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Forecasting the daily dynamic hedge ratios by GARCH models : evidence from the agricultural futures markets
Zhang, Yuanyuan; Choudhry, Taufiq - In: The European journal of finance 21 (2015) 4/6, pp. 376-399
Persistent link: https://www.econbiz.de/10010528976
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Price variability, trading volume and market depth : evidence from the Australian futures market
Ragunathan, Vanitha - In: Applied financial economics 7 (1997) 5, pp. 447-454
Persistent link: https://www.econbiz.de/10001229849
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A study of the lead-lag relationship between price change and trading volume in futures market using high-frequency data
Streeter, Denise W.; Najand, Mohammad; Dondeti, V. Reddy; … - In: International journal of bonds and derivatives 1 (2015) 4, pp. 284-301
Persistent link: https://www.econbiz.de/10011546737
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Price volatility and contract maturity : evidence from an online futures market for sports tickets
Chen, Jihui; Zheng, Xiaoyong - In: Eastern economic journal 40 (2014) 1, pp. 56-70
Persistent link: https://www.econbiz.de/10010422423
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Dynamic correlation and risk contagion between "black" futures in China : a multi-scale variational mode decomposition approach
Wang, Qunwei; Dai, Xingyu; Zhou, Dequn - In: Computational economics 55 (2020) 4, pp. 1117-1150
Persistent link: https://www.econbiz.de/10012223704
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A tale of two tails : explaining extreme events in financialized agricultural markets
Algieri, Bernardina; Kalkuhl, Matthias; Koch, Nikolas - In: Food policy : economics planning and politics of food … 69 (2017), pp. 256-269
Persistent link: https://www.econbiz.de/10011797967
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The predictability of opening returns for the returns of the trading day : evidence from Taiwan futures market
Chen, Chun-nan - In: International review of economics & finance : IREF 25 (2013), pp. 272-281
Persistent link: https://www.econbiz.de/10009693299
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Futures markets and price stabilization : evidence from Indian hessian market
Singh, Jatinder Bir - In: Finance India : the quarterly journal of Indian … 21 (2007) 1, pp. 151-166
Persistent link: https://www.econbiz.de/10003545741
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The rapid rise of Russia's wheat exports : price formation, spot-futures relations and volatility effects
Heigermoser, Maximilian - Leibniz-Institut für Agrarentwicklung in … - 2023
physical trade, results in different pricing dynamics on physical and futures markets, and affects futures price volatility by … focusing on realized volatility relations between Black Sea spot and leading futures markets. Here, prices posted at the … intraday seasonally adjusted realized volatility on the CBoT futures market. Further, elevated volatility can be determined in …
Persistent link: https://www.econbiz.de/10013534341
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Investor sentiment and mean-variance relation : evidence from emerging futures markets
Pok, Wei Fong; Kabir, M. Humayun; Young, Martin R. - In: Finance research letters 46 (2022) 2, pp. 1-12
Persistent link: https://www.econbiz.de/10013341767