Narrow search
Showing 1 - 6 of 6
Cover Image
Fractional integration in commodity futures returns
Elder, John; Jin, Hyun Joung - In: The financial review : the official publication of the … 44 (2009) 4, pp. 583-602
Persistent link: https://www.econbiz.de/10003899953
Cover Image
Long memory in commodity futures volatility : a wavelet perspective
Elder, John; Jin, Hyun Joung - In: The journal of futures markets 27 (2007) 5, pp. 411-437
Persistent link: https://www.econbiz.de/10003493095
Cover Image
Heavy-tailed behavior of commodity price distribution and optimal hedging demand
Jin, Hyun Joung - In: The journal of risk and insurance : the journal of the … 74 (2007) 4, pp. 863-881
Persistent link: https://www.econbiz.de/10003599408
Cover Image
New empirical evidence in support of the theory of price volatility of storable commodities under rational expectations in spot and futures markets
Goetz, Cole; Miljkovic, Dragan; Barabanov, Nikita - In: Energy economics 100 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012990234
Cover Image
Dynamic interrelationships in hard wheat basis markets
Wilson, William W.; Miljkovic, Dragan - In: Canadian journal of agricultural economics : CJAE 61 (2013) 3, pp. 397-416
Persistent link: https://www.econbiz.de/10010246246
Cover Image
Futures markets and price stabilisation : an analysis of soybeans markets in North America
Miljkovic, Dragan; Goetz, Cole - In: The Australian journal of agricultural and resource … 67 (2023) 1, pp. 104-117
Persistent link: https://www.econbiz.de/10014252685