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isPartOf:"Discussion paper / The University of Western Australia, Business School, Economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration"
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Discussion paper / The University of Western Australia, Business School, Economics
Journal of banking & finance
Pacific-Basin finance journal
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
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1
Futures trading activity and the jump risk of spot market : evidence from the bitcoin market
Zhang, Chuanhai
;
Ma, Huan
;
Liao, Xiaosai
- In:
Pacific-Basin finance journal
78
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463770
Saved in:
2
Supply, demand, and risk premiums in electricity markets
Jacobs, Kris
;
Li, Yu
;
Pirrong, Craig
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013401940
Saved in:
3
Investor sentiment and price discovery : evidence from the pricing dynamics between the futures and spot markets
Lin, Chu-Bin
;
Chou, Robin K.
;
Wang, George H. K.
- In:
Journal of banking & finance
90
(
2018
),
pp. 17-31
Persistent link: https://www.econbiz.de/10011963151
Saved in:
4
A space-time random field model for electricity forward prices
Benth, Fred Espen
;
Paraschiv, Florentina
- In:
Journal of banking & finance
95
(
2018
),
pp. 203-216
Persistent link: https://www.econbiz.de/10011966749
Saved in:
5
Cojumps in China's spot and stock index futures markets
Wang, Hao
;
Yue, Mengqi
;
Zhao, Hua
- In:
Pacific-Basin finance journal
35
(
2015
)
2
,
pp. 541-557
Persistent link: https://www.econbiz.de/10011543444
Saved in:
6
Asian spot prices for LNG other energy commodities
Alim, Abdullahi
;
Hartley, Peter Reginald
;
Lan, Yihui
-
2015
Persistent link: https://www.econbiz.de/10011413799
Saved in:
7
An empirical examination of the lead-lag relationship between spot and futures markets : evidence from Thailand
Judge, Amrit
;
Reancharoen, Tipprapa
- In:
Pacific-Basin finance journal
29
(
2014
),
pp. 335-358
Persistent link: https://www.econbiz.de/10010495702
Saved in:
8
The future of long-term LNG contracts
Hartley, Peter Reginald
-
2013
Persistent link: https://www.econbiz.de/10009761963
Saved in:
9
Modeling spike occurrences in electricity spot prices for forecasting
Eichler, Michael
;
Grothe, Oliver
;
Manner, Hans
;
Tuerk, …
-
2012
Persistent link: https://www.econbiz.de/10009547320
Saved in:
10
Fitting semiparametric Markov regime-switching models to electricity spot prices
Eichler, Michael
;
Tuerk, Dennis
-
2012
Persistent link: https://www.econbiz.de/10009554471
Saved in:
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