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The design and pricing of fixed- and moving-window contracts : an application of Asian-basket option pricing methods to the hog-finishing sector
Shao, Renyuan; Roe, Brian - In: The journal of futures markets 23 (2003) 11, pp. 1047-1073
Persistent link: https://www.econbiz.de/10001795037
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Dynamic hedging with futures : a copula-based GARCH model
Hsu, Chih-chiang; Tseng, Chih-Ping; Wang, Yaw-Huei - In: The journal of futures markets 28 (2008) 11, pp. 1095-1116
Persistent link: https://www.econbiz.de/10003770071
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Minimum variance cross hedging under mean-reverting spreads, stochastic convenience yields, and jumps : application to the airline industry
Bertus, Mark; Godbey, Jonathan; Hilliard, Jimmy E. - In: The journal of futures markets 29 (2009) 8, pp. 736-756
Persistent link: https://www.econbiz.de/10003897846
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A new look at hedging with derivatives : will firms reduce market risk exposure?
Bali, Turan G.; Hume, Susan R.; Martell, Terrence F. - In: The journal of futures markets 27 (2007) 11, pp. 1053-1083
Persistent link: https://www.econbiz.de/10003627056
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Momentum in international commodity futures markets
Kang, Jangkoo; Kwon, Kyungyoon - In: The journal of futures markets 37 (2017) 8, pp. 803-835
Persistent link: https://www.econbiz.de/10011950886
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Foreign exchange futures volatility : day-of-the-week, intraday, and maturity patterns in the presence of macroeconomic announcements
Han, Li-ming; Kling, John L.; Sell, Clifford W. - In: The journal of futures markets 19 (1999) 6, pp. 665-693
Persistent link: https://www.econbiz.de/10001410397
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Harvest contract price volatility for cotton
Hudson, Darren; Coble, Keith - In: The journal of futures markets 19 (1999) 6, pp. 717-733
Persistent link: https://www.econbiz.de/10001410406
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Do S&P 500 index options violate the martingale restriction?
Strong, Norman; Xu, Xinzhong - In: The journal of futures markets 19 (1999) 5, pp. 499-521
Persistent link: https://www.econbiz.de/10001410411
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A reappraisal of the performance of corn and soybean new crop futures
Zulauf, Carl R. (contributor) - In: The journal of futures markets 19 (1999) 5, pp. 603-618
Persistent link: https://www.econbiz.de/10001410437
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Regime switching and cointegration tests of the efficiency of futures markets
Chow, Ying-Foon - In: The journal of futures markets 18 (1998) 8, pp. 871-901
Persistent link: https://www.econbiz.de/10001352412