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Maturity effects in futures contracts on the SAFEX market

Motengwe, Chris; Alagidede, Paul - In: Agrekon : agricultural economics research, policy and … 55 (2016) 4, pp. 331-355

Persistent link: https://www.econbiz.de/10011733945

Are price limits cooling off agricultural futures markets?

He, Xinyue; Serra, Teresa - In: American journal of agricultural economics 104 (2022) 5, pp. 1724-1746

Persistent link: https://www.econbiz.de/10013466145

Robust portfolio choice with derivative trading under stochastic volatility

Escobar, Marcos; Ferrando, Sebastian; Rubtsov, Alexey - In: Journal of banking & finance 61 (2015), pp. 142-157

Persistent link: https://www.econbiz.de/10011545164

The effects of transaction costs and illiquidity on the prices of volatility derivatives

Dilloo, Mehzabeen Jumanah; Tangman, Désiré Yannick - In: The journal of computational finance 25 (2021) 1, pp. 51-75

Persistent link: https://www.econbiz.de/10012672309

Financial contagion in the futures markets amidst global geo-economic events

Zainudin, Ahmad Danial; Azhar Mohamad - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 288-308

Persistent link: https://www.econbiz.de/10012656295

Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model

Mehrdoust, Farshid; Noorani, Idin - In: Mathematics and financial economics 15 (2021) 3, pp. 501-543

Persistent link: https://www.econbiz.de/10012586206

Portfolio strategies for volatility investing

Campasano, Jim - In: The journal of alternative investments : JAI 24 (2021) 1, pp. 43-60

Persistent link: https://www.econbiz.de/10012613087

Intraday liquidity in soybean complex futures markets

Boer, Thomas A. P. de; Gardebroek, Cornelis; Pennings, … - In: The journal of futures markets 42 (2022) 7, pp. 1189-1211

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Excess Volatility in the Term Structure of Interest Rates, in Share Prices and in Eurozone Derivatives

Santini, Amia - 2022

relatively newer field of study: derivative instruments. Previous results of excess volatility, recovered with a worldwide focus …1 Abstract -- 2 Introduction -- 3 Chapter I: Literature on the subject of excess volatility -- 4 Chapter II: Excess … volatility beyond discount rates -- 5 Chapter III: Evidence of excess volatility in the Eurozone market -- 6 Conclusions. …

Persistent link: https://www.econbiz.de/10013192353

Trading signals in VIX futures

Avellaneda, Marco; Li, Thomas Nanfeng; Papanicolaou, Andrew - In: Applied mathematical finance 28 (2021) 3, pp. 275-298

Persistent link: https://www.econbiz.de/10013171072

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