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The skewness of commodity futures returns
Fernandez-Perez, Adrian; Frijns, Bart; Fuertes, Ana María - In: Journal of banking & finance 86 (2018), pp. 127-142
Persistent link: https://www.econbiz.de/10011962440
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A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter; Gourier, Elise; Huitema, Robert; … - In: Journal of banking & finance 77 (2017), pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
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Short- and long-run determinants of commodity price volatility
Karali, Berna; Power, Gabriel J. - In: American journal of agricultural economics 95 (2013) 3, pp. 724-738
Persistent link: https://www.econbiz.de/10009758629
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On jumps and ARCH effects in natural resource prices : an application to Pacific Northwest stumpage prices
Saphores, Jean-Daniel M.; Khalaf, Lynda; Pelletier, Denis - In: American journal of agricultural economics 84 (2002) 2, pp. 387-400
Persistent link: https://www.econbiz.de/10001683998
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Asymmetric effect of basis on dynamic futures hedging : empirical evidence from commodity markets
Lien, Da-hsiang Donald; Li, Yang - In: Journal of banking & finance 32 (2008) 2, pp. 187-198
Persistent link: https://www.econbiz.de/10003647092
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A Markov regime switching approach for hedging energy commodities
Alizadeh-Masoodian, Amir H.; Nomikos, Nikos K.; … - In: Journal of banking & finance 32 (2008) 9, pp. 1970-1983
Persistent link: https://www.econbiz.de/10003775048
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Tactical allocation in commodity futures markets : combining momentum and term structure signals
Fuertes, Ana María; Miffre, Joëlle; Rallis, Georgios - In: Journal of banking & finance 34 (2010) 10, pp. 2530-2548
Persistent link: https://www.econbiz.de/10008858295
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Effects of forward sales on spot markets : pre-commitment sales and prices for fresh strawberries
Mohapatra, Sandeep; Goodhue, Rachael E.; Carter, Colin Andre - In: American journal of agricultural economics 92 (2010) 1, pp. 152-163
Persistent link: https://www.econbiz.de/10008904370
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Exploiting commodity momentum along the futures curves
Groot, Wilma de; Karstanje, Dennis; Zhou, Weili - In: Journal of banking & finance 48 (2014), pp. 79-93
Persistent link: https://www.econbiz.de/10010506936
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The behavior of bid-ask spreads in the electronically-traded corn futures market
Wang, Xiaoyang; García, Philip; Irwin, Scott H. - In: American journal of agricultural economics 96 (2014) 2, pp. 557-577
Persistent link: https://www.econbiz.de/10010411881