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Spot and futures prices and the law of one price
Protopapadakis, Aris; Stoll, Hans R. - In: The journal of finance : the journal of the American … 38 (1983) 5, pp. 1431-1455
Persistent link: https://www.econbiz.de/10003658182
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Efficient analytic approximation of American option values
Barone-Adesi, Giovanni - In: The journal of finance : the journal of the American … 42 (1987) 2, pp. 301-320
Persistent link: https://www.econbiz.de/10001047785
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Equilibrium forward curves for commodities
Routledge, Bryan R.; Seppi, Duane J.; Spatt, Chester S. - In: The journal of finance : the journal of the American … 55 (2000) 3, pp. 1297-1338
Persistent link: https://www.econbiz.de/10001497602
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Parameter-based decision making under estimation risk : an application to futures trading
Lence, Sergio H. - In: The journal of finance : the journal of the American … 49 (1994) 1, pp. 345-357
Persistent link: https://www.econbiz.de/10001169030
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Backwardation in oil futures markets : theory and empirical evidence
Litzenberger, Robert H. - In: The journal of finance : the journal of the American … 50 (1995) 5, pp. 1517-1545
Persistent link: https://www.econbiz.de/10001191710
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Default premiums in commodity markets : theory and evidence
Bailey, Warren - In: The journal of finance : the journal of the American … 46 (1991) 3, pp. 1071-1093
Persistent link: https://www.econbiz.de/10001110296
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Dual trading in futures markets
Fishman, Michael J. - In: The journal of finance : the journal of the American … 47 (1992) 2, pp. 643-671
Persistent link: https://www.econbiz.de/10001128126
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Macroeconomic influences and the variability of the commodity futures basis
Bailey, Warren - In: The journal of finance : the journal of the American … 48 (1993) 2, pp. 555-573
Persistent link: https://www.econbiz.de/10001152172
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An equilibrium analysis of hedging with liquidity constraints, speculation, and government price subsidy in a commodity market
Zhou, Zhongquan - In: The journal of finance : the journal of the American … 53 (1998) 5, pp. 1705-1736
Persistent link: https://www.econbiz.de/10001248613
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Can futures market data be used to understand the behavior of real interest rates?
Mishkin, Frederic S. - In: The journal of finance : the journal of the American … 45 (1990) 1, pp. 245-257
Persistent link: https://www.econbiz.de/10001084194