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Crude oil and agricultural futures : an analysis of correlation dynamics
Silvennoinen, Annastiina; Thorp, Susan - In: The journal of futures markets 36 (2016) 6, pp. 522-544
Persistent link: https://www.econbiz.de/10011568451
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Volatility and commodity price dynamics
Pindyck, Robert S. - In: The journal of futures markets 24 (2004) 11, pp. 1029-1047
Persistent link: https://www.econbiz.de/10002248629
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A maximal affine stochastic volatility model of oil prices
Hughen, W. Keener - In: The journal of futures markets 30 (2010) 2, pp. 101-133
Persistent link: https://www.econbiz.de/10003962429
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An empirical analysis of commodity pricing
Heaney, Richard A. - In: The journal of futures markets 26 (2006) 4, pp. 391-415
Persistent link: https://www.econbiz.de/10003304090
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Fractional dynamics in international commodity prices
Barkoulas, John T. - In: The journal of futures markets 17 (1997) 2, pp. 161-189
Persistent link: https://www.econbiz.de/10001218568
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Empirical performance of commodity pricing models : when is it worthwhile to use a stochastic volatility specification?
Cortazar, Gonzalo; Gutierrez, Simon; Ortega, Hector - In: The journal of futures markets 36 (2016) 5, pp. 457-487
Persistent link: https://www.econbiz.de/10011568444
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Valuation of futures and commodity options with information costs
Bellalah, Mondher - In: The journal of futures markets 19 (1999) 6, pp. 645-664
Persistent link: https://www.econbiz.de/10001410394
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The relationship between spot and futures prices : evidence from the crude oil market
Silvapulle, Param; Moosa, Imad A. - In: The journal of futures markets 19 (1999) 2, pp. 175-193
Persistent link: https://www.econbiz.de/10001369630
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Continuously traded options on discretely traded commodity futures contracts
Webb, Robert I.; Iwata, Gyoichi; Fujiwara, Koichi; … - In: The journal of futures markets 17 (1997) 6, pp. 633-666
Persistent link: https://www.econbiz.de/10001228028
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Volume and price relationships : hypothesis and testing for agricultural futures
Malliaris, Anastasios G. - In: The journal of futures markets 18 (1998) 1, pp. 53-72
Persistent link: https://www.econbiz.de/10001234360