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Remodelling the Working-Kaldor curve : the roles of scarcity, time to maturity and time to harvest
Carbonez, Katelijne A. E.; Nguyen, Thi Tuong Van; … - In: European review of agricultural economics : ERAE 39 (2012) 3, pp. 459-487
Persistent link: https://www.econbiz.de/10009656783
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Causality between market liquidity and depth for energy and grains
Sari, Ramazan; Hammoudeh, Shawkat; Chang, Chia-Lin; … - In: Energy economics 34 (2012) 5, pp. 1683-1692
Persistent link: https://www.econbiz.de/10009687959
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Hedging with two futures contracts : simplicity pays
Carbonez, Katelijne A. E.; Nguyen, Thi Tuong Van; … - In: European financial management : the journal of the … 17 (2011) 5, pp. 806-834
Persistent link: https://www.econbiz.de/10009388244
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The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
Liu, Peng; Tang, Ke - In: Journal of empirical finance 18 (2011) 2, pp. 211-224
Persistent link: https://www.econbiz.de/10009301130
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Comparison of commodity future pricing approaches with cointegration techniques
Stepanek, Christian - In: Journal of financial engineering 2 (2015) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10010528391
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Commodity price dynamics and derivative valuation : a review
Back, Janis; Prokopczuk, Marcel - In: International journal of theoretical and applied finance 16 (2013) 6, pp. 1-30
Persistent link: https://www.econbiz.de/10010197182
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The stochastic seasonal behavior of energy commodity convenience yields
García Mirantes, Andrés; Población, Javier; Serna, … - In: Energy economics 40 (2013), pp. 155-166
Persistent link: https://www.econbiz.de/10010349595
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Approximation for convenience yield with mean-reverting commodity price
Zhao, Qiang; Gu, Guiding - In: Journal of mathematical finance 5 (2015) 3, pp. 233-242
Persistent link: https://www.econbiz.de/10011438485
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Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield
Mellios, Constantin; Six, Pierre; Anh Ngoc Lai - In: European journal of operational research : EJOR 250 (2016) 2, pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
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Futures basis, inventory and commodity price volatility : an empirical analysis
Symeonidis, Lazaros; Prokopczuk, Marcel; Brooks, Chris; … - In: Economic modelling 29 (2012) 6, pp. 2651-2663
Persistent link: https://www.econbiz.de/10009673627