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~isPartOf:"The journal of futures markets"
~subject:"Commodity derivative"
~subject:"Commodity exchange"
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Commodity derivative
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48
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17
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The journal of futures markets
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13
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8
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8
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5
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4
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3
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
11
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:
12
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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