Similar Search Results

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

Volatility and the hedging effectiveness of China fuel oil futures

Chen, Wei; Ford, James L. - 2010

Persistent link: https://www.econbiz.de/10009374212

Liquidity-induced dynamics in futures markets

Fagan, Stephen; Gençay, Ramazan - 2007

liquid instrument suffers from liquidity shocks that induce periods of increased volatility and significant return …

Persistent link: https://www.econbiz.de/10011523414

The relationship between Asian equity and commodity futures markets

Thuraisamy, Kannan S.; Sharma, Susan Sunila; Ali Ahmed, … - In: Journal of Asian economics 28 (2013), pp. 67-75

Persistent link: https://www.econbiz.de/10010400865

The Return and Volatility Spillover between Carbon Futures Market and Global Financial, Energy and Commodity Futures Markets

Li, Ziran - 2015

investigates the return and volatility transmission between carbon futures price and a data set of 19 financial, energy and … strong. Despite that spillovers in different phases are different, volatility linkage between carbon futures markets and …

Persistent link: https://www.econbiz.de/10013021794

Convenience yield, realised volatility and jumps : evidence from non-ferrous metals

Omura, Akihiro; Li, Bin; Chung, Richard; Todorova, Neda - In: Economic modelling 70 (2018), pp. 496-510

Persistent link: https://www.econbiz.de/10012027980

Volatility forecasting in the Chinese commodity futures market with intraday data

Jiang, Ying; Ahmed, Shamim; Liu, Xiaoquan - In: Review of quantitative finance and accounting 48 (2017) 4, pp. 1123-1173

Persistent link: https://www.econbiz.de/10011797006

Time-to-maturity and commodity futures return volatility : the role of time-varying asymmetric information

Phan Hoang Long; Zurbruegg, Ralf; Brockman, Paul; Yu, … - In: Journal of commodity markets 26 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013450908

Directional predictability between trading volume and price returns in the agricultural futures markets : risk implications for traders

Panagiotou, Dimitrios; Tseriki, Alkistis - In: The journal of risk finance : JRF 23 (2022) 3, pp. 264-288

Persistent link: https://www.econbiz.de/10013370546

Are long-term bond yields excessively volatile?

Zhu, Zhen - In: Journal of economic studies 28 (2001) 6, pp. 433-445

Persistent link: https://www.econbiz.de/10001639039

1
2
3
4
5
6
7
8
9
10
Next
Last