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A comparison of the convenience yield and interest-adjusted basis
Fouquau, Julien; Six, Pierre - In: Finance research letters 14 (2015), pp. 142-149
Persistent link: https://www.econbiz.de/10011552697
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Analyzing herding behavior in commodities markets : an empirical approach
Raimundo Júnior, Gerson de Souza; Palazzi, Rafael Baptista - In: Finance research letters 35 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012438346
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Measuring the hedging effectiveness of commodities
Chunhachinda, Pornchai; DeBoyrie, Maria Eugenia; … - In: Finance research letters 30 (2019), pp. 201-207
Persistent link: https://www.econbiz.de/10012420488
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The dollar’s ”Convenience Yield”
Robe, Michel A. - In: Finance research letters 48 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013461710
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Nonlinear relationships in soybean commodities Pairs trading-test by deep reinforcement learning
Liu, Bruce Jianhe; Lu, Luze; Zong, Xiangyu; Xie, Baao - In: Finance research letters 58 (2023) 3, pp. 1-8
Persistent link: https://www.econbiz.de/10014636507
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A note on minimum riskiness hedge ratio
Ehsani, Sina; Lien, Da-hsiang Donald - In: Finance research letters 15 (2015), pp. 11-17
Persistent link: https://www.econbiz.de/10011552910
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The computational property of the Aumann-Serrano performance index under risk-averse and risk-loving preference
Hodoshima, Jiro - In: Finance research letters 39 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012805213
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Modeling dynamic higher moments of crude oil futures
Huang, Zhuo; Liang, Fang; Wang, Tianyi; Li, Chao - In: Finance research letters 39 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012805140
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Macroeconomic attention and oil futures volatility prediction
Liu, Shan; Li, Ziwei - In: Finance research letters 57 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014505944
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Analyzing commodity futures and stock market indices : hedging strategies using asymmetric dynamic conditional correlation models
Alshammari, Saad; Obeid, Hassan - In: Finance research letters 56 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014473654