Narrow search
Showing 1 - 10 of 2,403
Cover Image
Quantitative finance for agricultural commodities : discussion and extension
Power, Gabriel J. - In: Agricultural finance review 76 (2016) 1, pp. 27-41
Persistent link: https://www.econbiz.de/10011695493
Cover Image
Study on extreme risk measurement of Chinese soybean futures market : VaR based on GARCH model
Li, Ganqiong; Xu, Shiwei; Wang, Shengwei; Yu, Haipeng - In: Proceedings of 2013 world agricultural outlook conference, (pp. 161-171). 2014
Persistent link: https://www.econbiz.de/10010416299
Cover Image
Demand-driven markets and the importance of demand rationing
Prehn, Sören; Glauben, Thomas; Loy, Jens-Peter - In: Perspektiven für die Agrar- und Ernährungswirtschaft …, (pp. 65-76). 2016
Persistent link: https://www.econbiz.de/10011630704
Cover Image
How to cope with volatile commodity export prices : three proposals
Frankel, Jeffrey A. - In: Rethinking the macroeconomics of resource-rich countries, (pp. 35-44). 2018
Persistent link: https://www.econbiz.de/10012055906
Cover Image
Introducing distances between commodity markets : the case of the US and UK natural gas
Geman, Hélyette; Liu, Bo - In: Advanced modelling in mathematical finance : in honour …, (pp. 93-105). 2016
Persistent link: https://www.econbiz.de/10011800340
Cover Image
The impact of US macroeconomic news announcements on Chinese commodity futures
Cai, Haidong; Ahmed, Shamim; Jiang, Ying; Liu, Xiaoquan - In: Quantitative finance 20 (2020) 12, pp. 1927-1966
Persistent link: https://www.econbiz.de/10012313529
Cover Image
The impact of COVID-19 on the interdependence between US and Chinese oil futures markets
Zhang, Yongmin; Ding, Shusheng; Shi, Haili - In: The journal of futures markets 42 (2022) 11, pp. 2041-2052
Persistent link: https://www.econbiz.de/10013465862
Cover Image
Keynes as a trader in commodity futures
Marcuzzo, Maria Cristina; Sanfilippo, Eleonora - In: Financial markets in perspective : lessons from …, (pp. 61-81). 2022
While Keynes is known for his theory of normal backwardation in futures markets, he is less known as a trader in these … markets. The question arises whether his theory acted as a guide to his trading activity or, rather, whether it was his … trading activity that shaped his theory. Backwardation was not viewed by Keynes as a permanent feature of futures market, but …
Persistent link: https://www.econbiz.de/10013172071
Cover Image
An autoregressive approach to modeling commodity prices as a quasi-fractional Brownian motion
Turvey, Calum Greig; Wongsasutthikul, Paitoon - In: Agricultural finance review 76 (2016) 1, pp. 54-75
Persistent link: https://www.econbiz.de/10011695541
Cover Image
Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications
Brio, Esther B. del; Mora-Valencia, Andrés; Perote, Javier - In: The European journal of finance 25 (2019) 17, pp. 1746-1764
Persistent link: https://www.econbiz.de/10012207145