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Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes
Rezitis, Anthony N.; Andrikopoulos, Panagiotis; Daglis, … - In: The journal of futures markets 44 (2024) 3, pp. 451-483
Persistent link: https://www.econbiz.de/10014475504
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Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures
Luo, Jiawen; Zhang, Qun - In: The journal of futures markets 44 (2024) 2, pp. 151-217
Persistent link: https://www.econbiz.de/10014475455
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Production and hedging decisions in the presence of basis risk
Paroush, Jacob - In: The journal of futures markets 9 (1989) 6, pp. 547-563
Persistent link: https://www.econbiz.de/10001149516
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Effects of expected cash and futures prices on hedging and production : comments and extensions
Dalal, Ardeshir J. - In: The journal of futures markets 9 (1989) 4, pp. 337-345
Persistent link: https://www.econbiz.de/10001152255
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The information content of the volatility index options trading volume
Gu, Chen; Guo, Xu; Kurov, Alexander; Stan, Raluca - In: The journal of futures markets 42 (2022) 9, pp. 1721-1737
Persistent link: https://www.econbiz.de/10013465809
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Foreign exchange futures volatility : day-of-the-week, intraday, and maturity patterns in the presence of macroeconomic announcements
Han, Li-ming; Kling, John L.; Sell, Clifford W. - In: The journal of futures markets 19 (1999) 6, pp. 665-693
Persistent link: https://www.econbiz.de/10001410397
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Harvest contract price volatility for cotton
Hudson, Darren; Coble, Keith - In: The journal of futures markets 19 (1999) 6, pp. 717-733
Persistent link: https://www.econbiz.de/10001410406
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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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Returns and volatility in the Kuala Lumpur crude palm oil futures market
Liew, Keng Yap; Brooks, Robert D. - In: The journal of futures markets 18 (1998) 8, pp. 985-999
Persistent link: https://www.econbiz.de/10001352427
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An empirical examination of the SIMEX Nikkei 225 futures contract around the Kobé earthquake and the Barings Bank collapse
Walsh, David M.; Quek, Jinwei - In: The journal of futures markets 19 (1999) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10001377130