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Fractional dynamics in international commodity prices
Barkoulas, John T. - In: The journal of futures markets 17 (1997) 2, pp. 161-189
Persistent link: https://www.econbiz.de/10001218568
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Valuation of futures and commodity options with information costs
Bellalah, Mondher - In: The journal of futures markets 19 (1999) 6, pp. 645-664
Persistent link: https://www.econbiz.de/10001410394
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Continuously traded options on discretely traded commodity futures contracts
Webb, Robert I.; Iwata, Gyoichi; Fujiwara, Koichi; … - In: The journal of futures markets 17 (1997) 6, pp. 633-666
Persistent link: https://www.econbiz.de/10001228028
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Asymmetric information in commodity futures markets : theory and empirical evidence
Perrakis, Stylianos - In: The journal of futures markets 18 (1998) 7, pp. 803-825
Persistent link: https://www.econbiz.de/10001249187
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Linear dependence, nonlinear dependence and petroleum futures market efficiency
Fujihara, Roger Arnold - In: The journal of futures markets 17 (1997) 1, pp. 75-99
Persistent link: https://www.econbiz.de/10001216341
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A test of the cost-of-carry relationship using the London Metal Exchange lead contract
Heaney, Richard A. - In: The journal of futures markets 18 (1998) 2, pp. 177-200
Persistent link: https://www.econbiz.de/10001239193
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Searching for fractal structure in agricultural futures markets
Corazza, Marco - In: The journal of futures markets 17 (1997) 4, pp. 433-473
Persistent link: https://www.econbiz.de/10001221141
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Analyzing oil futures with a dynamic Nelson-Siegel model
Grønborg, Niels S.; Lunde, Asger - In: The journal of futures markets 36 (2016) 2, pp. 153-173
Persistent link: https://www.econbiz.de/10011568059
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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
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The demand for hedging with futures and options
Frechette, Darren L. - In: The journal of futures markets 21 (2001) 8, pp. 693-712
Persistent link: https://www.econbiz.de/10001591739