Narrow search
Showing 1 - 10 of 82
Cover Image
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
Cover Image
Do long-short speculators destabilize commodity futures markets?
Miffre, Joëlle; Brooks, Chris - In: International review of financial analysis 30 (2013), pp. 230-240
Persistent link: https://www.econbiz.de/10010460310
Cover Image
Returns and volatilities of energy futures markets : roles of speculative and hedging sentiments
Chen, Rongda; Wei, Bo; Jin, Chenglu; Liu, Jia - In: International review of financial analysis 76 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012805056
Cover Image
Impact of speculation and economic uncertainty on commodity markets
Andreasson, Pierre; Bekiros, Stelios; Nguyen, Duc Khuong; … - In: International review of financial analysis 43 (2016), pp. 115-127
Persistent link: https://www.econbiz.de/10011623721
Cover Image
Is idiosyncratic volatility priced in commodity futures markets?
Fernandez-Perez, Adrian; Fuertes, Ana María; Miffre, … - In: International review of financial analysis 46 (2016), pp. 219-226
Persistent link: https://www.econbiz.de/10011581812
Cover Image
Oil futures volatility predictability : new evidence based on machine learning models
Lu, Xinjie; Ma, Feng; Xu, Jin; Zhang, Zehui - In: International review of financial analysis 83 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013460875
Cover Image
Does economic policy uncertainty drive nonlinear risk spillover in the commodity futures market?
Ren, Ying-hua; Tan, Anqi; Zhu, Huiming; Zhao, Wanru - In: International review of financial analysis 81 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013375403
Cover Image
Pricing commodity futures options in the Schwartz multi factor model with stochastic volatility : an asymptotic method
Chen, Jilong; Ewald, Christian-Oliver - In: International review of financial analysis 52 (2017), pp. 144-151
Persistent link: https://www.econbiz.de/10011868721
Cover Image
Asymmetry, tail risk and time series momentum
Liu, Zhenya; Lu, Shanglin; Wang, Shixuan - In: International review of financial analysis 78 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013255854
Cover Image
Volatility spillovers and hedging strategies between impact investing and agricultural commodities
Banerjee, Ameet Kumar; Akhtaruzzaman, Md.; Sensoy, Ahmet; … - In: International review of financial analysis 94 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014543920