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Further evidence on the explanatory power of spot food and energy commodities market prices for futures prices
Cartwright, Phillip A.; Riabko, Natalija - In: Review of quantitative finance and accounting 47 (2016) 3, pp. 579-605
Persistent link: https://www.econbiz.de/10011595689
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Do spot food commodity and oil prices predict futures prices?
Cartwright, Phillip A.; Riabko, Natalija - In: Review of quantitative finance and accounting 53 (2019) 1, pp. 153-194
Persistent link: https://www.econbiz.de/10012173033
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Oil convenience yields estimated under demand/supply shock
Lin, William; Duan, Chang-wen - In: Review of quantitative finance and accounting 28 (2007) 2, pp. 203-225
Persistent link: https://www.econbiz.de/10003492797
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Trading activities and price discovery in foreign currency futures markets
Chen, Yu-Lun; Gau, Yin-feng; Liao, Wen-Ju - In: Review of quantitative finance and accounting 46 (2016) 4, pp. 792-818
Persistent link: https://www.econbiz.de/10011595489
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Volatility forecasting in the Chinese commodity futures market with intraday data
Jiang, Ying; Ahmed, Shamim; Liu, Xiaoquan - In: Review of quantitative finance and accounting 48 (2017) 4, pp. 1123-1173
Persistent link: https://www.econbiz.de/10011797006
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Crude oil and gasoline volatility risk into a Realized-EGARCH model
Ben Sita, Bernard - In: Review of quantitative finance and accounting 53 (2019) 3, pp. 701-720
Persistent link: https://www.econbiz.de/10012234368