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Jumping hedges : an examination of movements in copper spot and futures markets
Chan, Wing Hong; Young, Denise - In: The journal of futures markets 26 (2006) 2, pp. 169-188
Persistent link: https://www.econbiz.de/10003303876
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Evidence of chaos in commodity futures prices
DeCoster, Gregory P. - In: The journal of futures markets 12 (1992) 3, pp. 291-305
Persistent link: https://www.econbiz.de/10001125675
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Risk and return in copper, platinum, and silver futures
Chang, Eric Chieh - In: The journal of futures markets 10 (1990) 1, pp. 29-39
Persistent link: https://www.econbiz.de/10001128109
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Newspaper articles and their impact on commodity price formation case study : copper
Frey, Norman E. - In: The journal of futures markets 1 (1981) 1, pp. 89-91
Persistent link: https://www.econbiz.de/10001081075
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A semi-strong test of the efficiency of the aluminum and copper markets at the LME
Groß, Martin - In: The journal of futures markets 8 (1988) 1, pp. 67-77
Persistent link: https://www.econbiz.de/10001134570
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A tale of two contracts : was the SHFE copper futures market disrupted by the listing of INE bonded copper futures?
Xiong, Tao; Li, Miao - In: The journal of futures markets 44 (2024) 2, pp. 281-301
Persistent link: https://www.econbiz.de/10014475473
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A multicommodity model of futures prices : using futures prices of one commodity to estimate the stochastic process of another
Cortazar, Gonzalo; Milla, Carlos; Severino, Felipe - In: The journal of futures markets 28 (2008) 6, pp. 537-560
Persistent link: https://www.econbiz.de/10003715005
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An analysis of the failed muncipal bond and note futures contracts
Cusatis, Patrick James - In: The journal of futures markets 28 (2008) 7, pp. 656-679
Persistent link: https://www.econbiz.de/10003715118
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A test of the Samuelson hypothesis using realized range
Kalev, Petko S.; Huu Nhan Duong - In: The journal of futures markets 28 (2008) 7, pp. 680-696
Persistent link: https://www.econbiz.de/10003715120
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The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi; Suo, Wulin - In: The journal of futures markets 28 (2008) 2, pp. 109-130
Persistent link: https://www.econbiz.de/10003647668