Narrow search
Showing 1 - 10 of 15
Cover Image
Investing in commodity futures markets : can pricing models help?
Paschke, Raphael; Prokopczuk, Marcel - In: The European journal of finance 18 (2012) 1/2, pp. 59-87
Persistent link: https://www.econbiz.de/10009565253
Cover Image
Forecasting the daily dynamic hedge ratios by GARCH models : evidence from the agricultural futures markets
Zhang, Yuanyuan; Choudhry, Taufiq - In: The European journal of finance 21 (2015) 4/6, pp. 376-399
Persistent link: https://www.econbiz.de/10010528976
Cover Image
Price discovery in spot and futures markets : a reconsideration
Theissen, Erik - In: The European journal of finance 18 (2012) 9/10, pp. 969-987
Persistent link: https://www.econbiz.de/10009691772
Cover Image
Better cross hedges with composite hedging? : hedging equity portfolios using financial and commodity futures
Chen, Fei; Sutcliffe, Charles M. S. - In: The European journal of finance 18 (2012) 5/6, pp. 575-595
Persistent link: https://www.econbiz.de/10009615711
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Commodity futures hedging, risk aversion and the hedging horizon
Conlon, Thomas; Cotter, John; Gençay, Ramazan - In: The European journal of finance 22 (2016) 13/15, pp. 1534-1560
Persistent link: https://www.econbiz.de/10011715493
Cover Image
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