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Does futures speculation destabilize commodity markets?
Kim, Abby - In: The journal of futures markets 35 (2015) 8, pp. 696-714
Persistent link: https://www.econbiz.de/10011392627
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Hedging industrial metals with stochastic volatility models
Liu, Qingfu; Chng, Michael T.; Xu, Dongxia - In: The journal of futures markets 34 (2014) 8, pp. 704-730
Persistent link: https://www.econbiz.de/10010507939
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A maximal affine stochastic volatility model of oil prices
Hughen, W. Keener - In: The journal of futures markets 30 (2010) 2, pp. 101-133
Persistent link: https://www.econbiz.de/10003962429
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Volatility and commodity price dynamics
Pindyck, Robert S. - In: The journal of futures markets 24 (2004) 11, pp. 1029-1047
Persistent link: https://www.econbiz.de/10002248629
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The convenience yield under commodity financialization
Milonas, Nikolaos T.; Photina, Evangelia K. - In: The journal of futures markets 44 (2024) 4, pp. 631-652
Persistent link: https://www.econbiz.de/10014536663
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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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Forecasting oil price movements : exploiting the information in the futures market
Coppola, Andrea - In: The journal of futures markets 28 (2008) 1, pp. 34-56
Persistent link: https://www.econbiz.de/10003746338
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A convenience yield approximation model for mean-reverting commodities
Dockner, Engelbert J.; Eksi, Zehra; Rammerstorfer, … - In: The journal of futures markets 35 (2015) 7, pp. 625-654
Persistent link: https://www.econbiz.de/10011405460
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Spot and futures markets linkages : does contango differ from backwardation?
Fernández, Viviana - In: The journal of futures markets 36 (2016) 4, pp. 375-396
Persistent link: https://www.econbiz.de/10011568428
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Convenience yields and risk premiums in the EU-ETS-evidence from the Kyoto commitment period
Trück, Stefan; Weron, Rafał - In: The journal of futures markets 36 (2016) 6, pp. 587-611
Persistent link: https://www.econbiz.de/10011568460