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Futures market hedging and the behavior of commodity prices
Chatrath, Arjun; Song, Frank M.; Kit, Pong Wong - 2001
Persistent link: https://www.econbiz.de/10001644475
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Do commodity traders herd?
Adrangi, Bahram; Chatrath, Arjun - In: The financial review : the official publication of the … 43 (2008) 3, pp. 461-476
Persistent link: https://www.econbiz.de/10003755378
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A semiparametric estimation of the optimal hedge ratio
Ai, Chunrong; Chatrath, Arjun; Song, Frank M. - In: The quarterly review of economics and finance : journal … 47 (2007) 2, pp. 366-381
Persistent link: https://www.econbiz.de/10003492932
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The forecasting efficacy of risk-neutral mopments for crude oil volatility
Chatrath, Arjun; Miao, Hong; Ramchander, Sanjay; Wang, … - In: Journal of forecasting 34 (2015) 3, pp. 177-190
Persistent link: https://www.econbiz.de/10011305272
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Nonlinear dependence in gold and silver futures : is it chaos?
Chatrath, Arjun; Adrangi, Bahram; Shank, Todd - In: The American economist : journal of Omnicron Delta … 45 (2001) 2, pp. 25-32
Persistent link: https://www.econbiz.de/10001696921
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The impact of margins in futures markets : evidence from the gold and silver markets
Chatrath, Arjun; Adrangi, Bahram; Allender, Mary Elizabeth - In: The quarterly review of economics and finance : journal … 41 (2001) 2, pp. 279-294
Persistent link: https://www.econbiz.de/10001579686
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Margin requirements and futures activity : evidence from the soybean and corn markets
Adrangi, Bahram; Chatrath, Arjun - In: The journal of futures markets 19 (1999) 4, pp. 433-455
Persistent link: https://www.econbiz.de/10001378224
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Commitment of traders, basis behavior, and the issue of risk premia in futures markets
Chatrath, Arjun - In: The journal of futures markets 17 (1997) 6, pp. 707-731
Persistent link: https://www.econbiz.de/10001228025