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A deep learning-based financial hedging approach for the effective management of commodity risks
Hu, Yan; Ni, Jian - In: The journal of futures markets 44 (2024) 6, pp. 879-900
Persistent link: https://www.econbiz.de/10014536702
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Concentrated production and conditional heavy tails in commodity returns
Merener, Nicolas - In: The journal of futures markets 36 (2016) 1, pp. 46-65
Persistent link: https://www.econbiz.de/10011567540
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Crude oil and agricultural futures : an analysis of correlation dynamics
Silvennoinen, Annastiina; Thorp, Susan - In: The journal of futures markets 36 (2016) 6, pp. 522-544
Persistent link: https://www.econbiz.de/10011568451
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Volatility and commodity price dynamics
Pindyck, Robert S. - In: The journal of futures markets 24 (2004) 11, pp. 1029-1047
Persistent link: https://www.econbiz.de/10002248629
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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
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An empirical analysis of commodity pricing
Heaney, Richard A. - In: The journal of futures markets 26 (2006) 4, pp. 391-415
Persistent link: https://www.econbiz.de/10003304090
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Globally distributed production and the pricing of CME commodity futures
Merener, Nicolas - In: The journal of futures markets 35 (2015) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10011346184
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Fractional dynamics in international commodity prices
Barkoulas, John T. - In: The journal of futures markets 17 (1997) 2, pp. 161-189
Persistent link: https://www.econbiz.de/10001218568
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The asymmetric commodity inventory effect on the optimal hedge ratio
Carpantier, Jean-François; Samkharadze, Besik - In: The journal of futures markets 33 (2013) 9, pp. 868-888
Persistent link: https://www.econbiz.de/10009779061
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A reappraisal of the performance of corn and soybean new crop futures
Zulauf, Carl R. (contributor) - In: The journal of futures markets 19 (1999) 5, pp. 603-618
Persistent link: https://www.econbiz.de/10001410437