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An application of Bayesian opt...
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1
Why do expiring futures and cash prices diverge for grain markets?
Aulerich, Nicole M.
;
Fishe, Raymond P. H.
;
Harris, …
- In:
The journal of futures markets
31
(
2011
)
6
,
pp. 503-533
Persistent link: https://www.econbiz.de/10009009219
Saved in:
2
Continuously traded options on discretely traded commodity futures contracts
Webb, Robert I.
;
Iwata, Gyoichi
;
Fujiwara, Koichi
; …
- In:
The journal of futures markets
17
(
1997
)
6
,
pp. 633-666
Persistent link: https://www.econbiz.de/10001228028
Saved in:
3
Economic criteria for evaluating commodity price forecasts
Dorfman, Jeffrey H.
- In:
Journal of agricultural and applied economics
29
(
1997
)
2
,
pp. 337-345
Persistent link: https://www.econbiz.de/10001231870
Saved in:
4
The dynamics of convenience and the Brazilian
soybean
boom
Frechette, Darren L.
- In:
American journal of agricultural economics
79
(
1997
)
4
,
pp. 1108-1118
Persistent link: https://www.econbiz.de/10001238857
Saved in:
5
Cointegration and price discovery in US corn cash and futures markets
Xu, Xiaojie
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
4
,
pp. 1889-1923
Persistent link: https://www.econbiz.de/10011950344
Saved in:
6
The long-term structure of commodity futures
Na Jin
;
Lence, Sergio H.
;
Hart, Chad E.
;
Hayes, Dermot James
- In:
American journal of agricultural economics
94
(
2012
)
3
,
pp. 718-735
Persistent link: https://www.econbiz.de/10009576544
Saved in:
7
Predictable dynamics in the implied volatility surface based on weighted least squares : evidence from
soybean
meal futures options in China
Sui, Cong
;
Lung, Peter P.
;
Yang, Mo
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
11
,
pp. 2625-2638
Persistent link: https://www.econbiz.de/10012262896
Saved in:
8
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
Saved in:
9
Recovering an asset's implied PDF from option prices : an application to crude oil during the Gulf crisis
Melick, William Robert
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
1
,
pp. 91-115
Persistent link: https://www.econbiz.de/10001218122
Saved in:
10
Valuing long-term commodity assets
Schwartz, Eduardo S.
- In:
Journal of energy finance & development
3
(
1998
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001445708
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