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~language:"eng"
~person:"Casassus, Jaime"
~person:"Du, Xiaodong"
~subject:"USA"
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Search: subject:"Rohstoffpreis"
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Casassus, Jaime
Du, Xiaodong
Browne, Frank
5
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5
Frankel, Jeffrey A.
5
Gubler, Matthias
5
Lederman, Daniel
5
Zhao, Hongyan
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4
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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Speculation and volatility spillover in the crude oil and agricultural commodity markets : a Bayesian analysis
Du, Xiaodong
;
Yu, Cindy L.
;
Hayes, Dermot James
-
2009
Persistent link: https://www.econbiz.de/10003896163
Saved in:
2
Speculation and volatility spillover in the crude oil and agricultural commodity markets : a Bayesian analysis
Du, Xiaodong
;
Yu, Cindy L.
;
Hayes, Dermot James
- In:
Energy economics
33
(
2011
)
3
,
pp. 497-503
Persistent link: https://www.econbiz.de/10009266859
Saved in:
3
Stochastic convenience yield implied from commodity futures and interest rates
Casassus, Jaime
;
Collin-Dufresne, Pierre
- In:
The journal of finance : the journal of the American …
60
(
2005
)
5
,
pp. 2283-2332
Persistent link: https://www.econbiz.de/10003159354
Saved in:
4
Stochastic behavior of spot and futures commodity prices : theory and evidence
Casassus, Jaime
-
2004
Persistent link: https://www.econbiz.de/10003383662
Saved in:
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