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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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Stochastic convenience yield and the pricing of oil contingent claims
Gibson, Rajna - In: The journal of finance : the journal of the American … 45 (1990) 3, pp. 956-976
Persistent link: https://www.econbiz.de/10001090931
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Estimating the strategic value of long-term forward purchase contracts using auction models
Parsons, John E. - In: The journal of finance : the journal of the American … 44 (1989) 4, pp. 981-1010
Persistent link: https://www.econbiz.de/10001072854
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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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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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Empirical performance of alternative option pricing models
Bakshi, Gurdip S. - In: The journal of finance : the journal of the American … 52 (1997) 5, pp. 2003-2049
Persistent link: https://www.econbiz.de/10001232333
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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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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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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
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An empirical investigation of the market for Comex gold futures options
Bailey, Warren - In: The journal of finance : the journal of the American … 42 (1987) 5, pp. 1187-1194
Persistent link: https://www.econbiz.de/10001055479