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Trading practices and price dynamics in commodity markets and the stabilising effects of a transaction tax
Schulmeister, Stephan - 2009
Persistent link: https://www.econbiz.de/10003797664
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Technical trading and commodity price fluctuations
Schulmeister, Stephan - 2012
Persistent link: https://www.econbiz.de/10009622384
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The dynamics of energy-grain prices with open interest
Hammoudeh, Shawkat; Sarafrazi, Soodabeh; Chang, Chia-Lin; … - 2011
Persistent link: https://www.econbiz.de/10009413662
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Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin; McAleer, Michael; Roengchai Tansuchat - 2012
Persistent link: https://www.econbiz.de/10009562958