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Volatility in US dairy futures markets

Fan, Zaifeng; Jump, Jeff; Tse, Yiuman; Yu, Linda - In: Journal of commodity markets 29 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014277028

Volatility, storage and convenience : evidence from natural gas markets

Susmel, Raul - In: The journal of futures markets 17 (1997) 1, pp. 17-43

Persistent link: https://www.econbiz.de/10001216345

The dynamics of commodity spot and futures markets : a primer

Pindyck, Robert S. - In: The energy journal 22 (2001) 3, pp. 1-29

Persistent link: https://www.econbiz.de/10001594337

On the Relationship of expected supply and demand to futures prices

Chua, Hans Walter; Tomek, William G. - 2010

that account for demand shifts. The intent is to provide an historical, objective context for new price and quantity …

Persistent link: https://www.econbiz.de/10009008336

The role of emerging economies in the global price formation process of commodities : evidence from Brazilian and U.S. coffee markets

Bohl, Martin T.; Gross, Christian; Souza, Waldemar - In: International review of economics & finance : IREF 60 (2019), pp. 203-215

Persistent link: https://www.econbiz.de/10012203969

New empirical evidence in support of the theory of price volatility of storable commodities under rational expectations in spot and futures markets

Goetz, Cole; Miljkovic, Dragan; Barabanov, Nikita - In: Energy economics 100 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10012990234

Volatility Spillovers between Spot and Futures Markets : An Empirical Study on U.S. Agricultural Commodities

Palaniappan Shanmugam, Velmurugan - 2017

price discovery and reduce price variability through hedging activities. After having outlined the present status of U ….S. agricultural commodities market, a comprehensive study on the volatility spillover between the spot and futures markets of 12 … agricultural commodities is carried out to understand the dynamics of volatility factors which hinder the efficiency of those …

Persistent link: https://www.econbiz.de/10012955545

The impact of financial speculation on futures contracts price movements : a study of the US markets for dairy commodities

Staugaitis, Algirdas Justinas; Christauskas, Česlovas - In: Equilibrium : quarterly journal of economics and … 18 (2023) 3, pp. 661-686

Persistent link: https://www.econbiz.de/10014430616

Valuing long-term commodity assets

Schwartz, Eduardo S. - In: Journal of energy finance & development 3 (1998) 2, pp. 85-99

Persistent link: https://www.econbiz.de/10001445708

Quantifying the announcement effects in the U.S. lumber futures market

Ismailova, Zarina; Etienne, Xiaoli Liao; Shakya, Shishir; … - In: Journal of forest economics : JFE 35 (2020) 4, pp. 375-395

Persistent link: https://www.econbiz.de/10012630842

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