Analysing large one-day commodity futures price changes
Year of publication: |
2014
|
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Authors: | Hua, Wei ; Wei, Peihwang |
Published in: |
International journal of bonds and derivatives. - Olney : Inderscience, ISSN 2050-2281, ZDB-ID 2765392-4. - Vol. 1.2014, 2, p. 134-154
|
Subject: | large price change | maturity effect | seasonal effect | derivative | Derivat | Derivative | Börsenkurs | Share price | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Saisonale Schwankungen | Seasonal variations | Theorie | Theory |
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