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The journal of futures markets
NBER working paper series
548
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477
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470
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341
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318
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158
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ECONIS (ZBW)
48
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1
Uncertainty and investment : evidence from domestic oil rigs
Dossani, Asad
;
Elder, John
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 323-340
Persistent link: https://www.econbiz.de/10014475481
Saved in:
2
The influence of oil price uncertainty on stock liquidity
Zhang, Qin
;
Wong, Jin Boon
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 141-167
Persistent link: https://www.econbiz.de/10014292990
Saved in:
3
An empirical investigation on risk factors in cryptocurrency futures
Chi, Yeguang
;
Hao, Wenyan
;
Hu, Jiangdong
;
Ran, Zhenkai
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1161-1180
Persistent link: https://www.econbiz.de/10014339379
Saved in:
4
Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning
;
Gong, Yujing
;
Xue, Xiaohan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
Saved in:
5
Role of derivatives market in attenuating underreaction to left-tail risk
Saurav, Sumit
;
Agarwalla, Sobhesh Kumar
;
Varma, Jayanth Rama
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 484-517
Persistent link: https://www.econbiz.de/10014475505
Saved in:
6
Maximum utility portfolio construction in the forward freight agreement markets : evidence from a multivariate skewed t copula
Gong, Yuting
;
Wang, Xueqin
;
Zhu, Mo
;
Ge, Ying-En
;
Shi, …
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 69-89
Persistent link: https://www.econbiz.de/10013465893
Saved in:
7
Pricing risky corporate bonds : an empirical study
Baaquie, Belal E.
;
Karim, Muhammad Mahmudul
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 90-121
Persistent link: https://www.econbiz.de/10013465896
Saved in:
8
Commodity tail risks
Ammann, Manuel
;
Mörke, Mathis
;
Prokopczuk, Marcel
; …
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 168-197
Persistent link: https://www.econbiz.de/10014292992
Saved in:
9
A new option for mortality-interest rates
Lin, Tzuling
;
Tsai, Cary Chi-Liang
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 273-293
Persistent link: https://www.econbiz.de/10014293018
Saved in:
10
Beta and size equity premia following a high-VIX threshold
Bansal, Naresh K.
;
Connolly, Robert A.
;
Stivers, …
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1491-1517
Persistent link: https://www.econbiz.de/10013287992
Saved in:
11
Do seasonal tropical storm forecasts affect crack spread prices?
Fink, Jason
;
Fink, Kristin
- In:
The journal of futures markets
34
(
2014
)
5
,
pp. 420-433
Persistent link: https://www.econbiz.de/10010370883
Saved in:
12
Dynamic implied correlation modeling and forecasting in structured finance
Löhr, Sebastian
;
Mursajew, Olga
;
Rösch, Daniel
; …
- In:
The journal of futures markets
33
(
2013
)
11
,
pp. 994-1023
Persistent link: https://www.econbiz.de/10010255106
Saved in:
13
Some new results on when extra risk strictly increases an option's value
Huang, James
;
Zhang, Deyuan
- In:
The journal of futures markets
33
(
2013
)
1
,
pp. 44-54
Persistent link: https://www.econbiz.de/10009697535
Saved in:
14
Multivariate downside risk : normal versus variance Gamma
Wallmeier, Martin
;
Diethelm, Martin
- In:
The journal of futures markets
32
(
2012
)
5
,
pp. 431-458
Persistent link: https://www.econbiz.de/10010218781
Saved in:
15
Production and hedging under state-dependent preferences
Kit, Pong Wong
- In:
The journal of futures markets
32
(
2012
)
10
,
pp. 945-963
Persistent link: https://www.econbiz.de/10009612627
Saved in:
16
What risks do corporate bond put features insure against?
