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1
Determinants of the crude oil futures curve : inventory, consumption and
volatility
Nikitopoulos, Christina Sklibosios
;
Squires, Matthew
; …
- In:
Journal of banking & finance
84
(
2017
),
pp. 53-67
Persistent link: https://www.econbiz.de/10011816836
Saved in:
2
Forecasting option smile dynamics
Le, Van
;
Zurbruegg, Ralf
- In:
International review of financial analysis
35
(
2014
),
pp. 32-45
Persistent link: https://www.econbiz.de/10010529632
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3
Liquidity, credit quality, and the relation between
volatility
and trading activity : evidence from the corporate bond market
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of banking & finance
50
(
2015
),
pp. 183-203
Persistent link: https://www.econbiz.de/10010509587
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4
What drives the
volume-volatility
relationship on Euronext Paris?
Louhichi, Wae͏̈l
- In:
International review of financial analysis
20
(
2011
)
4
,
pp. 200-206
Persistent link: https://www.econbiz.de/10009295712
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5
Dynamic spillover effects in futures markets : UK and US evidence
Antonakakis, Nikolaos
;
Floros, Christos
;
Kizys, Renatas
- In:
International review of financial analysis
48
(
2016
),
pp. 406-418
Persistent link: https://www.econbiz.de/10011624538
Saved in:
6
Stock returns, trading
volume
, and
volatility
: the case of African stock markets
Ngene, Geoffrey M.
;
Mungai, Ann Nduati
- In:
International review of financial analysis
82
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013426476
Saved in:
7
Economic linkages across commodity futures : hedging and trading implications
Chng, Michael T.
- In:
Journal of banking & finance
33
(
2009
)
5
,
pp. 958-970
Persistent link: https://www.econbiz.de/10003836460
Saved in:
8
Computing the market price of
volatility
risk in the energy commodity markets
Doran, James S.
;
Ronn, Ehud I.
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2541-2552
Persistent link: https://www.econbiz.de/10003795774
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9
The Samuelson hypothesis in futures markets : an analysis using intraday data
Huu Nhan Duong
;
Kalev, Petko S.
- In:
Journal of banking & finance
32
(
2008
)
4
,
pp. 489-500
Persistent link: https://www.econbiz.de/10003707624
Saved in:
10
Pricing of derivatives on commodity indices
Rauch, Johannes
;
Krayzler, Mikhail
;
Brunner, Bernhard
; …
- In:
International review of financial analysis
29
(
2013
),
pp. 143-151
Persistent link: https://www.econbiz.de/10010244113
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