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An application of arbitrage pricing theory to futures markets : tests of normal backwardation
Ehrhardt, Michael C. - In: The journal of futures markets 7 (1987) 1, pp. 21-34
Persistent link: https://www.econbiz.de/10001149664
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Information in the term structure of commodity-specific interest rates in the Chicago wheat futures market
Kim, Hun - 1990
Persistent link: https://www.econbiz.de/10000842403
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Agricultural options : trading puts and calls in the new grain and livestock futures markets
Angell, George - 1986
Persistent link: https://www.econbiz.de/10000698970
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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
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Trading-hour and day-of-the-week effects in grain futures returns
Liu, Shi-Miin - In: Review of futures markets 13 (1994) 3, pp. 861-896
Persistent link: https://www.econbiz.de/10001169327
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The informational content of USDA crop reports : impacts on uncertainty and expectations in grain futures markets
McNew, Kevin Patrick - In: The journal of futures markets 14 (1994) 4, pp. 475-492
Persistent link: https://www.econbiz.de/10001169790
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Analysis of spreads in agricultural futures
Barrett, W. B. - In: The journal of futures markets 15 (1995) 1, pp. 69-86
Persistent link: https://www.econbiz.de/10001178114
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The effect of futures markets and corners on storage and spot price variability
Netz, Janet S. - In: American journal of agricultural economics 77 (1995) 1, pp. 182-193
Persistent link: https://www.econbiz.de/10001180487
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Efficiency tests of July Kansas City wheat futures
Kastens, Terry L. - In: Journal of agricultural and resource economics : JARE ; … 21 (1996) 2, pp. 187-198
Persistent link: https://www.econbiz.de/10001213210