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Commodity price dynamics and derivative valuation : a review
Back, Janis; Prokopczuk, Marcel - In: International journal of theoretical and applied finance 16 (2013) 6, pp. 1-30
Persistent link: https://www.econbiz.de/10010197182
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The convenience yield under commodity financialization
Milonas, Nikolaos T.; Photina, Evangelia K. - In: The journal of futures markets 44 (2024) 4, pp. 631-652
Persistent link: https://www.econbiz.de/10014536663
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A deep learning-based financial hedging approach for the effective management of commodity risks
Hu, Yan; Ni, Jian - In: The journal of futures markets 44 (2024) 6, pp. 879-900
Persistent link: https://www.econbiz.de/10014536702
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Large trades and intraday futures price behavior
Frino, Alex; Bjursell, Johan; Wang, George H. K.; … - In: The journal of futures markets 28 (2008) 12, pp. 1147-1181
Persistent link: https://www.econbiz.de/10003773147
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Does the SDR stabilize investing in commodities?
Jin, Jiayu; Han, Liyan; Xu, Yang - In: International review of economics & finance : IREF 81 (2022), pp. 160-172
Persistent link: https://www.econbiz.de/10013343511
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The asymmetric commodity inventory effect on the optimal hedge ratio
Carpantier, Jean-François; Samkharadze, Besik - In: The journal of futures markets 33 (2013) 9, pp. 868-888
Persistent link: https://www.econbiz.de/10009779061
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Frequency and duration of profitable hedging margins for Texas cotton producers, 1980-1986
Wood, Wendell C. - In: The journal of futures markets 9 (1989) 6, pp. 519-528
Persistent link: https://www.econbiz.de/10001149521
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Metallgesellschaft: a prudent hedger ruined, or a wildcatter on NYMEX?
Pirrong, Craig - In: The journal of futures markets 17 (1997) 5, pp. 543-578
Persistent link: https://www.econbiz.de/10001224081
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Effectiveness of dual hedging with price and yield futures
Li, Dong-feng - In: The journal of futures markets 18 (1998) 5, pp. 541-561
Persistent link: https://www.econbiz.de/10001247304
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Asymmetric information in commodity futures markets : theory and empirical evidence
Perrakis, Stylianos - In: The journal of futures markets 18 (1998) 7, pp. 803-825
Persistent link: https://www.econbiz.de/10001249187