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~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of futures markets"
~language:"eng"
~subject:"Warenbörse"
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Seasonal variations
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Back, Janis
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Prokopczuk, Marcel
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Journal of banking & finance
The journal of futures markets
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2
Discussion paper / ICMA Centre, Henley Business School, University of Reading
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International review of economics & finance : IREF
2
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ECONIS (ZBW)
7
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1
Seasonal Stochastic Volatility : implications for the pricing of commodity options
Arismendi Zambrano, Juan Carlos
;
Back, Janis
; …
- In:
Journal of banking & finance
66
(
2016
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011634553
Saved in:
2
Combining momentum with reversal in commodity futures
Bianchi, Robert
;
Drew, Michael E.
;
Fan, John Hua
- In:
Journal of banking & finance
59
(
2015
),
pp. 423-444
Persistent link: https://www.econbiz.de/10011544644
Saved in:
3
Seasonality and the valuation of commodity options
Back, Janis
;
Prokopczuk, Marcel
;
Rudolf, Markus
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 273-290
Persistent link: https://www.econbiz.de/10009705701
Saved in:
4
Measuring seasonalities in commodity markets and the half-month effect
Milonas, Nikolaos T.
- In:
The journal of futures markets
11
(
1991
)
3
,
pp. 331-345
Persistent link: https://www.econbiz.de/10001104843
Saved in:
5
Factors affecting agricultural futures price variance
Kenyon, David E.
(
contributor
)
- In:
The journal of futures markets
7
(
1987
)
1
,
pp. 73-91
Persistent link: https://www.econbiz.de/10001149652
Saved in:
6
An investigation into seasonality in the futures market
Gay, Gerald D.
- In:
The journal of futures markets
7
(
1987
)
2
,
pp. 169-181
Persistent link: https://www.econbiz.de/10001149669
Saved in:
7
Stock effects and seasonality in the FCOJ futures basis
Malick, William M.
- In:
The journal of futures markets
7
(
1987
)
2
,
pp. 157-167
Persistent link: https://www.econbiz.de/10001149672
Saved in:
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