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Nonlinear dynamics and commodity prices
Noll, Thomas A. - 1991
Persistent link: https://www.econbiz.de/10000840673
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The theory of index-based futures and options markets
Shiller, Robert J. - In: Estudios económicos 8 (1993) 2, pp. 163-178
Persistent link: https://www.econbiz.de/10001159784
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Opciones y futuros sobre indices bursatiles
Soldevilla García, Emilio - In: Situación / Spanische Ausgabe : revista de coyuntura … (1994), pp. 5-110
Persistent link: https://www.econbiz.de/10001163609
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The order flow cost of index rolling in commodity futures markets
Irwin, Scott H.; Sanders, Dwight R.; Yan, Lei - In: Applied economic perspectives and policy 45 (2023) 2, pp. 1025-1050
Persistent link: https://www.econbiz.de/10014315487
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The performance of the South African share index futures market over the period 1987 to 1989
Snell, A. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 14 (1990) 3, pp. 37-52
Persistent link: https://www.econbiz.de/10001099071
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"Chaos" in futures markets? : A nonlinear dynamical analysis
Blank, Steven C. - In: The journal of futures markets 11 (1991) 6, pp. 711-728
Persistent link: https://www.econbiz.de/10001116054
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The intrinsic value of gold : an exchange rate-free price index
Harris, Richard D. F.; Shen, Jian - In: Journal of international money and finance 79 (2017), pp. 203-217
Persistent link: https://www.econbiz.de/10011788362
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Option valuation, optimization and excursions of commodity indices
Hollstein, Melanie - 2010
Persistent link: https://www.econbiz.de/10008858339
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A study of first generation commodity indices : indices based on financial diversification
Ahn, Jung-Hyun; Six, Pierre - In: Finance research letters 30 (2019), pp. 194-200
Persistent link: https://www.econbiz.de/10012420486
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Pricing of Derivatives on Commodity Indices
Rauch, Johannes - 2014
This paper introduces a novel method for pricing commodity index derivatives consistently with market prices of … and barrier options on the Dow Jones UBS Commodity Index by replicating the index with a portfolio of correlated single …
Persistent link: https://www.econbiz.de/10013065589