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The economic advantage of learners in a spot/futures market
Linn, Scott C.; Stanhouse, Bryan E. - In: The journal of futures markets 23 (2002) 2, pp. 151-167
Persistent link: https://www.econbiz.de/10001762671
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Do volatility determinants vary across futures contracts? : insights from a smoothed bayesian estimator
Karali, Berna; Dorfman, Jeffrey H.; Thurman, Walter N. - In: The journal of futures markets 30 (2010) 3, pp. 257-277
Persistent link: https://www.econbiz.de/10003962516
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A jump diffusion model for agricultural commodities with Bayesian analysis
Schmitz, Adam; Wang, Zhiguang; Kimn, Jung-han - In: The journal of futures markets 34 (2014) 3, pp. 235-260
Persistent link: https://www.econbiz.de/10010355435
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Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures
Luo, Jiawen; Zhang, Qun - In: The journal of futures markets 44 (2024) 2, pp. 151-217
Persistent link: https://www.econbiz.de/10014475455
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Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia; Dias, José Carlos; Nunes, … - In: The journal of futures markets 44 (2024) 3, pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
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Multistep forecast of the implied volatility surface using deep learning
Medvedev, Nikita; Wang, Zhiguang - In: The journal of futures markets 42 (2022) 4, pp. 645-667
Persistent link: https://www.econbiz.de/10013187579
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Predictability of commodity futures returns with machine learning models
Wang, Shirui; Zhang, Tianyang - In: The journal of futures markets 44 (2024) 2, pp. 302-322
Persistent link: https://www.econbiz.de/10014475477
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Climate change attention and carbon futures return prediction
Gong, Xu; Li, Mengjie; Guan, Keqin; Sun, Chuanwang - In: The journal of futures markets 43 (2023) 9, pp. 1261-1288
Persistent link: https://www.econbiz.de/10014339406
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The role of textual analysis in oil futures price forecasting based on machine learning approach
Gong, Xu; Guan, Keqin; Chen, Qiyang - In: The journal of futures markets 42 (2022) 10, pp. 1987-2017
Persistent link: https://www.econbiz.de/10013465836
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Valuation of futures and commodity options with information costs
Bellalah, Mondher - In: The journal of futures markets 19 (1999) 6, pp. 645-664
Persistent link: https://www.econbiz.de/10001410394