Determinants of commodity market liquidity
Pankaj K. Jain, Ayla Kayhan, Esen Onur
| Year of publication: |
2024
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|---|---|
| Authors: | Jain, Pankaj K. ; Kayhan, Ayla ; Onur, Esen |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Oxford : Wiley-Blackwell, ISSN 1540-6288, ZDB-ID 2068470-8. - Vol. 59.2024, 1, p. 9-30
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| Subject: | active position taking | Amihud price impact | commodity futures markets | futures positions data | hedging demand | inventory management | market liquidity | microstructure noise | Hedging | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Marktliquidität | Market liquidity | Marktmikrostruktur | Market microstructure | Liquidität | Liquidity | Rohstoffpreis | Commodity price | Rohstoffmarkt | Commodity market | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/fire.12366 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014483130