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How do you straddle hogs and pigs? : ask the Greeks!
McKenzie, Andrew M.; Thomsen, Michael; Phelan, Josh - In: Applied financial economics 17 (2007) 7/9, pp. 511-520
Persistent link: https://www.econbiz.de/10003491159
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Estimating optimal hedge ratio : a multivariate skew-normal distribution approach
Lien, Da-hsiang Donald; Shrestha, Keshab - In: Applied financial economics 20 (2010) 7/9, pp. 627-636
Persistent link: https://www.econbiz.de/10009009324
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Efficiency and unbiasedness of corn futures markets : new evidence across the financial crisis
Pederzoli, C.; Torricelli, Costanza - In: Applied financial economics 23 (2013) 22/24, pp. 1853-1863
Persistent link: https://www.econbiz.de/10010337258
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Asymmetric information and volatility forecasting in commodity futures markets
Liu, Qingfu; Wong, Ieokhou; An, Yunbi; Zhang, Jinqing - In: Pacific-Basin finance journal 26 (2014), pp. 79-97
Persistent link: https://www.econbiz.de/10010498758
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Risk contributions of trading and non-trading hours : evidence from Chinese commodity futures markets
Liu, Qingfu; An, Yunbi - In: Pacific-Basin finance journal 30 (2014), pp. 17-29
Persistent link: https://www.econbiz.de/10010495690
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The impacts of large trades by trader types on intraday futures prices : evidence from the Taiwan futures exchange
Chou, Robin K.; Wang, George H. K.; Wang, Yun-Yi; … - In: Pacific-Basin finance journal 19 (2011) 1, pp. 41-70
Persistent link: https://www.econbiz.de/10009271751
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Non-linear dynamics in futures prices : evidence from the coffee, sugar and cocoa exchange
Adrangi, Bahram; Chatrath, Arjun - In: Applied financial economics 13 (2003) 4, pp. 245-256
Persistent link: https://www.econbiz.de/10001748447
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Convenience yield, mean reverting prices, and long memory in the petroleum market
Mazaheri, A. - In: Applied financial economics 9 (1999) 1, pp. 31-50
Persistent link: https://www.econbiz.de/10001363837
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Regime switching fractional cointegration and futures hedging
Lee, Hsiang-tai - In: Applied financial economics 21 (2011) 13/15, pp. 1145-1157
Persistent link: https://www.econbiz.de/10009317429
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The oil industry's response to new avenues in futures trading
Hunsader, Kenneth J.; Dickens, Ross N. - In: Applied financial economics 21 (2011) 4/6, pp. 401-413
Persistent link: https://www.econbiz.de/10009124542