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Volatility and price jumps in agricultural futures prices : evidence from wheat options
Koekebakker, Steen; Lien, Gudbrand - In: American journal of agricultural economics 86 (2004) 4, pp. 1018-1031
Persistent link: https://www.econbiz.de/10002388555
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The long-term structure of commodity futures
Na Jin; Lence, Sergio H.; Hart, Chad E.; Hayes, Dermot James - In: American journal of agricultural economics 94 (2012) 3, pp. 718-735
Persistent link: https://www.econbiz.de/10009576544
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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
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Bid-ask spreads, volume, and volatility : evidence from livestock markets
Frank, Julieta; García, Philip - In: American journal of agricultural economics 93 (2011) 1, pp. 209-225
Persistent link: https://www.econbiz.de/10009239483
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Fractional integration in agricultural futures price volatilities
Jin, Hyun J.; Frechette, Darren L. - In: American journal of agricultural economics 86 (2004) 2, pp. 432-443
Persistent link: https://www.econbiz.de/10002036301
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Jump processes in commodity futures prices and options pricing
Hilliard, Jimmy E.; Reis, Jorge - In: American journal of agricultural economics 81 (1999) 2, pp. 273-286
Persistent link: https://www.econbiz.de/10001387252
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The effects of decision making on futures price volatility
Hennessy, David A. - In: American journal of agricultural economics 78 (1996) 3, pp. 591-603
Persistent link: https://www.econbiz.de/10001210751
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The behavior of bid-ask spreads in the electronically-traded corn futures market
Wang, Xiaoyang; García, Philip; Irwin, Scott H. - In: American journal of agricultural economics 96 (2014) 2, pp. 557-577
Persistent link: https://www.econbiz.de/10010411881
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Price explosiveness, speculation, and grain futures prices
Etienne, Xiaoli L.; Irwin, Scott H.; García, Philip - In: American journal of agricultural economics 97 (2015) 1, pp. 65-87
Persistent link: https://www.econbiz.de/10011294281
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Use of futures markets for exports by less developed countries
Thompson, Sarahelen Remington - In: American journal of agricultural economics 67 (1985) 5, pp. 986-991
Persistent link: https://www.econbiz.de/10001011445