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Is agricultural self-sufficiency effective to protect local markets from global markets? : empirical evidence from the beef sector in Japan

Tanaka, Tetsuji; Guo, Jin - In: Applied economics 56 (2024) 35, pp. 4236-4250

Persistent link: https://www.econbiz.de/10014559284

Performance Persistence and the Implied Volatility Smile of the Commodity Options Contracts. We Examine Hedge Funds Contracts of Wheat, Corn, Live Cattle, Soybean Oil, and Lean Hog

Guirguis, Michel - 2023

. We examine contracts of wheat, corn, live cattle, soybean oil, and lean hog. Hedge funds use options and futures in terms …

Persistent link: https://www.econbiz.de/10014355868

Time-changed Ornstein-Uhlenbeck processes and their applications in commodity derivative models

Li, Lingfei; Linetsky, Vadim - In: Mathematical finance : an international journal of … 24 (2014) 2, pp. 289-330

Persistent link: https://www.econbiz.de/10010357373

Valuation of options on oil futures under the 3/4 oil price model

Oud, Mohammed A. Aba; Goard, Joanna - In: International journal of theoretical and applied finance 18 (2015) 8, pp. 1-12

Persistent link: https://www.econbiz.de/10011418854

Selected methods of securing the refining sector against crude oil price fluctuations

Łamasz, Bartosz; Iwaszczuk, Natalia; Ivashchuk, Oleksandr - In: International journal of management and economics 54 (2018) 3, pp. 197-209

The contemporary refining sector has to contend with many types of risks, among which price risk is considered to be the foremost. Moreover, refineries define it as a commodity risk and identify it with both opportunities and threats carried by changes in prices of crude oil and products of...

Persistent link: https://www.econbiz.de/10012027171