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Populists versus theorists : futures markets and the volatility of prices
Jacks, David S. - In: Explorations in economic history : EEH 44 (2007) 2, pp. 342-362
Persistent link: https://www.econbiz.de/10003467333
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Commodity derivatives valuation with autoregressive and moving average components in the price dynamics
Paschke, Raphael; Prokopczuk, Marcel - In: Journal of banking & finance 34 (2010) 11, pp. 2742-2752
Persistent link: https://www.econbiz.de/10008858840
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A new approach for pricing commodity futures contracts
Gómez-Valle, Lourdes; Martínez-Rodríguez, Julia - In: International journal of economics and business research 1 (2009) 1, pp. 109-117
Persistent link: https://www.econbiz.de/10003955393
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Are commodity prices mean reverting?
Andersson, Henrik - In: Applied financial economics 17 (2007) 10/12, pp. 769-783
Persistent link: https://www.econbiz.de/10003537543
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A maximal affine stochastic volatility model of oil prices
Hughen, W. Keener - In: The journal of futures markets 30 (2010) 2, pp. 101-133
Persistent link: https://www.econbiz.de/10003962429
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Commodity derivatives pricing with inventory effects
Bach, Christian; Dziubinski, Matt P. - 2012
Persistent link: https://www.econbiz.de/10009489591
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Preliminary evidence on relationships between agricultural commodities futures prices, spot prices and oil prices using reverse regressions
Cartwright, Phillip A.; Riabko, Natalija - In: Applied economics letters 22 (2015) 10/12, pp. 777-782
Persistent link: https://www.econbiz.de/10011285361
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Crude oil : commodity or financial asset?
Kolodziej, Marek; Kaufmann, Robert Kurt; Kulatilaka, Nalin - In: Energy economics 46 (2014), pp. 216-223
Persistent link: https://www.econbiz.de/10011298597
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Do hedging and speculative pressures drive commodity prices, or the other way round?
Lehecka, Georg V. - In: Empirical economics : a journal of the Institute for … 49 (2015) 2, pp. 575-603
Persistent link: https://www.econbiz.de/10011333378
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Oil commodity returns and macroeconomic factors : a time-varying approach
Schalck, Christophe; Chenavaz, Régis - In: Research in international business and finance 33 (2015), pp. 290-303
Persistent link: https://www.econbiz.de/10011325859