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774
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Brorsen, B. Wade
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4
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4
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4
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4
Fishe, Raymond P. H.
4
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4
Haigh, Michael S.
4
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4
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Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
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The journal of futures markets
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ECONIS (ZBW)
774
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1
The use of crude oil futures by the governments of oil-producing states
Overdahl, James A.
- In:
The journal of futures markets
7
(
1987
)
6
,
pp. 603-617
Persistent link: https://www.econbiz.de/10001149671
Saved in:
2
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
Saved in:
3
Risk arbitrage opportunities in petroleum futures spreads
Girma, Paul Berhanu
;
Paulson, Albert S.
- In:
The journal of futures markets
19
(
1999
)
8
,
pp. 931-955
Persistent link: https://www.econbiz.de/10001443478
Saved in:
4
Price discovery in petroleum markets : arbitrage, cointegration, and the time interval of analysis
Schwarz, Thomas V.
- In:
The journal of futures markets
14
(
1994
)
2
,
pp. 147-167
Persistent link: https://www.econbiz.de/10001169804
Saved in:
5
Oil prices and energy futures
Chen, K. C.
- In:
The journal of futures markets
7
(
1987
)
5
,
pp. 501-518
Persistent link: https://www.econbiz.de/10001149636
Saved in:
6
Forecasting efficiency of energy futures prices
Ma, Cindy W.
- In:
The journal of futures markets
9
(
1989
)
5
,
pp. 393-419
Persistent link: https://www.econbiz.de/10001152260
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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