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Market efficiency among futures with different maturities : evidence from the crude oil futures market
Kawamoto, Kaoru; Hamori, Shigeyuki - In: The journal of futures markets 31 (2011) 5, pp. 487-501
Persistent link: https://www.econbiz.de/10009009222
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Cash trading and index futures price volatility
Li, Jinliang - In: The journal of futures markets 31 (2011) 5, pp. 465-486
Persistent link: https://www.econbiz.de/10009009223
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The performance of alternative futures buy-write strategies
Che, Sanry Y. S.; Fung, Joseph K. W. - In: The journal of futures markets 31 (2011) 12, pp. 1202-1227
Persistent link: https://www.econbiz.de/10009355715
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Volatility spillover effects and cross hedging in corn and crude oil futures
Wu, Feng; Guan, Zhengfei; Myers, Robert J. - In: The journal of futures markets 31 (2011) 11, pp. 1052-1075
Persistent link: https://www.econbiz.de/10009355742
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The FED's policy decisions and implied volatility
Vähämaa, Sami; Äijö, Janne - In: The journal of futures markets 31 (2011) 10, pp. 995-1009
Persistent link: https://www.econbiz.de/10009355749
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Time-varying market price of risk in the crude oil futures market
Bhar, Ramaprasad; Lee, Damien - In: The journal of futures markets 31 (2011) 8, pp. 779-807
Persistent link: https://www.econbiz.de/10009157424
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Has the introduction of S&P 500 ETF options led to improvements in price discovery of SPDRs?
Chen, Wei-peng; Chung, Huimin - In: The journal of futures markets 32 (2012) 7, pp. 683-711
Persistent link: https://www.econbiz.de/10009554762
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An analytical formula for VIX futures and its applications
Zhu, Song-ping; Lian, Guang-hua - In: The journal of futures markets 32 (2012) 2, pp. 166-190
Persistent link: https://www.econbiz.de/10009487022
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Risk premium in electricity prices : evidence from the PJM market
Xiao, Yuewen; Colwell, David B.; Bhar, Ramaprasad - In: The journal of futures markets 35 (2015) 8, pp. 776-793
Persistent link: https://www.econbiz.de/10011392653
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The impact of monetary policy surprises on energy prices
Basistha, Arabinda; Kurov, Alexander - In: The journal of futures markets 35 (2015) 1, pp. 87-103
Persistent link: https://www.econbiz.de/10011346166