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An autoregressive approach to modeling commodity prices as a quasi-fractional Brownian motion
Turvey, Calum Greig; Wongsasutthikul, Paitoon - In: Agricultural finance review 76 (2016) 1, pp. 54-75
Persistent link: https://www.econbiz.de/10011695541
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Agricultural price volatility and speculation by commodity index funds : a theoretical analysis
Gohin, Alexandre; Cordier, Jean - In: Agricultural finance review 77 (2017) 3, pp. 429-444
Persistent link: https://www.econbiz.de/10011799235
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Differences in opinions and the volatility-volume relationship on the Tokyo Grain Exchange
Eaves, James; Valero, Magali - In: Agricultural finance review 69 (2009) 2, pp. 180-195
Persistent link: https://www.econbiz.de/10003893912
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A relaxed lattice option pricing model : implied skewness and kurtosis
Ji, Dasheng; Brorsen, B. Wade - In: Agricultural finance review 69 (2009) 3, pp. 268-283
Persistent link: https://www.econbiz.de/10003919645
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Nonparametric estimation of market risk : an application to agricultural commodity futures
Sam, Abdoul G. - In: Agricultural finance review 70 (2010) 2, pp. 285-297
Persistent link: https://www.econbiz.de/10008737452
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Cooperative risk management, rationale, and effectiveness : the case of dairy cooperatives
Manfredo, Mark R.; Richards, Timothy J. - In: Agricultural finance review 67 (2007) 2, pp. 311-339
Persistent link: https://www.econbiz.de/10003665961
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Evaluating risk management strategies for Pacific Northwest grain producers
Makus, Larry D.; Wang, H. Holly; Chen, Xiaomei - In: Agricultural finance review 67 (2007) 2, pp. 357-375
Persistent link: https://www.econbiz.de/10003665985
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Are the Tokyo grain exchange non-genetically modified organism (non-GMO) and conventional soybean futures markets integrated?
Aruga, Kentaka - In: Agricultural finance review 71 (2011) 1, pp. 84-97
Persistent link: https://www.econbiz.de/10009229443
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Efficiency in agricultural commodity futures markets in India
Ali, Jabir; Gupta, Kriti Bardhan - In: Agricultural finance review 71 (2011) 2, pp. 162-178
Persistent link: https://www.econbiz.de/10009529850
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Determining the effectiveness of optimal time-varying hedge ratios for cattle feeders under multiproduct and single commodity settings
Tejeda, Hernan; Feuz, Dillon M. - In: Agricultural finance review 74 (2014) 2, pp. 217-235
Persistent link: https://www.econbiz.de/10011304620