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Why do expiring futures and cash prices diverge for grain markets?
Aulerich, Nicole M.; Fishe, Raymond P. H.; Harris, … - In: The journal of futures markets 31 (2011) 6, pp. 503-533
Persistent link: https://www.econbiz.de/10009009219
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Effects of reduced government deficiency payments on post-harvest wheat marketing strategies
Adam, Brian D.; Betts, Steven; Brorsen, B. Wade - In: The journal of futures markets 20 (2000) 3, pp. 243-263
Persistent link: https://www.econbiz.de/10001485239
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Hedging hard red winter wheat : Kansas City versus Chicago
Brorsen, B. Wade - In: The journal of futures markets 18 (1998) 4, pp. 449-466
Persistent link: https://www.econbiz.de/10001242638
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Long-term futures curves and seasonal structures of wheat in the European Union and the United States
Lence, Sergio H.; Ott, Hervé G.; Hart, Chad E. - In: The journal of futures markets 33 (2013) 12, pp. 1118-1142
Persistent link: https://www.econbiz.de/10010209091
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Potential use of futures markets for international marketing of Côte d'Ivoire coffee
Ouattara, Korotoumou - In: The journal of futures markets 10 (1990) 2, pp. 113-121
Persistent link: https://www.econbiz.de/10001128103
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Oil volatility and the option value of waiting : an analysis of the G-7
Bredin, Donal; Elder, John; Fountas, Stilianos - In: The journal of futures markets 31 (2011) 7, pp. 679-702
Persistent link: https://www.econbiz.de/10009009212
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A new look at the forward premium "puzzle"
Al-Zoubi, Haitham A. - In: The journal of futures markets 31 (2011) 7, pp. 599-628
Persistent link: https://www.econbiz.de/10009009215
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A new look at hedging with derivatives : will firms reduce market risk exposure?
Bali, Turan G.; Hume, Susan R.; Martell, Terrence F. - In: The journal of futures markets 27 (2007) 11, pp. 1053-1083
Persistent link: https://www.econbiz.de/10003627056
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The effect of multiple listings on the bid-ask spread in option markets : the case of Montreal Exchange
Khoury, Nabil T.; Fischer, Klaus P. - In: The journal of futures markets 22 (2002) 10, pp. 939-957
Persistent link: https://www.econbiz.de/10001696753
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Bivariate GARCH estimation of the optimal hedge ratios for stock index futures : a note
Park, Tae H. - In: The journal of futures markets 15 (1995) 1, pp. 61-67
Persistent link: https://www.econbiz.de/10001178117