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Margin requirements and futures activity : evidence from the soybean and corn markets
Adrangi, Bahram; Chatrath, Arjun - In: The journal of futures markets 19 (1999) 4, pp. 433-455
Persistent link: https://www.econbiz.de/10001378224
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Chaos in oil prices? : Evidence from futures markets
Adrangi, Bahram (contributor) - In: Energy economics 23 (2001) 4, pp. 405-425
Persistent link: https://www.econbiz.de/10001588901
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Nonlinear dependence in gold and silver futures : is it chaos?
Chatrath, Arjun; Adrangi, Bahram; Shank, Todd - In: The American economist : journal of Omnicron Delta … 45 (2001) 2, pp. 25-32
Persistent link: https://www.econbiz.de/10001696921
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The impact of margins in futures markets : evidence from the gold and silver markets
Chatrath, Arjun; Adrangi, Bahram; Allender, Mary Elizabeth - In: The quarterly review of economics and finance : journal … 41 (2001) 2, pp. 279-294
Persistent link: https://www.econbiz.de/10001579686
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In search of deterministic complex patterns in commodity prices
Chatrath, Arjun; Adrangi, Bahram; Dhanda, Kanwalroop Kathy - In: Computational methods in decision-making, economics and …, (pp. 355-377). 2010
Persistent link: https://www.econbiz.de/10009153075
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Non-linear dynamics in futures prices : evidence from the coffee, sugar and cocoa exchange
Adrangi, Bahram; Chatrath, Arjun - In: Applied financial economics 13 (2003) 4, pp. 245-256
Persistent link: https://www.econbiz.de/10001748447
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Do commodity traders herd?
Adrangi, Bahram; Chatrath, Arjun - In: The financial review : the official publication of the … 43 (2008) 3, pp. 461-476
Persistent link: https://www.econbiz.de/10003755378