Elkamhi, Redouane
;
Ericsson, Jan
;
Wang, Hao
- In:
The journal of futures markets
32
(
2012
)
11
,
pp. 1060-1090
Persistent link: https://www.econbiz.de/10009697805
Saved in:
17
Value at risk and conditional extreme value theory via Markov regime switching models
Samuel, Yau Man Ze-To
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 155-181
Persistent link: https://www.econbiz.de/10003647707
Saved in:
18
Is volatility risk priced in the securities market? : evidence from S&P 500 Index options
Arisoy, Yakup Eser
;
Altay-Salih, Aslihan
;
Akdeniz, Levent
- In:
The journal of futures markets
27
(
2007
)
7
,
pp. 617-642
Persistent link: https://www.econbiz.de/10003493123
Saved in:
19
Weather derivatives valuation and market price of weather risk
Cao, Melanie
;
Wei, Jason
- In:
The journal of futures markets
24
(
2004
)
11
,
pp. 1065-1089
Persistent link: https://www.econbiz.de/10002248675
Saved in:
20
Futures hedging under mark-to-market risk
Lien, Da-hsiang Donald
;
Li, Anlong
- In:
The journal of futures markets
23
(
2002
)
4
,
pp. 389-398
Persistent link: https://www.econbiz.de/10001765136
Saved in:
21
Futures market equilibrium under Knightian uncertainty
Lien, Da-hsiang Donald
;
Wang, Yaqin
- In:
The journal of futures markets
23
(
2002
)
7
,
pp. 701-718
Persistent link: https://www.econbiz.de/10001769724
Saved in:
22
On a mean-generalized semivariance approach to determining the hedge ratio
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The journal of futures markets
21
(
2001
)
6
,
pp. 581-598
Persistent link: https://www.econbiz.de/10001579727
Saved in:
23
Response to price and production risk : the case of Australian wheat
Rambaldi, Alicia N.
;
Simmons, Phillip Ray
- In:
The journal of futures markets
20
(
2000
)
4
,
pp. 345-359
Persistent link: https://www.econbiz.de/10001485221
Saved in:
24
Production and hedging under Knightian uncertainty
Lien, Da-hsiang Donald
- In:
The journal of futures markets
20
(
2000
)
4
,
pp. 397-404
Persistent link: https://www.econbiz.de/10001485236
Saved in:
25
A note on a risk-return measure of hedging effectiveness
Satyanarayan, Sudhakar
- In:
The journal of futures markets
18
(
1998
)
7
,
pp. 867-870
Persistent link: https://www.econbiz.de/10001249184
Saved in:
26
Hedging time-varying downside risk
Lien, Da-hsiang Donald
- In:
The journal of futures markets
18
(
1998
)
6
,
pp. 705-722
Persistent link: https://www.econbiz.de/10001249191
Saved in:
27
Informational content in historical CTA performance
McCarthy, David J.
- In:
The journal of futures markets
17
(
1997
)
3
,
pp. 317-339
Persistent link: https://www.econbiz.de/10001221314
Saved in:
28
Derivatives and the price of risk
Bollen, Nicolas P. B.
- In:
The journal of futures markets
17
(
1997
)
7
,
pp. 839-854
Persistent link: https://www.econbiz.de/10001228456
Saved in:
29
The systematic risk of futures contracts
Kolb, Robert W.
- In:
The journal of futures markets
16
(
1996
)
6
,
pp. 631-654
Persistent link: https://www.econbiz.de/10001207046
Saved in:
30
An empirical test of the effect of basis risk on cash market positions
Netz, Janet S.
- In:
The journal of futures markets
16
(
1996
)
3
,
pp. 289-311
Persistent link: https://www.econbiz.de/10001198875
Saved in:
31
Simple risk measures when hedging commodities using foreign markets : a note
Novak, Frank S.
- In:
The journal of futures markets
16
(
1996
)
2
,
pp. 211-217
Persistent link: https://www.econbiz.de/10001198880
Saved in:
32
Ex ante basis risk in the live hog futures contract : has hedgers' risk increased?
