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The information content of a nonlinear macro-finance model for commodity prices
Khan, Saqib; Khokher, Zeigham; Simin, Timothy T. - In: The review of financial studies 30 (2017) 8, pp. 2818-2850
Persistent link: https://www.econbiz.de/10011755633
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Systematic risk, hedging pressure, and risk premiums in futures markets
Bessembinder, Hendrik - In: The review of financial studies 5 (1992) 4, pp. 637-667
Persistent link: https://www.econbiz.de/10001137839
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Commodity liquidity measurement and transaction costs
Marshall, Ben R.; Nguyen, Nhut H.; Visaltanachoti, Nuttawat - In: The review of financial studies 25 (2012) 2, pp. 599-638
Persistent link: https://www.econbiz.de/10009515803
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Unspanned stochastic volatility and the pricing of commodity derivatives
Trolle, Anders B.; Schwartz, Eduardo S. - In: The review of financial studies 22 (2009) 11, pp. 4423-4461
Persistent link: https://www.econbiz.de/10003896317
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New evidence on the financialization of commodity markets
Henderson, Brian J.; Pearson, Neil D.; Wang, Li - In: The review of financial studies 28 (2015) 5, pp. 1285-1311
Persistent link: https://www.econbiz.de/10011338213
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Economic linkages, relative scarcity, and commodity futures returns
Casassus, Jaime; Liu, Peng; Tang, Ke - In: The review of financial studies 26 (2013) 5, pp. 1324-1362
Persistent link: https://www.econbiz.de/10009752184
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Initial margin policy and stochastic volatility in the crude oil futures market
Day, Theodore E. - In: The review of financial studies 10 (1997) 2, pp. 303-332
Persistent link: https://www.econbiz.de/10001220634
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Hedging long-term exposures with multiple short-term futures contracts
Neuberger, Anthony - In: The review of financial studies 12 (1999) 2, pp. 429-459
Persistent link: https://www.econbiz.de/10001421830
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The state price density implied by crude oil futures and option prices
Christoffersen, Peter F.; Jacobs, Kris; Pan, Xuhui - In: The review of financial studies 35 (2022) 2, pp. 1064-1103
Persistent link: https://www.econbiz.de/10012878983
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Determinants of trader profits in commodity futures markets
Dewaly, Michaël; Ederington, Louis H.; Fernando, Chitru S. - In: The review of financial studies 26 (2013) 10, pp. 2648-283
Persistent link: https://www.econbiz.de/10010207243