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Heavy-tailed distribution of commodity prices and the effectiveness of VaR models

Kittiakarasakun, Jullavut - In: International financial markets, (pp. 125-137). 2013

Persistent link: https://www.econbiz.de/10010204758

The leading role of the Chinese futures in the world commodity futures markets

Fung, Hung-gay; Tse, Yiuman; Yau, Jot; Zhao, Lin - In: International financial markets, (pp. 25-49). 2013

Persistent link: https://www.econbiz.de/10010204793

The information value of excessive speculative trades on price volatility in oil futures markets

Chan, Leo H.; Nguyen, Chi M.; Chan, Kam C. - In: International financial markets, (pp. 1-24). 2013

Persistent link: https://www.econbiz.de/10010204802

Does futures speculation destabilize spot prices? : new evidence for commodity markets

Bohl, Martin T.; Stephan, Patrick Maurice - In: Journal of agricultural and applied economics 45 (2013) 4, pp. 595-616

Persistent link: https://www.econbiz.de/10010207641

Investment shocks and the commodity basis spread

Yang, Fan - In: Journal of financial economics 110 (2013) 1, pp. 164-184

Persistent link: https://www.econbiz.de/10010207751

Extension's role in commodity marketing education : past, present, and future

Riley, John M. - In: Journal of agricultural and applied economics 45 (2013) 3, pp. 537-555

Persistent link: https://www.econbiz.de/10010208612

Causes of market anomalies of crude oil calendar spreads : does theory of storage address the issue?

Perchanok, Kirill; Kakabadse, Nada - In: Problems and perspectives in management : PPM ; … 11 (2013) 2, pp. 35-47

Persistent link: https://www.econbiz.de/10010208878

Twenty years of jumps in commodity markets

Chevallier, Julien; Ielpo, Florian - In: International review of applied economics 28 (2014) 1, pp. 64-82

Persistent link: https://www.econbiz.de/10010246726

Efficiency of crude oil futures markets : new evidence from multifractal detrending moving average analysis

Wang, Yudong; Wu, Chongfeng - In: Computational economics 42 (2013) 4, pp. 393-414

Persistent link: https://www.econbiz.de/10010249882

Price risk and risk management in agriculture

Broll, Udo; Welzel, Peter; Kit, Pong Wong - In: Contemporary economics 7 (2013) 2, pp. 17-20

This note studies the risk-management decisions of a risk-averse farmer. The farmer faces multiple sources of price uncertainty. He sells commodities to two markets at two prices, but only one of these markets has a futures market. We show that the farmer’s optimal commodity futures market...

Persistent link: https://www.econbiz.de/10009770293