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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

Price volatility and futures margins

Hardouvelis, Gikas A. - In: The journal of futures markets 16 (1996) 1, pp. 81-111

Persistent link: https://www.econbiz.de/10001193435

Cross-market linkages between US and Japanese precious metals futures trading

Xu, Xiaoqing Eleanor; Fung, Hung-gay - In: Journal of international financial markets, … 15 (2005) 2, pp. 107-124

Persistent link: https://www.econbiz.de/10002739130

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

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

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

Carbon future price return, oil future price return and stock index future price return in the U.S.

Wei, Ching Chun; Lin, Ya-Ling - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 4, pp. 655-662

Persistent link: https://www.econbiz.de/10011550607

Predicting volatility of the Shanghai silver futures market : what is the role of the U.S. options market?

Luo, Xingguo; Ye, Zinan - In: Finance research letters 15 (2015), pp. 68-77

Persistent link: https://www.econbiz.de/10011552969

Volatility spillovers in US crude oil, ethanol, and corn futures markets

Trujillo-Barrera, Andrés; Mallory, Mindy; García, Philip - In: Journal of agricultural and resource economics : JARE ; … 37 (2012) 2, pp. 247-262

Persistent link: https://www.econbiz.de/10009675250

Volatility forecasting for crude oil futures

Marzo, Massimiliano; Zagaglia, Paolo - In: Applied economics letters 17 (2010) 16/18, pp. 1587-1599

Persistent link: https://www.econbiz.de/10009232176

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