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A further examination of the relationship between forward and futures contracts
Ha, Tae-hyung - 1992
Persistent link: https://www.econbiz.de/10000876916
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Storage profitability and hedge ratio estimation
Lence, Sergio H. - In: The journal of futures markets 16 (1996) 6, pp. 655-676
Persistent link: https://www.econbiz.de/10001206957
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The effects of decision making on futures price volatility
Hennessy, David A. - In: American journal of agricultural economics 78 (1996) 3, pp. 591-603
Persistent link: https://www.econbiz.de/10001210751
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Mean reversion and the comovement of equilibrium spot and futures prices : implications from alternative data-generating processes
Zeng, Tian - In: The journal of futures markets 21 (2001) 8, pp. 769-796
Persistent link: https://www.econbiz.de/10001591754
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Forecasting the nearby basis of live cattle
Liu, Shi-Miin (contributor) - In: The journal of futures markets 14 (1994) 3, pp. 259-273
Persistent link: https://www.econbiz.de/10001169800
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Hedging and the internal revenue service
Fryar, Edward O. - In: Best papers proceedings 4 (1994) 2, pp. 19-26
Persistent link: https://www.econbiz.de/10001170005
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(Micro) fads in asset prices : evidence from the futures market
Gay, Gerald D. (contributor) - In: The journal of futures markets 14 (1994) 6, pp. 637-659
Persistent link: https://www.econbiz.de/10001171312
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Backwardation in oil futures markets : theory and empirical evidence
Litzenberger, Robert H. - In: The journal of finance : the journal of the American … 50 (1995) 5, pp. 1517-1545
Persistent link: https://www.econbiz.de/10001191710
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Price volatility and futures margins
Hardouvelis, Gikas A. - In: The journal of futures markets 16 (1996) 1, pp. 81-111
Persistent link: https://www.econbiz.de/10001193435