Narrow search
Showing 1 - 10 of 43
Cover Image
Exogenous oil supply shocks and global agricultural commodity prices : the role of biofuels
Yanfeng, Wei; Qiu, Feng; An, Henry; Zhang, Xindong; Li, … - In: International review of economics & finance : IREF 92 (2024), pp. 394-414
Persistent link: https://www.econbiz.de/10014534913
Cover Image
A multicommodity model of futures prices : using futures prices of one commodity to estimate the stochastic process of another
Cortazar, Gonzalo; Milla, Carlos; Severino, Felipe - In: The journal of futures markets 28 (2008) 6, pp. 537-560
Persistent link: https://www.econbiz.de/10003715005
Cover Image
Realized volatility and correlation in energy futures markets
Wang, T'ao; Wu, Jingtao; Yang, Jian - In: The journal of futures markets 28 (2008) 10, pp. 993-1011
Persistent link: https://www.econbiz.de/10003769949
Cover Image
Pricing and hedging illiquid energy derivatives : an application to the JCC index
Scarpa, Elisa; Manera, Matteo - In: The journal of futures markets 28 (2008) 5, pp. 464-487
Persistent link: https://www.econbiz.de/10003699701
Cover Image
An N-factor Gaussian model of oil futures prices
Cortazar, Gonzalo; Naranjo, Lorenzo - In: The journal of futures markets 26 (2006) 3, pp. 243-268
Persistent link: https://www.econbiz.de/10003303997
Cover Image
Extreme volatility, speculative efficiency, and the hedging effectiveness of the oil futures markets
Switzer, Lorne N.; El-Khoury, Mario - In: The journal of futures markets 27 (2007) 1, pp. 61-84
Persistent link: https://www.econbiz.de/10003492999
Cover Image
Market efficiency among futures with different maturities : evidence from the crude oil futures market
Kawamoto, Kaoru; Hamori, Shigeyuki - In: The journal of futures markets 31 (2011) 5, pp. 487-501
Persistent link: https://www.econbiz.de/10009009222
Cover Image
Petroleum term structure dynamics and the role of regimes
Nomikos, Nikos K.; Pouliasis, Panos K. - In: The journal of futures markets 35 (2015) 2, pp. 163-185
Persistent link: https://www.econbiz.de/10011348456
Cover Image
Price dynamics in global crude oil markets
Liu, Wai-man; Schultz, Emma; Swieringa, John - In: The journal of futures markets 35 (2015) 2, pp. 148-162
Persistent link: https://www.econbiz.de/10011348457
Cover Image
The return-implied volatility relation for commodity ETFs
Padungsaksawasdi, Chaiyuth; Daigler, Robert T. - In: The journal of futures markets 34 (2014) 3, pp. 261-281
Persistent link: https://www.econbiz.de/10010355434