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Bias and backwardation in natural gas futures prices
Movassagh, Nahid; Modjtahedi, Bagher - In: The journal of futures markets 25 (2005) 3, pp. 281-308
Persistent link: https://www.econbiz.de/10002647735
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A filtering process to remove the stochastic component from intraday seasonal volatility
Cho, Jang Hyung; Daigler, Robert T. - In: The journal of futures markets 34 (2014) 5, pp. 479-495
Persistent link: https://www.econbiz.de/10010370879
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Investigating the PPP hypothesis using constructed US dollar equilibrium exchange rate misalignments over the post-Bretton Woods period
Grossmann, Axel; Simpson, Marc W.; Ozuna, Teofilo - In: Journal of economics and finance 38 (2014) 2, pp. 235-268
Persistent link: https://www.econbiz.de/10010490982
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Implied risk neutral densities from option prices : hypergeometric, spline, lognormal, and edgeworth functions
Santos, André; Guerra, João - In: The journal of futures markets 35 (2015) 7, pp. 655-678
Persistent link: https://www.econbiz.de/10011405462
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Estimating volatility transmission between oil prices and the US Dollar exchange rate under structural breaks
Anjum, Hassan - In: Journal of economics and finance 43 (2019) 4, pp. 750-763
Persistent link: https://www.econbiz.de/10012385205
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Rational expectations and market efficiency in the U.S live cattle futures market : the role of proprietary information
Schaefer, Matthew P.; Myers, Robert J.; Koontz, Stephen R. - In: The journal of futures markets 24 (2004) 5, pp. 429-451
Persistent link: https://www.econbiz.de/10002012483
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Standard and Poor's depository receipts and the performance of the S&P 500 index futures market
Switzer, Lorne N.; Varson, Paula L.; Zghidi, Samia - In: The journal of futures markets 20 (2000) 8, pp. 705-716
Persistent link: https://www.econbiz.de/10001523752
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(Micro) fads in asset prices : evidence from the futures market
Gay, Gerald D. (contributor) - In: The journal of futures markets 14 (1994) 6, pp. 637-659
Persistent link: https://www.econbiz.de/10001171312
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Linear dependence, nonlinear dependence and petroleum futures market efficiency
Fujihara, Roger Arnold - In: The journal of futures markets 17 (1997) 1, pp. 75-99
Persistent link: https://www.econbiz.de/10001216341
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An examination of the relationship between stock index cash and futures markets : a cointegration approach
Pizzi, Michael A. - In: The journal of futures markets 18 (1998) 3, pp. 297-305
Persistent link: https://www.econbiz.de/10001242653