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~subject:"Commodity derivative"
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Commodity derivative
Research Methods/ Statistical Methods
26
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24
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19
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18
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Smith, Aaron D.
14
Carter, Colin Andre
3
Fishe, Raymond P. H.
3
Janzen, Joseph P.
3
Suenaga, Hiroaki
3
Janzen, Joseph
2
Williams, Jeffrey
2
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1
Adjemian, Michael K.
1
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American journal of agricultural economics
4
Economic research report
1
Journal of applied econometrics
1
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1
The energy journal
1
The journal of futures markets
1
USDA-ERS Economic Research Report Number 165
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ECONIS (ZBW)
14
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1
Partially overlapping time series : a new model for volatility dynamics in commodity futures
Smith, Aaron D.
- In:
Journal of applied econometrics
20
(
2005
)
3
,
pp. 405-422
Persistent link: https://www.econbiz.de/10002807215
Saved in:
2
Volatility dynamics and seasonality in energy prices : implications for crack-spread price risk
Suenaga, Hiroaki
;
Smith, Aaron D.
- In:
The energy journal
32
(
2011
)
3
,
pp. 27-58
Persistent link: https://www.econbiz.de/10009309725
Saved in:
3
Deconstructing wheat price spikes : a model of supply and demand, financial speculation, and commodity price comovement
Janzen, Joseph
;
Carter, Colin Andre
;
Smith, Aaron D.
; …
-
2014
Persistent link: https://www.econbiz.de/10010372657
Saved in:
4
Hedging and speculative trading in agricultural futures markets
Fishe, Raymond P. H.
;
Janzen, Joseph P.
;
Smith, Aaron D.
- In:
American journal of agricultural economics
96
(
2014
)
2
,
pp. 542-556
Persistent link: https://www.econbiz.de/10010411897
Saved in:
5
Volatility dynamics of NYMEX natural gas futures prices
Suenaga, Hiroaki
(
contributor
);
Smith, Aaron D.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003396527
Saved in:
6
Partially overlapping time series : a new model for volatility dynamics in commodity futures
Smith, Aaron D.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003729960
Saved in:
7
Volatility dynamics of NYMEX natural gas futures prices
Suenaga, Hiroaki
;
Smith, Aaron D.
;
Williams, Jeffrey
- In:
The journal of futures markets
28
(
2008
)
5
,
pp. 438-463
Persistent link: https://www.econbiz.de/10003699693
Saved in:
8
Futures market failure?
García, Philip
;
Irwin, Scott H.
;
Smith, Aaron D.
- In:
American journal of agricultural economics
97
(
2015
)
1
,
pp. 40-64
Persistent link: https://www.econbiz.de/10011292807
Saved in:
9
Futures prices in supply analysis : are instrumental variables necessary?
Hendricks, Nathan P.
;
Janzen, Joseph P.
;
Smith, Aaron D.
- In:
American journal of agricultural economics
97
(
2015
)
1
,
pp. 22-39
Persistent link: https://www.econbiz.de/10011292823
Saved in:
10
Identifying informed traders in futures markets
Fishe, Raymond P. H.
;
Smith, Aaron D.
- In:
Journal of financial markets
15
(
2012
)
3
,
pp. 329-359
Persistent link: https://www.econbiz.de/10009611817
Saved in:
1
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