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Contemporaneous and asymmetric properties in the price-volume relationships in China’s agricultural futures markets

He, Ling-yan; Yang, Sheng; Xie, Wen-si; Han, Zhi-hong - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 148-166

Persistent link: https://www.econbiz.de/10010403272

An empirical investigation of volatility of Indian spot and future prices of crude oil

Chhatwal, Hartika; Puri, Himanshu; Purohit, Harsh - In: Metamorphosis : a journal of management research 12 (2013) 2, pp. 54-66

Persistent link: https://www.econbiz.de/10010370462

The response of U.S. natural gas futures and spot prices to storage change surprises : fundamental information and the effect of escalating physical gas production

Song Zan Chiou Wei; Linn, Scott C.; Zhu, Zhen - In: Journal of international money and finance 42 (2014), pp. 156-173

Persistent link: https://www.econbiz.de/10010371814

Bubbles in food commodity markets : four decades of evidence

Etienne, Xiaoli L.; Irwin, Scott H.; García, Philip - In: Journal of international money and finance 42 (2014), pp. 129-155

Persistent link: https://www.econbiz.de/10010371822

Effects of speculation and interest rates in a “carry trade” model of commodity prices

Frankel, Jeffrey A. - In: Journal of international money and finance 42 (2014), pp. 88-112

Persistent link: https://www.econbiz.de/10010371827

The value of USDA crop progress and condition information : reactions of corn and soybean futures markets

Lehecka, Georg V. - In: Journal of agricultural and resource economics : JARE ; … 39 (2014) 1, pp. 88-105

Persistent link: https://www.econbiz.de/10010380868

Role of futures market in price discovery

Arora, Sunita; Kumar, Narender - In: Decision 40 (2013) 3, pp. 164-179

Persistent link: https://www.econbiz.de/10010381133

A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets

Dolatabadi, Sepideh; Nielsen, Morten Ørregaard; Xu, Ke - 2014

We apply the fractionally cointegrated vector autoregressive (FCVAR) model to analyze the relationship between spot and futures prices in five commodity markets (aluminium, copper, lead, nickel, and zinc). To this end, we first extend the FCVAR model to accommodate de terministic trends in the...

Persistent link: https://www.econbiz.de/10010381434

Estimating functional efficiency in energy futures markets

García-Verdugo Sales, Javier; Consuegra, Meliyara - In: Economics and Business Letters : EBL 2 (2013) 3, pp. 105-115

Persistent link: https://www.econbiz.de/10010347116

The role of trader positions in spot and futures prices for WTI

Kolodziej, Marek; Kaufmann, Robert Kurt - In: Energy economics 40 (2013), pp. 176-182

Persistent link: https://www.econbiz.de/10010349590