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Robust information share measures with an application on the international crude oil markets
Li, Hong; Shi, Yanlin - In: The journal of futures markets 42 (2022) 4, pp. 555-579
Persistent link: https://www.econbiz.de/10013187561
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Volatility spillovers : a sparse multivariate GARCH approach with an application to commodity markets
Dhaene, Geert; Sercu, Piet; Wu, Jianbin - In: The journal of futures markets 42 (2022) 5, pp. 868-887
Persistent link: https://www.econbiz.de/10013187611
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The impact of Sino-US trade war on price discovery of soybean : a double-edged sword?
Bandyopadhyay, Arunava; Rajib, Prabina - In: The journal of futures markets 43 (2023) 7, pp. 858-879
Persistent link: https://www.econbiz.de/10014293260
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A tale of two contracts : was the SHFE copper futures market disrupted by the listing of INE bonded copper futures?
Xiong, Tao; Li, Miao - In: The journal of futures markets 44 (2024) 2, pp. 281-301
Persistent link: https://www.econbiz.de/10014475473
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Risk-neutral skewness and commodity futures pricing
Fuertes, Ana María; Liu, Zhenya; Tang, Weiqing - In: The journal of futures markets 42 (2022) 4, pp. 751-785
Persistent link: https://www.econbiz.de/10013187584
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A trend factor in commodity futures markets : any economic gains from using information over investment horizons?
Han, Yufeng; Kong, Lingfei - In: The journal of futures markets 42 (2022) 5, pp. 803-822
Persistent link: https://www.econbiz.de/10013187602
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Commodity premia and risk management
Fan, John Hua; Zhang, Tingxi - In: The journal of futures markets 44 (2024) 7, pp. 1097-1116
Persistent link: https://www.econbiz.de/10014553950
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Exploring the unpredictable nature of climate policy uncertainty : an empirical analysis of its impact on commodity futures returns in the United States
Tang, Chia-Hsien; Lee, Yen-Hsien; Liu, Hung-Chun; Zeng, … - In: The journal of futures markets 44 (2024) 7, pp. 1277-1292
Persistent link: https://www.econbiz.de/10014553986
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A tale of two premiums revisited
Maréchal, Loïc - In: The journal of futures markets 43 (2023) 5, pp. 580-614
Persistent link: https://www.econbiz.de/10014293173
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A good hedge or safe haven? : the hedging ability of China's commodity futures market under extreme market conditions
Huang, Huilian; Xiong, Tao - In: The journal of futures markets 43 (2023) 7, pp. 968-1035
Persistent link: https://www.econbiz.de/10014293273