Narrow search
Showing 1 - 8 of 8
Cover Image
Are commodity prices mean reverting?
Andersson, Henrik - In: Applied financial economics 17 (2007) 10/12, pp. 769-783
Persistent link: https://www.econbiz.de/10003537543
Cover Image
Execution edge of pit traders and intraday price ranges of soft commodities
Kliakhandler, Igor L. - In: Applied financial economics 17 (2007) 4/6, pp. 343-350
Persistent link: https://www.econbiz.de/10003446026
Cover Image
Modelling time-vaying conditionl correlations in the volatility of Tapus oil spot and forward returns
Manera, Matteo; McAleer, Michael; Grasso, Margherita - In: Applied financial economics 16 (2006) 7, pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
Cover Image
A systematic modelling strategy for futures markets volatility
Carvalho, Ana Filipa; Costa, José Sá da; Lopes, José … - In: Applied financial economics 16 (2006) 11, pp. 819-833
Persistent link: https://www.econbiz.de/10003351005
Cover Image
A TARCH examination of the return volatility-volume relationship in electricity futures
Hadsell, Lester - In: Applied financial economics 16 (2006) 12, pp. 893-901
Persistent link: https://www.econbiz.de/10003377843
Cover Image
Crude oil hedging strategy : new evidence from the data of the financial crisis
Toyoshima, Yuki; Nakajima, Tadahiro; Hamori, Shigeyuki - In: Applied financial economics 23 (2013) 10/12, pp. 1033-1041
Persistent link: https://www.econbiz.de/10009772197
Cover Image
The linkage between aggregate stock market investor sentiment and commodity futures returns
Zheng, Yao - In: Applied financial economics 24 (2014) 22/24, pp. 1491-1513
Persistent link: https://www.econbiz.de/10010460087
Cover Image
Price spread and convenience yield behaviour in the international oil market
Milonas, Nikolaos T.; Henker, Thomas - In: Applied financial economics 11 (2001) 1, pp. 23-36
Persistent link: https://www.econbiz.de/10001545380