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Continuously traded options on discretely traded commodity futures contracts
Webb, Robert I.; Iwata, Gyoichi; Fujiwara, Koichi; … - In: The journal of futures markets 17 (1997) 6, pp. 633-666
Persistent link: https://www.econbiz.de/10001228028
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Asymmetric hedging of the corporate terms of trade
Bowden, Roger J.; Zhu, Jennifer - In: The journal of futures markets 26 (2006) 11, pp. 1059-1088
Persistent link: https://www.econbiz.de/10003392001
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What moves option : implied bond market expectations?
Vähämaa, Sami; Watzka, Sebastian; Äijö, Janne - In: The journal of futures markets 25 (2005) 9, pp. 817-843
Persistent link: https://www.econbiz.de/10003105981
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Hedging strategies for exports of cereals and cereal products to the European Community
Braga, Francesco S. - In: The journal of futures markets 11 (1991) 3, pp. 347-369
Persistent link: https://www.econbiz.de/10001104841
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Long-term futures curves and seasonal structures of wheat in the European Union and the United States
Lence, Sergio H.; Ott, Hervé G.; Hart, Chad E. - In: The journal of futures markets 33 (2013) 12, pp. 1118-1142
Persistent link: https://www.econbiz.de/10010209091
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Density forecasts of crude-oil prices using option-implied and ARCH-type models
Høg, Esben P.; Tsiaras, Leonidas - In: The journal of futures markets 31 (2011) 8, pp. 727-754
Persistent link: https://www.econbiz.de/10009157432
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How different types of traders behave in the Taiwan futures market
Li, Hung-Chih; Lin, Chao Hsien; Cheng, Teng Yuan; Lai, … - In: The journal of futures markets 33 (2013) 12, pp. 1097-1117
Persistent link: https://www.econbiz.de/10010209100
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The economic value of volatility transmission between the stock and bond markets
Chuliá, Helena; Torró, Hipòlit - In: The journal of futures markets 28 (2008) 11, pp. 1066-1094
Persistent link: https://www.econbiz.de/10003769983
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Examining the return-volatility relation for foreign exchange : evidence from the euro VIX
Daigler, Robert T.; Hibbert, Ann Marie; Pavlova, Ivelina - In: The journal of futures markets 34 (2014) 1, pp. 74-92
Persistent link: https://www.econbiz.de/10010254956
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Efficient static replication of European options under exponential Lévy models
Takahashi, Akihiko; Yamazaki, Akira - In: The journal of futures markets 29 (2009) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10003826604