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Jarrow, Robert A.; Protter, Philipp - In: International journal of theoretical and applied finance 12 (2009) 7, pp. 901-924

Persistent link: https://www.econbiz.de/10003928307

Bubbling over! : the behaviour of oil futures along the yield curve

Tsvetanov, Daniel; Coakley, Jerry; Kellard, Neil - In: Journal of empirical finance 38 (2016), pp. 516-533

Persistent link: https://www.econbiz.de/10011663333

Bubbles, froth and facts : another look at the masters hypothesis in commodity futures markets

Sanders, Dwight R.; Irwin, Scott H. - In: Journal of agricultural economics 68 (2017) 2, pp. 345-365

Persistent link: https://www.econbiz.de/10011760621

Co-movement between commodity market and equity market : does commodity market change?

Yamori, Nobuyoshi - In: Modern economy 2 (2011) 3, pp. 335-339

Persistent link: https://www.econbiz.de/10009532430

Price explosiveness, speculation, and grain futures prices

Etienne, Xiaoli L.; Irwin, Scott H.; García, Philip - In: American journal of agricultural economics 97 (2015) 1, pp. 65-87

Persistent link: https://www.econbiz.de/10011294281

Regime switching mechanism during energy futures' price bubbles

Koy, Ayben - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 1, pp. 373-382

Persistent link: https://www.econbiz.de/10013188797

Price bubbles of agricultural commodities : evidence from China's futures market

Chen, Zhuo; Yan, Bo; Kang, Hanwen - In: Empirical economics : a quarterly journal of the … 64 (2023) 1, pp. 195-222

Persistent link: https://www.econbiz.de/10014226282

Nonlinear price transmission and asynchronous price bubbles : empirical evidence from China's agricultural futures and spot markets

Mao, Qianqian; Ren, Yanjun; Loy, Jens-Peter - In: Journal of applied economics 27 (2024) 1, pp. 1-27

Previous studies on commodity price bubbles mainly focused on futures markets and ignored the performance of spot … spot markets, and finds asynchronous price bubbles between these two markets. Bubbles are more frequent for commodity spot … caused more spot price bubbles. The nonlinear transmission effects between the futures and spot prices suggest the existence …

Persistent link: https://www.econbiz.de/10015195789

News-driven bubbles in futures markets

Zhang, Heng-Guo; Li, Tailong - In: The journal of energy markets 16 (2023) 2, pp. 55-78

Persistent link: https://www.econbiz.de/10014485009

The effect of trading futures on short sale constraints

Jarrow, Robert A.; Protter, Philip E.; Pulido, Sergio - In: Mathematical finance : an international journal of … 25 (2015) 2, pp. 311-338

Persistent link: https://www.econbiz.de/10011350630