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Commodity futures price behaviour following large one-day price changes
Mazouz, Khelifa; Wang, Jian - In: Applied financial economics 24 (2014) 13/15, pp. 939-948
Persistent link: https://www.econbiz.de/10010410296
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How do you straddle hogs and pigs? : ask the Greeks!
McKenzie, Andrew M.; Thomsen, Michael; Phelan, Josh - In: Applied financial economics 17 (2007) 7/9, pp. 511-520
Persistent link: https://www.econbiz.de/10003491159
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Pricing of non-ferrous metals futures on the London metal exchange
Watkins, Clinton; McAleer, Michael - In: Applied financial economics 16 (2006) 12, pp. 853-880
Persistent link: https://www.econbiz.de/10003377835
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Efficiency and unbiasedness of corn futures markets : new evidence across the financial crisis
Pederzoli, C.; Torricelli, Costanza - In: Applied financial economics 23 (2013) 22/24, pp. 1853-1863
Persistent link: https://www.econbiz.de/10010337258
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Market efficiency of commodity futures in India
Inoue, Takeshi; Hamori, Shigeyuki - In: Applied economics letters 21 (2014) 7/9, pp. 522-527
Persistent link: https://www.econbiz.de/10010414208
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Convenience yield, mean reverting prices, and long memory in the petroleum market
Mazaheri, A. - In: Applied financial economics 9 (1999) 1, pp. 31-50
Persistent link: https://www.econbiz.de/10001363837
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A simple in-sample test of futures market efficiency based on rolling regressions
Stevens, Jason - In: Applied economics letters 19 (2012) 7/9, pp. 897-900
Persistent link: https://www.econbiz.de/10009631803
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Nonlinear dynamics in crude oil benchmarks : an AMH perspective
Varghese, George; Madhavan, Vinodh - In: Applied economics letters 26 (2019) 21, pp. 1798-1801
Persistent link: https://www.econbiz.de/10012204932