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Time-changed Ornstein-Uhlenbeck processes and their applications in commodity derivative models
Li, Lingfei; Linetsky, Vadim - In: Mathematical finance : an international journal of … 24 (2014) 2, pp. 289-330
Persistent link: https://www.econbiz.de/10010357373
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Impact of open interest on realized volatility in oil futures
Chung, Huimin; Tseng, Tseng-chan; Chen, Chi-yuan - In: The empirical economics letters : a monthly … 12 (2013) 8, pp. 853-860
Persistent link: https://www.econbiz.de/10010363101
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CFTC staff finalizes guidance on anti-disruptive trading practices
Architzel, Paul M.; Bernstein, Gail C.; Ayalew, Mahlet - In: The journal of investment compliance 14 (2013) 4, pp. 44-47
Persistent link: https://www.econbiz.de/10010229661
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The value of USDA crop progress and condition information : reactions of corn and soybean futures markets
Lehecka, Georg V. - In: Journal of agricultural and resource economics : JARE ; … 39 (2014) 1, pp. 88-105
Persistent link: https://www.econbiz.de/10010380868
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Role of futures market in price discovery
Arora, Sunita; Kumar, Narender - In: Decision 40 (2013) 3, pp. 164-179
Persistent link: https://www.econbiz.de/10010381133
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Are crude oil spot and futures prices cointegrated? : not always!
Wang, Yudong; Wu, Chongfeng - In: Economic modelling 33 (2013), pp. 641-650
Persistent link: https://www.econbiz.de/10010194454
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Commodity futures price volatility, convenience yield and economic fundamentals
Power, Gabriel J.; Robinson, John R. C. - In: Applied economics letters 20 (2013) 10/12, pp. 1089-1095
Persistent link: https://www.econbiz.de/10010197057
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Commodity price dynamics and derivative valuation : a review
Back, Janis; Prokopczuk, Marcel - In: International journal of theoretical and applied finance 16 (2013) 6, pp. 1-30
Persistent link: https://www.econbiz.de/10010197182
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Do commodity index traders destabilize agricultural futures prices?
Bohl, Martin T.; Javed, Farrukh; Stephan, Patrick Maurice - In: Applied economics quarterly 59 (2013) 2, pp. 125-148
Persistent link: https://www.econbiz.de/10010198708
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Monetary policy surprises, positions of traders, and changes in commodity futures prices
Gospodinov, Nikolaj; Jamali, Ibrahim - 2013
metals and energy commodities strongly respond to monetary policy shocks. The adjustment of the net long positions of hedgers …
Persistent link: https://www.econbiz.de/10010201348