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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
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A test of the Samuelson hypothesis using realized range
Kalev, Petko S.; Huu Nhan Duong - In: The journal of futures markets 28 (2008) 7, pp. 680-696
Persistent link: https://www.econbiz.de/10003715120
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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
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Large trades and intraday futures price behavior
Frino, Alex; Bjursell, Johan; Wang, George H. K.; … - In: The journal of futures markets 28 (2008) 12, pp. 1147-1181
Persistent link: https://www.econbiz.de/10003773147
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Holy mad cow! : Facts or (mis)perceptions : a clinical study
Tse, Yiuman; Hackard, James C. - In: The journal of futures markets 26 (2006) 4, pp. 315-341
Persistent link: https://www.econbiz.de/10003304073
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An empirical analysis of commodity pricing
Heaney, Richard A. - In: The journal of futures markets 26 (2006) 4, pp. 391-415
Persistent link: https://www.econbiz.de/10003304090
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Storage, slow transport, and the law of one price : theory with evidence fom nineteenth-century US corn markets
Coleman, Andrew - In: The review of economics and statistics 91 (2009) 2, pp. 332-350
Persistent link: https://www.econbiz.de/10003861981
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Market timing of CTAs : an examination of systematic CTAs vs. discretionary CTAs
Kazemi, Hossein; Li, Ying - In: The journal of futures markets 29 (2009) 11, pp. 1067-1099
Persistent link: https://www.econbiz.de/10003900972
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Reversing the lead, or a series of unfortunate events? : NYMEX, ICE, and Amaranth
Kofman, Paul; Michayluk, David; Moser, James T. - In: The journal of futures markets 29 (2009) 12, pp. 1130-1160
Persistent link: https://www.econbiz.de/10003900984
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Predicting changes in T-bond futures spreads using implied yields from T-bill futures
Akemann, Charles A. - In: The journal of futures markets 6 (1986) 2, pp. 223-230
Persistent link: https://www.econbiz.de/10003475237