case of the Korean index futures markets
Bae, Sung-chul
;
Know, Taek Ho
;
Park, Jong Won
- In:
The journal of futures markets
24
(
2004
)
12
,
pp. 1195-1228
Persistent link: https://www.econbiz.de/10002428805
Saved in:
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