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Determinants of the crude oil futures curve : inventory, consumption and volatility
Nikitopoulos, Christina Sklibosios; Squires, Matthew; … - In: Journal of banking & finance 84 (2017), pp. 53-67
Persistent link: https://www.econbiz.de/10011816836
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Pricing of long-dated commodity derivatives : do stochastic interest rates matter?
Cheng, Benjamin; Nikitopoulos, Christina Sklibosios; … - In: Journal of banking & finance 95 (2018), pp. 148-166
Persistent link: https://www.econbiz.de/10011966734
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Can commodity futures be profitably traded with quantitative market timing strategies?
Marshall, Ben R.; Cahan, Rochester H.; Cahan, Jared M. - In: Journal of banking & finance 32 (2008) 9, pp. 1810-1819
Persistent link: https://www.econbiz.de/10003774765
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Liquidity commonality in commodities
Marshall, Ben R.; Nguyen, Nhut H.; Visaltanachoti, Nuttawat - In: Journal of banking & finance 37 (2013) 1, pp. 11-20
Persistent link: https://www.econbiz.de/10009675559