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subject:"Share price"
~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of agricultural and applied economics : JAEE"
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Share price
Commodity derivative
62
Rohstoffderivat
62
Volatility
23
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23
Estimation
20
Schätzung
20
Theorie
20
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Alam, Md Rafayet
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Arnade, Carlos Anthony
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Applied economics
Discussion paper / Centre for Economic Policy Research
Journal of agricultural and applied economics : JAEE
The journal of futures markets
25
Energy economics
22
International Journal of Energy Economics and Policy : IJEEP
11
Applied economics letters
10
American journal of agricultural economics
7
International review of financial analysis
7
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Stocks of staple commodities
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Finance research letters
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Journal of empirical finance
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International review of economics & finance : IREF
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NBER working paper series
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ECONIS (ZBW)
9
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1
Dynamic price discovery process of Chinese agricultural futures markets : an empirical study based on the rolling window approach
Xu, Yuanyuan
;
Pan, Fanghui
;
Wang, Chuanmei
;
Li, Jian
- In:
Journal of agricultural and applied economics : JAEE
51
(
2019
)
4
,
pp. 664-681
Persistent link: https://www.econbiz.de/10012268878
Saved in:
2
Are oil and gas futures markets efficient? : a multifractal analysis
Ftiti, Zied
;
Jawadi, Fredj
;
Louhichi, Wael
;
Madani, …
- In:
Applied economics
53
(
2021
)
2
,
pp. 164-184
Persistent link: https://www.econbiz.de/10012416030
Saved in:
3
Speculation and food-grain prices
Lawson, Joshua
;
Alam, Md Rafayet
;
Etienne, Xiaoli Liao
- In:
Applied economics
53
(
2021
)
20
,
pp. 2305-2321
Persistent link: https://www.econbiz.de/10012501199
Saved in:
4
Bad volatility is not always bad : evidence from the commodity markets
Indriawan, Ivan
;
Lien, Da-hsiang Donald
;
Roh, Tai-Yong
; …
- In:
Applied economics
52
(
2020
)
40
,
pp. 4384-4402
Persistent link: https://www.econbiz.de/10012259062
Saved in:
5
Risk premia and seasonality in commodity futures
Hevia, Constantino
;
Petrella, Ivan
;
Sola, Martin
-
2016
Persistent link: https://www.econbiz.de/10011482266
Saved in:
6
A model of financialization of commodities
Başak, Suleyman
;
Pavlova, Anna
-
2015
Persistent link: https://www.econbiz.de/10011299571
Saved in:
7
The impact of price variability on cash/futures market relationships : implications for market efficiency and price discovery
Arnade, Carlos Anthony
;
Hoffman, Linwood A.
- In:
Journal of agricultural and applied economics : JAEE
47
(
2015
)
4
,
pp. 539-559
Persistent link: https://www.econbiz.de/10011618634
Saved in:
8
A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane
;
Kilian, Lutz
-
2014
Persistent link: https://www.econbiz.de/10010416758
Saved in:
9
Commodity and equity markets : some stylized facts from a copula approach
Delatte, Anne-Laure
;
Lopez, Claude
-
2013
Persistent link: https://www.econbiz.de/10009784712
Saved in:
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