Narrow search
Showing 1 - 10 of 16,387
Cover Image
Carbon future price return, oil future price return and stock index future price return in the U.S.
Wei, Ching Chun; Lin, Ya-Ling - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 4, pp. 655-662
Persistent link: https://www.econbiz.de/10011550607
Cover Image
Commodity forward curve dynamics with inventory information
Vicedom, Sebastian - In: Essays in finance : commodity derivatives, volatility …, (pp. 8-49). 2016
Persistent link: https://www.econbiz.de/10011646898
Cover Image
Are price limits cooling off agricultural futures markets?
He, Xinyue; Serra, Teresa - In: American journal of agricultural economics 104 (2022) 5, pp. 1724-1746
Persistent link: https://www.econbiz.de/10013466145
Cover Image
Price limits and volatility in soybean meal futures markets
Cantor, Richard - 1989
Persistent link: https://www.econbiz.de/10000123785
Cover Image
Intraday price discovery and lead-lag relationship between spot and futures markets in India
Paital, Rashmi Ranjan; Sharma, Naresh Kumar - In: The Asian economic review : journal of the Indian … 57 (2015) 4, pp. 85-94
Persistent link: https://www.econbiz.de/10011444117
Cover Image
Fundamentals, Derivatives Market Information and Oil Price Volatility
Robe, Michel A.; Wallen, Jonathan - 2021
We analyze empirically what drives market expectations of crude oil price volatility. Between 2000 and 2014, we … outperforms a benchmark ARIMA specification both in and out of sample, suggests an approach for studying volatility in asset …
Persistent link: https://www.econbiz.de/10013245198
Cover Image
Fundamentals, Derivatives Market Information and Oil Price Volatility
Robe, Michel A.; Wallen, Jonathan - 2021
We analyze empirically what drives market expectations of crude oil price volatility. Between 2000 and 2014, we … outperforms a benchmark ARIMA specification both in and out of sample, suggests an approach for studying volatility in asset …
Persistent link: https://www.econbiz.de/10013245199
Cover Image
Dynamic price discovery process of Chinese agricultural futures markets : an empirical study based on the rolling window approach
Xu, Yuanyuan; Pan, Fanghui; Wang, Chuanmei; Li, Jian - In: Journal of agricultural and applied economics : JAEE 51 (2019) 4, pp. 664-681
Persistent link: https://www.econbiz.de/10012268878
Cover Image
Price discovery mechanism in spot and futures market of agricultural commodities : the case of India
Minakshi - In: Focus : journal of international business 5 (2018) 2, pp. 44-67
Persistent link: https://www.econbiz.de/10012020088
Cover Image
The reaction of coffee futures price volatility to crop reports
Silveira, Rodrigo Lanna Franco da; Mattos, Fabio; Saes, … - In: Emerging markets finance & trade : a journal of the … 53 (2017) 10/11/12, pp. 2361-2376
Persistent link: https://www.econbiz.de/10011825353