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International trading - nontrading time effects on risk estimation in futures markets
Hill, Joanne M. - In: The journal of futures markets 10 (1990) 4, pp. 407-423
Persistent link: https://www.econbiz.de/10001128007
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Hedge ratios under inherent risk reduction in a commodity complex
Tzang, Dah-nein - In: The journal of futures markets 10 (1990) 5, pp. 497-504
Persistent link: https://www.econbiz.de/10001094584
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Export import risks at alternative stages of US grain export trade
Hauser, Robert J. - In: The journal of futures markets 13 (1993) 6, pp. 579-595
Persistent link: https://www.econbiz.de/10001149387
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Derivatives and the price of risk
Bollen, Nicolas P. B. - In: The journal of futures markets 17 (1997) 7, pp. 839-854
Persistent link: https://www.econbiz.de/10001228456
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The systematic risk of futures contracts
Kolb, Robert W. - In: The journal of futures markets 16 (1996) 6, pp. 631-654
Persistent link: https://www.econbiz.de/10001207046
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An empirical test of the effect of basis risk on cash market positions
Netz, Janet S. - In: The journal of futures markets 16 (1996) 3, pp. 289-311
Persistent link: https://www.econbiz.de/10001198875
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Simple risk measures when hedging commodities using foreign markets : a note
Novak, Frank S. - In: The journal of futures markets 16 (1996) 2, pp. 211-217
Persistent link: https://www.econbiz.de/10001198880
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Ex ante basis risk in the live hog futures contract : has hedgers' risk increased?
García, Philip - In: The journal of futures markets 16 (1996) 4, pp. 421-440
Persistent link: https://www.econbiz.de/10001198897
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Informational content in historical CTA performance
McCarthy, David J. - In: The journal of futures markets 17 (1997) 3, pp. 317-339
Persistent link: https://www.econbiz.de/10001221314
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Risk premiums in futures markets : an empirical investigation
Raynauld, Jacques - In: The journal of futures markets 4 (1984) 2, pp. 189-211
Persistent link: https://www.econbiz.de/10001082997