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Sharpe-optimal volatility futures carry
Uhl, Björn - In: The journal of asset management : a major new, … 25 (2024) 3, pp. 288-302
Persistent link: https://www.econbiz.de/10014583405
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Efficiency of Brent Index and Futures Markets
Inci, A. Can - 2020
Previous studies on the efficiency of oiI and gas markets have used monthly, weekly, or daily data. With the fast evolving, high-speed transaction globalized financial markets; efficiency of markets is better-explored using intraday day. In this paper, data sampled at 30-minute intervals...
Persistent link: https://www.econbiz.de/10012844437
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Die Informationseffizienz von commodity index futures : eine empirische Untersuchung auf der Basis von Intraday- und Tagesdaten
Becker, Hilger - 2002 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10013432175
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The first commodity futures index of 1933
Bhardwaj, Geetesh; Janardanan, Rajkumar; Rouwenhorst, … - In: Journal of commodity markets 23 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012879018
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Commodity index risk premium
Cortazar, Gonzalo; Ortega, Hector; Rojas, Maximiliano; … - In: Journal of commodity markets 22 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012807724
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Forecasting high-yield equity and CDS index returns : does observed cross-market informational flow have predictive power?
Procasky, William J.; Yin, Anwen - In: The journal of futures markets 42 (2022) 8, pp. 1466-1490
Persistent link: https://www.econbiz.de/10013287989
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Cross-listed futures index and price discovery
Jawed, Mohammad Shameem; Tapar, Archit Vinod; Dhaigude, Amol - In: The empirical economics letters : a monthly … 19 (2020) 6, pp. 509-519
Persistent link: https://www.econbiz.de/10012596570
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Why is water illiquid? : the NQH2O water index futures
Wang, Jingjing; Wang, Xiaoyang - In: Applied economic perspectives and policy 45 (2023) 1, pp. 602-621
Persistent link: https://www.econbiz.de/10014240148
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Trading with tigers : a technical analysis of Southeast Asian stock index futures
Heng, Panha; Niblock, Scott J. - In: International economic journal 28 (2014) 4, pp. 679-692
Persistent link: https://www.econbiz.de/10010504177
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Statistical analysis of commodity futures returns
Hafner, Reinhold; Heiden, Maria - In: The handbook of commodity investing, (pp. 227-240). 2008
Persistent link: https://www.econbiz.de/10003795038