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Do jumps matter for volatility forecasting? : evidence from energy markets
Prokopczuk, Marcel; Symeonidis, Lazaros; Wese Simen, Chardin - In: The journal of futures markets 36 (2016) 8, pp. 758-792
Persistent link: https://www.econbiz.de/10011568562
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Convenience yields in electricity prices : evidence from the natural gas market
Milonas, Nikolaos T.; Paratsiokas, Nikolaos - In: The journal of futures markets 37 (2017) 5, pp. 522-538
Persistent link: https://www.econbiz.de/10011950731
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Margin requirements and futures activity : evidence from the soybean and corn markets
Adrangi, Bahram; Chatrath, Arjun - In: The journal of futures markets 19 (1999) 4, pp. 433-455
Persistent link: https://www.econbiz.de/10001378224
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What moves the gold market?
Cai, Jun; Cheung, Stephen Y. L.; Wong, Michael C. S. - In: The journal of futures markets 21 (2001) 3, pp. 257-278
Persistent link: https://www.econbiz.de/10001556711
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Intertemporal volatility and price interactions between Australian and Japanese spot and future stock index markets
Sim, Ah-boon; Zurbreugg, Ralf - In: The journal of futures markets 19 (1999) 5, pp. 523-540
Persistent link: https://www.econbiz.de/10001410418
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Short-run deviations and volatility in spot and futures stock returns : evidence from Australia, Hong Kong, and Japan
Choudhry, Taufiq - In: The journal of futures markets 17 (1997) 6, pp. 689-705
Persistent link: https://www.econbiz.de/10001228026
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Return-implied volatility dynamics of high and low yielding currencies
Kaurijoki, Miikka; Nikkinen, Jussi; Äijö, Janne - In: The journal of futures markets 35 (2015) 11, pp. 1026-1041
Persistent link: https://www.econbiz.de/10011546212
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The profitability of volatility spread trading on ASX equity options
Do, Binh; Foster, Anthony; Gray, Philip K. - In: The journal of futures markets 36 (2016) 2, pp. 107-126
Persistent link: https://www.econbiz.de/10011568018
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New insights into the impact of the introduction of futures trading on stock price volatility
McKenzie, Michael D.; Brailsford, Timothy J.; Faff, … - In: The journal of futures markets 21 (2001) 3, pp. 237-255
Persistent link: https://www.econbiz.de/10001556709
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The information content of implied volatility : evidence from Australia
Frijns, Bart; Tallau, Christian; Tourani Rad, Alireza - In: The journal of futures markets 30 (2010) 2, pp. 134-155
Persistent link: https://www.econbiz.de/10003962434