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The relative efficiency of commodity futures markets
Kellard, Neil (contributor) - In: The journal of futures markets 19 (1999) 4, pp. 413-432
Persistent link: https://www.econbiz.de/10001378173
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Long memory and structural breaks in commodity futures markets
Coakley, Jerry; Wang, Jian; Kellard, Neil - In: The journal of futures markets 31 (2011) 11, pp. 1076-1113
Persistent link: https://www.econbiz.de/10009355739
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Commodity futures returns : more memory than you might think!
Coakley, Jerry; Kellard, Neil; Wang, Jian - In: The European journal of finance 22 (2016) 13/15, pp. 1457-1483
Persistent link: https://www.econbiz.de/10011715477
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Bubbling over! : the behaviour of oil futures along the yield curve
Tsvetanov, Daniel; Coakley, Jerry; Kellard, Neil - In: Journal of empirical finance 38 (2016), pp. 516-533
Persistent link: https://www.econbiz.de/10011663333
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Agricultural futures markets in LDCs : a policy response to price volatility?
Morgan, C. W.; Rayner, Anthony J.; Vaillant, Charlotte - In: Journal of international development : the journal of … 11 (1999) 6, pp. 893-910
Persistent link: https://www.econbiz.de/10001446530
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Price instability and commodity futures markets
Morgan, C. W.; Rayner, Anthony J.; Ennew, Christine T. - 1995
Persistent link: https://www.econbiz.de/10000947650
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Efficiency tests of futures markets for UK agricultural commodities
Aulton, A. J. - In: Journal of agricultural economics 48 (1997) 3, pp. 408-424
Persistent link: https://www.econbiz.de/10001227940