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The geopolitical risk premium in the commodity futures market
Cheng, Daxuan; Liao, Yin; Pan, Zheyao - In: The journal of futures markets 43 (2023) 8, pp. 1069-1090
Persistent link: https://www.econbiz.de/10014339374
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Trading activity and rate of convergence in commodity futures markets
Bosch, David; Pradkhan, Elina - In: The journal of futures markets 37 (2017) 9, pp. 930-938
Persistent link: https://www.econbiz.de/10011950910
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Commodity momentum decomposition
Iwanaga, Yasuhiro; Sakemoto, Ryuta - In: The journal of futures markets 43 (2023) 2, pp. 198-216
Persistent link: https://www.econbiz.de/10014292998
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Bitcoin futures risk premia
Shi, Shimeng - In: The journal of futures markets 42 (2022) 12, pp. 2190-2217
Persistent link: https://www.econbiz.de/10013465876
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The hedging pressure hypothesis and the risk premium in the soybean reverse crush spread
Li, Ziran; Hayes, Dermot James - In: The journal of futures markets 42 (2022) 3, pp. 428-445
Persistent link: https://www.econbiz.de/10012817939
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A tale of two premiums revisited
Maréchal, Loïc - In: The journal of futures markets 43 (2023) 5, pp. 580-614
Persistent link: https://www.econbiz.de/10014293173
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Commitment of traders, basis behavior, and the issue of risk premia in futures markets
Chatrath, Arjun - In: The journal of futures markets 17 (1997) 6, pp. 707-731
Persistent link: https://www.econbiz.de/10001228025
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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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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
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Variance risk premiums of commodity ETFs
Tee, Chyng Wen; Ting, Christopher - In: The journal of futures markets 37 (2017) 5, pp. 452-472
Persistent link: https://www.econbiz.de/10011950709