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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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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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Do USDA announcements affect comovements across commodity futures returns?
Karali, Berna - In: Journal of agricultural and resource economics : JARE ; … 37 (2012) 1, pp. 77-97
Persistent link: https://www.econbiz.de/10009548681
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The value of USDA crop progress and condition information : reactions of corn and soybean futures markets
Lehecka, Georg V. - In: Journal of agricultural and resource economics : JARE ; … 39 (2014) 1, pp. 88-105
Persistent link: https://www.econbiz.de/10010380868
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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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Will tighter futures price limits decrease hedge effectiveness?
Dark, Jonathan - In: Journal of banking & finance 36 (2012) 10, pp. 2717-2728
Persistent link: https://www.econbiz.de/10009673263
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Volatility spillovers in US crude oil, ethanol, and corn futures markets
Trujillo-Barrera, Andrés; Mallory, Mindy; García, Philip - In: Journal of agricultural and resource economics : JARE ; … 37 (2012) 2, pp. 247-262
Persistent link: https://www.econbiz.de/10009675250