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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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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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Seasonality, risk and return in daily COMEX gold and silver data 1982 - 2002
Lucey, Brian M.; Tully, Edel - In: Applied financial economics 16 (2006) 4, pp. 319-334
Persistent link: https://www.econbiz.de/10003289236
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Time-varying hedge ratios for non-ferrous metals prices
McMillan, David G. - In: Resources policy 30 (2005) 3, pp. 186-193
Persistent link: https://www.econbiz.de/10003228356
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Interest rate differentials, market integration, and the efficiency of commodity futures markets
Jumah, Adusei; Karbuz, Sohbet; Rünstler, Gerhard - In: Applied financial economics 9 (1999) 1, pp. 101-108
Persistent link: https://www.econbiz.de/10001363845
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Wavelet decomposition and regime shifts : assessing the effects of crude oil shocks on stock market returns
Jammazi, Rania; Aloui, Chaker - In: Energy policy 38 (2010) 3, pp. 1415-1435
Persistent link: https://www.econbiz.de/10003938125