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The effects of economic news on commodity prices
Roache, Shaun K. - In: The quarterly review of economics and finance : journal … 50 (2010) 3, pp. 377-385
Persistent link: https://www.econbiz.de/10009247695
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Commodity futures prices : more evidence on forecast power, risk premia and the theory of storage
Brooks, Chris; Prokopczuk, Marcel; Wu, Yingying - In: The quarterly review of economics and finance : journal … 53 (2013) 1, pp. 73-85
Persistent link: https://www.econbiz.de/10009721369
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Return and volatility co-movement in commodity futures markets : the effects of liquidity risk
Zhang, Yongmin; Ding, Shusheng - In: Quantitative finance 18 (2018) 9, pp. 1471-1486
Persistent link: https://www.econbiz.de/10011913167
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Pricing commodity index options
Manzano-Herrero, Alberto Pedro; Nastasi, Emanuele; … - In: Quantitative finance 23 (2023) 2, pp. 297-308
Persistent link: https://www.econbiz.de/10014232638
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Financial development curse in resource-rich countries : the role of commodity price shocks
Mlachila, Montfort; Ouedraogo, Rasmane - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 84-96
Persistent link: https://www.econbiz.de/10012417213
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Commodity price shocks, growth and structural transformation in low-income countries
McGregor, Thomas - In: The quarterly review of economics and finance : journal … 65 (2017), pp. 285-303
Persistent link: https://www.econbiz.de/10011792494
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Do the pure martingale and joint normality hypotheses hold for futures contracts? : implications for the optimal hedge ratios
Chen, Sheng-syan; Lee, Cheng F.; Shrestha, Keshab - In: The quarterly review of economics and finance : journal … 48 (2008) 1, pp. 153-174
Persistent link: https://www.econbiz.de/10003683377
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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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Wavelet domain correlation between the futures prices of natural gas and oil
Tonn, Victor Lux; Li, H. C.; McCarthy, Joseph - In: The quarterly review of economics and finance : journal … 50 (2010) 4, pp. 408-414
Persistent link: https://www.econbiz.de/10009247691
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Aggressive dealer pricing
Locke, Peter R.; Pattarake Sarajoti - In: The quarterly review of economics and finance : journal … 44 (2004) 4, pp. 559-573
Persistent link: https://www.econbiz.de/10002375626