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Price discovery in wheat futures markets

Yang, Jian; Leatham, David J. - In: Journal of agricultural and applied economics 31 (1999) 2, pp. 359-370

Persistent link: https://www.econbiz.de/10001496764

Asset storability and price discovery in commodity futures markets : a new look

Yang, Jian; Bessler, David A.; Leatham, David J. - In: The journal of futures markets 21 (2001) 3, pp. 279-300

Persistent link: https://www.econbiz.de/10001556713

Price and volatility transmission in international wheat futures markets

Yang, Jian; Zhang, Jin; Leatham, David J. - In: Annals of economics and finance 4 (2003) 1, pp. 37-50

Persistent link: https://www.econbiz.de/10001793642

Optimal gasoline hedging strategies using futures contracts and exchange-traded funds

Sukcharoen, Kunlapath; Choi, Hankyeung; Leatham, David J. - In: Applied economics 47 (2015) 31/33, pp. 3482-3498

Persistent link: https://www.econbiz.de/10011293520

Oil price forecasting using crack spread futures and oil exchange traded funds

Choi, Hankyeung; Leatham, David J.; Sukcharoen, Kunlapath - In: Contemporary economics 9 (2015) 1, pp. 29-44

Given the emerging consensus from previous studies that crude oil and refined product (as well as crack spread) prices are cointegrated, this study examines the link between the crude oil spot and crack spread derivatives markets. Specifically, the usefulness of the two crack spread derivatives...

Persistent link: https://www.econbiz.de/10010520870

Hedging downside risk of oil refineries : a vine copula approach

Sukcharoen, Kunlapath; Leatham, David J. - In: Energy economics 66 (2017), pp. 493-507

Persistent link: https://www.econbiz.de/10011896556

Oil Price Forecasting Using Crack Spread Futures and Oil Exchange Traded Funds

Choi, Hankyeung - 2015

Persistent link: https://www.econbiz.de/10013023098