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subject:"World"
~subject:"Spotmarkt"
~type_genre:"Article in journal"
~type_genre:"Lehrbuch"
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Search: subject_exact:"Terminmarkt"
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World
Spotmarkt
Terminbörse
109
Futures exchange
108
Terminmarkt
55
Derivatives market
49
USA
34
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34
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31
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31
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29
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21
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19
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18
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Bang, Hee-Soek
1
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1
Bosch, David
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Pavlova, Ivelina
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Pilotte, Eugene A.
1
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1
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1
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The journal of futures markets
3
Journal of financial and quantitative analysis : JFQA
2
Acta Universitatis Danubius / Oeconomica
1
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
1
BIS quarterly review : international banking and financial market developments
1
Blackwell Business
1
Finance India : the quarterly journal of Indian Institute of Finance
1
Global finance journal
1
Información comercial española : ICE : revista de economía
1
Maritime policy and management : MPM
1
OPEC energy review
1
Review of finance : journal of the European Finance Association
1
Review of financial economics : RFE
1
The American economic review
1
The IUP journal of applied economics
1
The energy journal
1
The international journal of finance
1
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ECONIS (ZBW)
23
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1
Information in electricity forward prices
Michelfelder, Richard A.
;
Pilotte, Eugene A.
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
8
,
pp. 2641-2664
Persistent link: https://www.econbiz.de/10012384769
Saved in:
2
Price discovery behavior of spot and futures : evidence from pre- and post-crisis periods
Lakshmi, V. D. M. V.
;
Joshi, Medha Shriram
- In:
The IUP journal of applied economics
18
(
2019
)
4
,
pp. 24-42
Persistent link: https://www.econbiz.de/10012139187
Saved in:
3
Do S&P CNX nifty options lead underlying nifty in price discovery?
Lakshmi, V. D. M. V.
;
Joshi, Medha Shriram
- In:
Finance India : the quarterly journal of Indian …
31
(
2017
)
2
,
pp. 443-456
Persistent link: https://www.econbiz.de/10011777662
Saved in:
4
Covered interest parity arbitrage and long-run relation between spot and forward rates in foreign exchange (Rupee/Dollar) market in India-study of market efficiency with ARIMA (p,...
Sikdar, Suman
;
Mukhopadhyay, C. K.
- In:
Artha vijñāna : journal of the Gokhale Institute of …
59
(
2017
)
2
,
pp. 109-138
Persistent link: https://www.econbiz.de/10011804182
Saved in:
5
Effects of spot market short-sale constraints on index futures trading
Fabozzi, Frank J.
;
Karagozoglu, Ahmet K.
;
Wang, Na
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
5
,
pp. 1975-2005
Persistent link: https://www.econbiz.de/10011804673
Saved in:
6
Trading activity and rate of convergence in commodity futures markets
Bosch, David
;
Pradkhan, Elina
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 930-938
Persistent link: https://www.econbiz.de/10011950910
Saved in:
7
A statistical study of the short- and long-term drivers of crude oil prices
Hassani, Hossein
;
Moudassir, Mouhamad
;
Christodoulides, …
- In:
OPEC energy review
41
(
2017
)
2
,
pp. 93-114
Persistent link: https://www.econbiz.de/10011791034
Saved in:
8
Sequential markets, market power, and arbitrage
Ito, Koichiro
;
Reguant, Mar
- In:
The American economic review
106
(
2016
)
7
,
pp. 1921-1957
Persistent link: https://www.econbiz.de/10011538639
Saved in:
9
Gambling preferences, options markets, and volatility
Blau, Benjamin
;
Bowles, T. Boone
;
Whitby, Ryan J.
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
2
,
pp. 515-540
Persistent link: https://www.econbiz.de/10011577503
Saved in:
10
The return-volatility relation in commodity futures markets
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 127-152
Persistent link: https://www.econbiz.de/10011568056
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