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Approximation for convenience yield in commodity futures pricing
Heaney, Richard A.
- In:
The journal of futures markets
22
(
2002
)
10
,
pp. 1005-1017
Persistent link: https://www.econbiz.de/10001696772
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2
An empirical analysis of commodity pricing
Heaney, Richard A.
- In:
The journal of futures markets
26
(
2006
)
4
,
pp. 391-415
Persistent link: https://www.econbiz.de/10003304090
Saved in:
3
Fixing a leaky fixing : short-term market reactions to the London PM gold price fixing
Caminschi, Andrew
;
Heaney, Richard A.
- In:
The journal of futures markets
34
(
2014
)
11
,
pp. 1003-1039
Persistent link: https://www.econbiz.de/10010508681
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4
A test of the cost-of-carry relationship using the London Metal Exchange lead contract
Heaney, Richard A.
- In:
The journal of futures markets
18
(
1998
)
2
,
pp. 177-200
Persistent link: https://www.econbiz.de/10001239193
Saved in:
5
Volatility smile and one-month foreign currency volatility forecasts
Wong, Alfred Huah-Syn
;
Heaney, Richard A.
- In:
The journal of futures markets
37
(
2017
)
3
,
pp. 286-312
Persistent link: https://www.econbiz.de/10011669812
Saved in:
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