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Microstructure noise and realized variance in the live cattle futures market
Couleau, Anabelle; Serra, Teresa; García, Philip - In: American journal of agricultural economics 101 (2019) 2, pp. 563-578
Persistent link: https://www.econbiz.de/10012114677
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An integrated approach to modeling price volatility in the live cattle futures market
Evans, Kevin J.; Streeter, Deborah H.; Hudson, Michael A. - 1992
Persistent link: https://www.econbiz.de/10000885183
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Feeder Cattle Basis Risk and Determinants
Bina, Justin D.; Schroeder, Ted C.; Tonsor, Glynn T. - In: Journal of agricultural and applied economics : JAEE 54 (2022) 1, pp. 137-156
Persistent link: https://www.econbiz.de/10013341801
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Performance Persistence and the Implied Volatility Smile of the Commodity Options Contracts. We Examine Hedge Funds Contracts of Wheat, Corn, Live Cattle, Soybean Oil, and Lean Hog
Guirguis, Michel - 2023
In this article, we examine performance persistence and the implied volatility smile of the commodity options contracts. We examine contracts of wheat, corn, live cattle, soybean oil, and lean hog. Hedge funds use options and futures in terms of commodities to hedge market risk. We compare the...
Persistent link: https://www.econbiz.de/10014355868
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The effects of decision making on futures price volatility
Hennessy, David A. - In: American journal of agricultural economics 78 (1996) 3, pp. 591-603
Persistent link: https://www.econbiz.de/10001210751
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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
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Dynamic spillover effects in futures markets : UK and US evidence
Antonakakis, Nikolaos; Floros, Christos; Kizys, Renatas - In: International review of financial analysis 48 (2016), pp. 406-418
Persistent link: https://www.econbiz.de/10011624538
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Bid-ask spreads, volume, and volatility : evidence from livestock markets
Frank, Julieta; García, Philip - In: American journal of agricultural economics 93 (2011) 1, pp. 209-225
Persistent link: https://www.econbiz.de/10009239483
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Using high, low, open and closing prices to estimate the effects of cash settlement on futures prices
Chan, Leo Tak-hung; Lien, Da-hsiang Donald - In: International review of financial analysis 12 (2003) 1, pp. 35-47
Persistent link: https://www.econbiz.de/10001769951
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The war on terror and its impact on the long-term volatility of financial markets
Fernández, Viviana - In: International review of financial analysis 17 (2008) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10003765173