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Risk premiums and predictive ability of BAX futures
Gospodinov, Nikolaj; Jamali, Ibrahim - In: The journal of futures markets 31 (2011) 6, pp. 534-561
Persistent link: https://www.econbiz.de/10009009218
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Time-varying market price of risk in the crude oil futures market
Bhar, Ramaprasad; Lee, Damien - In: The journal of futures markets 31 (2011) 8, pp. 779-807
Persistent link: https://www.econbiz.de/10009157424
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Options on bond futures : isolating the risk premium
Tompkins, Robert G. - In: The journal of futures markets 23 (2002) 2, pp. 169-215
Persistent link: https://www.econbiz.de/10001762673
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Normal backwardation is normal
Miffre, Joëlle - In: The journal of futures markets 20 (2000) 9, pp. 803-821
Persistent link: https://www.econbiz.de/10001525965
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An empirical analysis of risk premia in futures markets
Bessembinder, Hendrik - In: The journal of futures markets 13 (1993) 6, pp. 611-630
Persistent link: https://www.econbiz.de/10001149385
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Commodity futures risk premium and unstable systematic risk
So, Jacky C. - In: The journal of futures markets 7 (1987) 3, pp. 311-326
Persistent link: https://www.econbiz.de/10001149623
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Forecasting high-yield equity and CDS index returns : does observed cross-market informational flow have predictive power?
Procasky, William J.; Yin, Anwen - In: The journal of futures markets 42 (2022) 8, pp. 1466-1490
Persistent link: https://www.econbiz.de/10013287989
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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