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Minimum variance cross hedging under mean-reverting spreads, stochastic convenience yields, and jumps : application to the airline industry
Bertus, Mark; Godbey, Jonathan; Hilliard, Jimmy E. - In: The journal of futures markets 29 (2009) 8, pp. 736-756
Persistent link: https://www.econbiz.de/10003897846
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Market timing of CTAs : an examination of systematic CTAs vs. discretionary CTAs
Kazemi, Hossein; Li, Ying - In: The journal of futures markets 29 (2009) 11, pp. 1067-1099
Persistent link: https://www.econbiz.de/10003900972
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The performance of VIX option pricing models : empirical evidence beyond simulation
Wang, Zhiguang; Daigler, Robert T. - In: The journal of futures markets 31 (2011) 3, pp. 251-281
Persistent link: https://www.econbiz.de/10008908399
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Warrants in the financial management decisions of innovative firms
Park, Hyuna - In: The journal of futures markets 42 (2022) 2, pp. 276-295
Persistent link: https://www.econbiz.de/10012817884
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Effects of reduced government deficiency payments on post-harvest wheat marketing strategies
Adam, Brian D.; Betts, Steven; Brorsen, B. Wade - In: The journal of futures markets 20 (2000) 3, pp. 243-263
Persistent link: https://www.econbiz.de/10001485239
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A note on utility-based futures hedging performance measure
Lien, Da-hsiang Donald - In: The journal of futures markets 32 (2012) 1, pp. 92-98
Persistent link: https://www.econbiz.de/10010218063
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Effects of rollover strategies and information stability on the performance measures in options markets : an examination of the KOSPI 200 index options market
Choi, Youngsoo; Ok, Soonchan - In: The journal of futures markets 32 (2012) 4, pp. 360-388
Persistent link: https://www.econbiz.de/10010218778
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A multicommodity model of futures prices : using futures prices of one commodity to estimate the stochastic process of another
Cortazar, Gonzalo; Milla, Carlos; Severino, Felipe - In: The journal of futures markets 28 (2008) 6, pp. 537-560
Persistent link: https://www.econbiz.de/10003715005
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An analysis of the failed muncipal bond and note futures contracts
Cusatis, Patrick James - In: The journal of futures markets 28 (2008) 7, pp. 656-679
Persistent link: https://www.econbiz.de/10003715118
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A test of the Samuelson hypothesis using realized range
Kalev, Petko S.; Huu Nhan Duong - In: The journal of futures markets 28 (2008) 7, pp. 680-696
Persistent link: https://www.econbiz.de/10003715120