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Seasonality in petroleum futures spreads
Girma, Paul Berhanu - In: The journal of futures markets 18 (1998) 5, pp. 581-598
Persistent link: https://www.econbiz.de/10001247302
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The pattern of price linkages among commodities
Dorfman, Jeffrey H.; Karali, Berna - In: The journal of futures markets 34 (2014) 11, pp. 1062-1076
Persistent link: https://www.econbiz.de/10010508679
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An empirical examination of the relation between futures spreads volatility, volume, and open interest
Girma, Paul Berhanu; Mougoué, Mbodja - In: The journal of futures markets 22 (2002) 11, pp. 1083-11102
Persistent link: https://www.econbiz.de/10001713578
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Risk arbitrage opportunities in petroleum futures spreads
Girma, Paul Berhanu; Paulson, Albert S. - In: The journal of futures markets 19 (1999) 8, pp. 931-955
Persistent link: https://www.econbiz.de/10001443478
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Delivery horizon and grain market volatility
Karali, Berna; Dorfman, Jeffrey H.; Thurman, Walter N. - In: The journal of futures markets 30 (2010) 9, pp. 846-873
Persistent link: https://www.econbiz.de/10008900927