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Excess demand and price formation during a Walrasian auction
Eaves, James; Melvin, Michael; Mohapatra, Sandeep - In: Journal of empirical finance 15 (2008) 3, pp. 533-548
Persistent link: https://www.econbiz.de/10003759595
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Time-variations in commodity price jumps
Diewald, Laszlo; Prokopczuk, Marcel; Wese Simen, Chardin - In: Journal of empirical finance 31 (2015), pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
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Market sentiment in commodity futures returns
Gao, Lin; Süss, Stephan - In: Journal of empirical finance 33 (2015), pp. 84-103
Persistent link: https://www.econbiz.de/10011556855
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Price dynamics in refined petroleum spot and futures markets
Ng, Victor K. - In: Journal of empirical finance 2 (1996) 4, pp. 359-388
Persistent link: https://www.econbiz.de/10001208684
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Asset storability and the informational content of inter-temporal prices
Covey, Ted - In: Journal of empirical finance 2 (1995) 2, pp. 103-115
Persistent link: https://www.econbiz.de/10001183232
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A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh; Nielsen, Morten Ørregaard; Xu, Ke - In: Journal of empirical finance 38 (2016), pp. 623-639
Persistent link: https://www.econbiz.de/10011663388
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The impact of liquidity risk in the Chinese banking system on the global commodity markets
Jo, Yonghwan; Kim, Jihee; Santos, Francisco - In: Journal of empirical finance 66 (2022), pp. 23-50
Persistent link: https://www.econbiz.de/10013370586
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Futures contract collateralization and its implications
Jarrow, Robert A.; Kwok, Simon Sai Man - In: Journal of empirical finance 74 (2023), pp. 1-25
Persistent link: https://www.econbiz.de/10014477096