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subject:"Derivat"
~isPartOf:"The journal of futures markets"
~subject:"ARCH model"
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Derivat
ARCH model
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Commodity derivative
217
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217
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101
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100
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56
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The journal of futures markets
Energy economics
123
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International review of financial analysis
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International review of economics & finance : IREF
21
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17
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
Empirical properties, information flow, and trading strategies of China's soybean crush spread
Liu, Qingfeng Wilson
;
Sono, Hui He
- In:
The journal of futures markets
36
(
2016
)
11
,
pp. 1057-1075
Persistent link: https://www.econbiz.de/10011569015
Saved in:
4
The performance of event study approaches using daily commodity futures returns
McKenzie, Andrew M.
;
Thomsen, Michael R.
;
Dixon, Bruce L.
- In:
The journal of futures markets
24
(
2004
)
6
,
pp. 533-555
Persistent link: https://www.econbiz.de/10002059371
Saved in:
5
An empirical examination of the relation between futures spreads volatility, volume, and open interest
Girma, Paul Berhanu
;
Mougoué, Mbodja
- In:
The journal of futures markets
22
(
2002
)
11
,
pp. 1083-11102
Persistent link: https://www.econbiz.de/10001713578
Saved in:
6
Limits to linear price behavior : futures prices regulated by limits
Hall, Anthony D.
;
Kofman, Paul
- In:
The journal of futures markets
21
(
2001
)
5
,
pp. 463-488
Persistent link: https://www.econbiz.de/10001603197
Saved in:
7
Modeling discontinuous periodic conditional volatility : evidence from the commodity futures market
Taylor, Nicholas
- In:
The journal of futures markets
24
(
2004
)
9
,
pp. 805-834
Persistent link: https://www.econbiz.de/10002145942
Saved in:
8
Long memory and structural breaks in commodity futures markets
Coakley, Jerry
;
Wang, Jian
;
Kellard, Neil
- In:
The journal of futures markets
31
(
2011
)
11
,
pp. 1076-1113
Persistent link: https://www.econbiz.de/10009355739
Saved in:
9
Exogenous shocks and information transmission in global copper futures markets
Yin, Libo
;
Han, Liyan
- In:
The journal of futures markets
33
(
2013
)
8
,
pp. 724-751
Persistent link: https://www.econbiz.de/10009779087
Saved in:
10
Jumping hedges : an examination of movements in copper spot and futures markets
Chan, Wing Hong
;
Young, Denise
- In:
The journal of futures markets
26
(
2006
)
2
,
pp. 169-188
Persistent link: https://www.econbiz.de/10003303876
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