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Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield
Nakajima, Katsushi - In: Annals of finance 18 (2022) 1, pp. 35-80
Persistent link: https://www.econbiz.de/10013194631
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Spreads and non-convergence in Chicago Board of Trade corn, soybean, and wheat futures : are index funds to blame?
Irwin, Scott H.; García, Philip; Good, Darrel L.; … - In: Applied economic perspectives and policy 33 (2011) 1, pp. 116-142
Persistent link: https://www.econbiz.de/10009158543
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Index funds, financialization, and commodity futures markets
Irwin, Scott H.; Sanders, Dwight R. - In: Applied economic perspectives and policy 33 (2011) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10009158557
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Gone in ten minutes : intraday evidence of announcement effects in the electronic corn futures market
Lehecka, Georg V.; Wang, Xiaoyang; García, Philip - In: Applied economic perspectives and policy 36 (2014) 3, pp. 504-526
Persistent link: https://www.econbiz.de/10011279818
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Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong; Leung, Tim; Zhou, Yang - In: Annals of finance 18 (2022) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
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Optimal trading of a basket of futures contracts
Angoshtari, Bahman; Leung, Tim - In: Annals of finance 16 (2020) 2, pp. 253-280
Persistent link: https://www.econbiz.de/10012496334
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The long-term effects of meat recalls on futures markets
Houser, Matthew; Dorfman, Jeffrey H. - In: Applied economic perspectives and policy 41 (2019) 2, pp. 235-248
Persistent link: https://www.econbiz.de/10012059635
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On the implied market price of risk under the stochastic numéraire
Dokučaev, Nikolaj G. - In: Annals of finance 14 (2018) 2, pp. 223-251
Persistent link: https://www.econbiz.de/10011945595
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Why is water illiquid? : the NQH2O water index futures
Wang, Jingjing; Wang, Xiaoyang - In: Applied economic perspectives and policy 45 (2023) 1, pp. 602-621
Persistent link: https://www.econbiz.de/10014240148
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The order flow cost of index rolling in commodity futures markets
Irwin, Scott H.; Sanders, Dwight R.; Yan, Lei - In: Applied economic perspectives and policy 45 (2023) 2, pp. 1025-1050
Persistent link: https://www.econbiz.de/10014315487