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Volatility
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Finance research letters
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Energy economics
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International review of financial analysis
77
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65
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59
The journal of futures markets
59
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Journal of international money and finance
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International journal of finance & economics : IJFE
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Cogent economics & finance
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ECONIS (ZBW)
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Other ZBW resources
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EconStor
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BASE
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1
Risk
contributions of trading and non-trading hours : evidence from Chinese commodity futures markets
Liu, Qingfu
;
An, Yunbi
- In:
Pacific-Basin finance journal
30
(
2014
),
pp. 17-29
Persistent link: https://www.econbiz.de/10010495690
Saved in:
2
Price limits and volatility in soybean meal futures markets
Cantor, Richard
-
1989
Persistent link: https://www.econbiz.de/10000123785
Saved in:
3
Volatility in the gold futures market
Batten, Jonathan Andrew
;
Lucey, Brian M.
- In:
Applied economics letters
17
(
2010
)
1/3
,
pp. 187-190
Persistent link: https://www.econbiz.de/10003946265
Saved in:
4
Determinants of silver futures price volatility : evidence from the Thailand futures exchange
Jongadsayakul, Woradee
- In:
The international journal of business and finance …
9
(
2015
)
4
,
pp. 81-87
Persistent link: https://www.econbiz.de/10011285359
Saved in:
5
Time-varying long range dependence in energy futures markets
Sensoy, Ahmet
;
Hacihasanoglu, Erk
- In:
Energy economics
46
(
2014
),
pp. 318-327
Persistent link: https://www.econbiz.de/10011298582
Saved in:
6
Impact of futures trading on volatility of spot market-a case of guar seed
Dinesh Kumar Sharma
;
Malhotra, Meenakshi
- In:
Agricultural finance review
75
(
2015
)
3
,
pp. 416-431
Persistent link: https://www.econbiz.de/10011341934
Saved in:
7
The convenience yield and the informational content of the oil futures price
Bernard, Jean-Thomas
;
Khalaf, Lynda
;
Kichian, Maral
; …
- In:
The energy journal
36
(
2015
)
2
,
pp. 29-46
Persistent link: https://www.econbiz.de/10010528362
Saved in:
8
Impact of transaction taxes on commodity derivatives trading in India
Ray, Saon
;
Malik, Neha
-
2014
Commodity derivatives were introduced in India with a dual purpose of promoting price discovery and enhancing
risk
…
Persistent link: https://www.econbiz.de/10010354169
Saved in:
9
Time-changed Ornstein-Uhlenbeck processes and their applications in commodity
derivative
models
Li, Lingfei
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 289-330
Persistent link: https://www.econbiz.de/10010357373
Saved in:
10
Impact of open interest on realized volatility in oil futures
Chung, Huimin
;
Tseng, Tseng-chan
;
Chen, Chi-yuan
- In:
The empirical economics letters : a monthly …
12
(
2013
)
8
,
pp. 853-860
Persistent link: https://www.econbiz.de/10010363101
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