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Stochastic convenience yield implied from commodity futures and interest rates

Casassus, Jaime; Collin-Dufresne, Pierre - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2283-2332

Persistent link: https://www.econbiz.de/10003159354

Stochastic behavior of spot and futures commodity prices : theory and evidence

Casassus, Jaime - 2004

Persistent link: https://www.econbiz.de/10003383662

The stochastic behavior of commodity prices : implications for valuation and hedging

Schwartz, Eduardo S. - In: The journal of finance : the journal of the American … 52 (1997) 3, pp. 923-973

Persistent link: https://www.econbiz.de/10001225632

Relative liquidity and future volatility

Valenzuela, Marcela; Zer, Ilknur; Fryzlewicz, Piotr; … - In: Journal of financial markets 24 (2015), pp. 25-48

Persistent link: https://www.econbiz.de/10011477230

Commonality in FX liquidity : high-frequency evidence

Sensoy, Ahmet; Uzun, Sevcan; Lucey, Brian M. - In: Finance research letters 39 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012805184

Forecasting base metal prices with exchange rate expectations

Pincheira, Pablo; Hardy, Nicolás - In: Journal of forecasting 42 (2023) 8, pp. 2341-2362

Persistent link: https://www.econbiz.de/10014432904

Passive investment strategies and financial bubbles

Fischer, Thomas - 2012

bubble increases for low market liquidity and high switching speed of investors. The market volatility increases for strong …In this paper, a model of bounded rational investors investing their portfolio in a passive investment vehicle (e ….g., an Exchange Traded Fund replicating a broad index) or an actively managed fund is presented. The model proposes that the …

Persistent link: https://www.econbiz.de/10010323727

Managing risk using prediction markets

Varma, Gautam Kumar - In: The journal of prediction markets 7 (2013) 3, pp. 45-60

Persistent link: https://www.econbiz.de/10010342033

The impact of sales service in MAREA trading simulation under changing environment circumstances

Šperka, Roman; Halaška, Michal - In: Equilibrium : quarterly journal of economics and … 12 (2017) 2, pp. 355-371

Persistent link: https://www.econbiz.de/10012230791

Does herd behaviour exist in the commodities market?

Philippas, Nikolaos - In: International Journal of Portfolio Analysis and Management 1 (2014) 4, pp. 330-344

Persistent link: https://www.econbiz.de/10010472813

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