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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
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Stochastic volatility and seasonality in commodity futures and options : the case of soybeans
Richter, Martin (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001673520
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Tendências comuns em modelos estruturais de séries de tempo : uma aplicação ao preço da soja no Brasil e nos Estados Unidos
Rotatori, Wilson Luiz; Jacinto, Paulo de Andrade; … - In: Economia aplicada : EA 4 (2000) 3, pp. 479-501
Persistent link: https://www.econbiz.de/10001522715
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Hedging with forecasting : a state-space approach to modeling vector-valued time series
Vukina, Tomislav - In: The journal of futures markets 12 (1992) 3, pp. 307-327
Persistent link: https://www.econbiz.de/10001125673
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Efficiency of commodity futures : a vector autoregression analysis
Canarella, Giorgio - In: The journal of futures markets 5 (1985) 1, pp. 57-76
Persistent link: https://www.econbiz.de/10001128573
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Pricing commodity options when the underlying futures price exhibits time-varying volatility
Myers, Robert J. - In: American journal of agricultural economics 75 (1993) 1, pp. 121-130
Persistent link: https://www.econbiz.de/10001141432
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Soybean futures price forecasting using dynamic model averaging : do the predictors change over time?
Xiong, Tao; Hu, Zhongyi - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 4, pp. 1198-1214
Persistent link: https://www.econbiz.de/10012483322
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Commodity price forecasting via neural networks for coffee, corn, cotton, oats, soybeans, soybean oil, sugar, and wheat
Xu, Xiaojie; Zhang, Yun - In: Intelligent systems in accounting, finance & management 29 (2022) 3, pp. 169-181
Persistent link: https://www.econbiz.de/10013402100
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Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669344
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Conditional correlations and volatility spillovers between crude oil and stock index returns
Tansuchat, Roengchai; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10003987330