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The effects of supply and interest rate shocks in commodity futures markets
Bond, Gary E. - In: American journal of agricultural economics 66 (1984) 3, pp. 294-301
Persistent link: https://www.econbiz.de/10003498077
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On the "efficiency" of futures markets : Another view
Bopp, Anthony E.; Sitzer, Scott - In: Energy economics 10 (1988) 3, pp. 199-205
Persistent link: https://www.econbiz.de/10003498561
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Bourse de Commerce de Paris: Marchés à terme internationaux
1973
Persistent link: https://www.econbiz.de/10003499327
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A measure of hedging's performance
Nelson, Ray D.; Collins, Robert A. - In: The journal of futures markets 5 (1985) 1, pp. 45-55
Persistent link: https://www.econbiz.de/10003516051
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Stable distributions, futres prices, and the measurement of trading performance
Cornew, Ronald W.; Town, Donald E.; Crowson, Lawrence D. - In: The journal of futures markets 4 (1984) 4, pp. 531-557
Persistent link: https://www.econbiz.de/10003520704
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Commodity options, efficiency and imperfect state information
Peters, Mike - 1980
Persistent link: https://www.econbiz.de/10003527846
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Trading on the Sydney wool futures market: A test of a theory of speculation at the level of the individual
Goss, B. A. - In: The economics of futures trading : readings, (pp. 168-187). 1976
Persistent link: https://www.econbiz.de/10003562436
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Forward pricing and efficiency in the silver market
Goss, Barry A. - 1982 - Rev.
Persistent link: https://www.econbiz.de/10003562442
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The relationship between spot and period rates in the dry bulk market : some tests for the period 1980-1986
Hale, C.; Vanags, A. - 1987
Persistent link: https://www.econbiz.de/10003568943