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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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The forward premium in electricity futures
Bunn, Derek W.; Chen, Dipeng - In: Journal of empirical finance 23 (2013), pp. 173-186
Persistent link: https://www.econbiz.de/10010221755
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The price discovery role of day traders in futures market : evidence from different types of day traders
Fung, Scott; Tsai, Shih-Chuan - In: Journal of empirical finance 64 (2021), pp. 53-77
Persistent link: https://www.econbiz.de/10013259400
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Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel; Brooks, Robert; Enders, Walter - In: Journal of empirical finance 38 (2016), pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
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Bubbling over! : the behaviour of oil futures along the yield curve
Tsvetanov, Daniel; Coakley, Jerry; Kellard, Neil - In: Journal of empirical finance 38 (2016), pp. 516-533
Persistent link: https://www.econbiz.de/10011663333
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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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Pricing of long-dated commodity derivatives with stochastic volatility and stochastic interest rates
Cheng, Benjamin; Nikitopoulos, Christina Sklibosios; … - 2015
Persistent link: https://www.econbiz.de/10011777512
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Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin; Nikitopoulos, Christina Sklibosios; … - 2016
Persistent link: https://www.econbiz.de/10011777909