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Spark spread options when commodity prices are represented as time changed processes
Luciano, Elisa - In: Risk management in commodity markets : from shipping to …, (pp. 129-151). 2008
Persistent link: https://www.econbiz.de/10003787696
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Can commodity futures be profitably traded with quantitative market timing strategies?
Marshall, Ben R.; Cahan, Rochester H.; Cahan, Jared M. - In: Journal of banking & finance 32 (2008) 9, pp. 1810-1819
Persistent link: https://www.econbiz.de/10003774765
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Timing techniques for commodity futures markets : effective strategy and tactics for short-term and long-term traders
Alexander, Colin - 2007
Persistent link: https://www.econbiz.de/10003473132
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Time horizon-specific hedging in commodity markets
Power, Gabriel J.; Turvey, Calum Greig - In: Financial hedging, (pp. 245-254). 2009
Persistent link: https://www.econbiz.de/10008799125
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Three essays in dynamic economic analysis
Scholz, Sebastian - 2010
Persistent link: https://www.econbiz.de/10003986027
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Have extended trading hours made agricultural commodity markets riskier?
Kauffman, Nathan - In: Economic review 98 (2013) 3, pp. 67-94
Persistent link: https://www.econbiz.de/10010211880
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Timing strategy performance in the crude oil futures market
Taylor, Nicholas - In: Energy economics 66 (2017), pp. 480-492
Persistent link: https://www.econbiz.de/10011896554
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How commodity futures markets work
Yamey, Basil S.; Sandor, Richard L.; Hindley, Brian - 1985
Persistent link: https://www.econbiz.de/10000000058
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Samuelson's conjecture holds for commodity futures but not for financial futures
Houthakker, Hendrik S. - 1994
Persistent link: https://www.econbiz.de/10000889380
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Is convenience yield a necessary hypothesis? : "Supply of storage" in a wheat market
Brennan, Donna; Wright, Brian D.; Williams, Jeffrey - 1992
Persistent link: https://www.econbiz.de/10000854907