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~isPartOf:"Documento de trabajo / Fundación de las Cajas de Ahorros"
~isPartOf:"NCER working paper series"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The Asian economic review : journal of the Indian Institute of Economics"
~subject:"ARCH model"
~subject:"Derivat"
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9
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5
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4
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Documento de trabajo / Fundación de las Cajas de Ahorros
NCER working paper series
Pacific-Basin finance journal
The Asian economic review : journal of the Indian Institute of Economics
Energy economics
26
Econometric Institute research papers
8
Discussion paper / Tinbergen Institute
7
Economic modelling
6
International review of economics & finance : IREF
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
International Journal of Energy Economics and Policy : IJEEP
5
The journal of futures markets
5
Finance India : the quarterly journal of Indian Institute of Finance
4
The energy journal
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The journal of energy markets
4
Applied economics
3
Finance research letters
3
International journal of forecasting
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Management science : journal of the Institute for Operations Research and the Management Sciences
3
Research bulletin / The Institute of Cost Accountants of India
3
The IUP journal of applied finance : IJAF
3
Working paper
3
Asian African journal of economics and econometrics
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Borsa Istanbul Review
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CFS working paper series
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Discussion paper / Centre for Economic Policy Research
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Global review of business and economic research
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Production and operations management : the flagship research journal of the Production and Operations Management Society
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ECONIS (ZBW)
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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
Market efficiency and lead-lag relationships between spot, futures and forward prices : the case of the Iberian Electricity Market (MIBEL)
Ballester, José María
;
Climent Diranzo, Francisco J.
; …
-
2012
Persistent link: https://www.econbiz.de/10009785751
Saved in:
3
Forecasting spikes in electricity prices
Christensen, Tim M.
;
Hurn, Stan
;
Lindsay, Kenneth A.
-
2011
Persistent link: https://www.econbiz.de/10009153529
Saved in:
4
Realised hedge ratio properties, performance and implications for risk management: evidence from the spanish ibex 35 spot and futures markets
McMillan, David G.
;
García, Raquel Quiroga
-
2010
Persistent link: https://www.econbiz.de/10010418466
Saved in:
5
Cojumpinge Evidence from the US Treasury bond and futures markets
Dungey, Mardi H.
;
Hvozdyk, Lyudmyla
-
2010
Persistent link: https://www.econbiz.de/10008668687
Saved in:
6
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:
7
Intraday price discovery and lead-lag relationship between spot and futures markets in India
Paital, Rashmi Ranjan
;
Sharma, Naresh Kumar
- In:
The Asian economic review : journal of the Indian …
57
(
2015
)
4
,
pp. 85-94
Persistent link: https://www.econbiz.de/10011444117
Saved in:
8
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:
9
Futures expiration day effects on spot market volatility : evidence from the NSE
Sakthivel, P.
;
Kamaiah, Bandi
- In:
The Asian economic review : journal of the Indian …
50
(
2008
)
3
,
pp. 571-585
Persistent link: https://www.econbiz.de/10003836302
Saved in:
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