García, Philip
- In:
The journal of futures markets
16
(
1996
)
4
,
pp. 421-440
Persistent link: https://www.econbiz.de/10001198897
Saved in:
33
Option initiation and underlying market behavior : evidence from Norway
Gjerde, Øystein
- In:
The journal of futures markets
15
(
1995
)
8
,
pp. 881-899
Persistent link: https://www.econbiz.de/10001190838
Saved in:
34
The performance of S&P 500 futures product margins under the SPAN margining system
Kupiec, Paul H.
- In:
The journal of futures markets
14
(
1994
)
7
,
pp. 789-811
Persistent link: https://www.econbiz.de/10001171174
Saved in:
35
Export import risks at alternative stages of US grain export trade
Hauser, Robert J.
- In:
The journal of futures markets
13
(
1993
)
6
,
pp. 579-595
Persistent link: https://www.econbiz.de/10001149387
Saved in:
36
Impacts of shifts in uncertainty on spot and futures price change serial correlation and standardized covariation measures
Leistikow, Dean
- In:
The journal of futures markets
13
(
1993
)
8
,
pp. 873-887
Persistent link: https://www.econbiz.de/10001158684
Saved in:
37
Prospects for hedging federal farm program budgetary risks
Heifner, Richard G.
- In:
The journal of futures markets
11
(
1991
)
5
,
pp. 539-555
Persistent link: https://www.econbiz.de/10001110895
Saved in:
38
International trading - nontrading time effects on risk estimation in futures markets
Hill, Joanne M.
- In:
The journal of futures markets
10
(
1990
)
4
,
pp. 407-423
Persistent link: https://www.econbiz.de/10001128007
Saved in:
39
Hedge ratios under inherent risk reduction in a commodity complex
Tzang, Dah-nein
- In:
The journal of futures markets
10
(
1990
)
5
,
pp. 497-504
Persistent link: https://www.econbiz.de/10001094584
Saved in:
40
An examination of basis risk due to estimation
Moser, James T.
- In:
The journal of futures markets
10
(
1990
)
5
,
pp. 457-467
Persistent link: https://www.econbiz.de/10001094587
Saved in:
41
On valuing complex interest rate claims
Ritchken, Peter H.
- In:
The journal of futures markets
10
(
1990
)
5
,
pp. 443-455
Persistent link: https://www.econbiz.de/10001094588
Saved in:
42
On marketing strategies with options : a technique to measure risk and return
Hauser, R. J.
;
Eales, J. S.
- In:
The journal of futures markets
6
(
1986
)
2
,
pp. 273-288
Persistent link: https://www.econbiz.de/10003534860
Saved in:
43
Risk and returns from alternative marketing strategies for corn producers
Martin, Larry J.
- In:
The journal of futures markets
4
(
1984
)
4
,
pp. 513-530
Persistent link: https://www.econbiz.de/10001082395
Saved in:
44
Risk premiums in futures markets : an empirical investigation
Raynauld, Jacques
- In:
The journal of futures markets
4
(
1984
)
2
,
pp. 189-211
Persistent link: https://www.econbiz.de/10001082997
Saved in:
45
Techniques for making decisions under uncertainty
Gehm, Fred
- In:
The journal of futures markets
4
(
1984
)
1
,
pp. 65-73
Persistent link: https://www.econbiz.de/10001083013
Saved in:
46
Conversion factor risk and hedging in the treasury-bond futures market
Kane, Alex
- In:
The journal of futures markets
4
(
1984
)
1
,
pp. 55-64
Persistent link: https://www.econbiz.de/10001083014
Saved in:
47
Reducing inter-temporal risk in financial futures hedging
Pitts, Mark
- In:
The journal of futures markets
4
(
1984
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10001083022
Saved in:
48
Safety-adjusted performance evaluation
Kaufman, Perry J.
- In:
The journal of futures markets
1
(
1981
)
1
,
pp. 17-31
Persistent link: https://www.econbiz.de/10001081079
Saved in:
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