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Cointegration analysis with structural breaks and deterministic trends : an application to the Canadian dollar
Chaban, Maxym - In: Applied economics 42 (2010) 22/24, pp. 3021-3037
Persistent link: https://www.econbiz.de/10008748174
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Commodity prices and the AUD-Yen exchange rate : a real-time forecasting analysis
Rohloff, Sebastian - In: Applied economics 51 (2019) 13, pp. 1360-1382
Persistent link: https://www.econbiz.de/10012196543
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Options-based forecasts of futures prices in the presence of limit moves
Egelkraut, Thorsten Michael; García, Philip; Sherrick, … - In: Applied economics 39 (2007) 1/3, pp. 145-152
Persistent link: https://www.econbiz.de/10003427270
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A bivariate Markov regime switching GARCH approach to estimate time varying minimum variance hedge ratios
Lee, Hsiang-tai; Yoder, Jonathan K. - In: Applied economics 39 (2007) 10/12, pp. 1253-1265
Persistent link: https://www.econbiz.de/10003511726
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What explains long memory in futures price volatility?
Power, G. J.; Turvey, Calum Greig - In: Applied economics 43 (2011) 22/24, pp. 3395-3404
Persistent link: https://www.econbiz.de/10009357366
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Trading grain now and then : the relative performance of early grain-futures markets
Santos, Joseph M. - In: Applied economics 45 (2013) 1/3, pp. 287-298
Persistent link: https://www.econbiz.de/10009713039
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Market volatility and the dynamic hedging of multi-commodity price risk
Power, Gabriel J.; Vedenov, Dmitry V.; Anderson, David P.; … - In: Applied economics 45 (2013) 25/27, pp. 3891-3903
Persistent link: https://www.econbiz.de/10010345840
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Returns to individual traders in agricultural futures markets : skill or luck?
Aulerich, Nicole M.; Irwin, Scott H.; García, Philip - In: Applied economics 45 (2013) 25/27, pp. 3650-3666
Persistent link: https://www.econbiz.de/10010345884
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Hedging against bunker price fluctuations using petroleum futures contracts : constant versus time-varying hedge ratios
Alizadeh-Masoodian, Amir H.; Kavussanos, Manolis G.; … - In: Applied economics 36 (2004) 12, pp. 1337-1353
Persistent link: https://www.econbiz.de/10002127881
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The propensity to hedge using futures contracts : the case of potato futures contracts
Chelley-Steeley, Patricia L.; Lavers, Claire - In: Applied economics 37 (2005) 18, pp. 2143-2146
Persistent link: https://www.econbiz.de/10003180508