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Causal relationship between spot and futures prices with multiple time horizons : a nonparametric wavelet Granger causality test
Torun, Erdost; Chang, Tzu-pu; Chou, Ray Yeutien - In: Research in international business and finance 52 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012543339
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Contemporaneous and Granger causality among US corn cash and futures prices
Xu, Xiaojie - In: European review of agricultural economics 46 (2019) 4, pp. 663-695
Persistent link: https://www.econbiz.de/10012058095
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Relationship between spot and futures markets of selected agricultural commodities : an efficiency and causation analysis
Velmurugan, P. S.; Raghavendra, R. H.; Saravanan, A. - In: The Indian journal of economics 97 (2017) 386, pp. 513-526
Persistent link: https://www.econbiz.de/10011991051
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Brent crude oil spot and futures prices : structural break insights
Zavadska, Miroslava; Morales, Lucía; Coughlan, Joseph - In: The journal of energy markets 12 (2019) 4, pp. 31-52
Persistent link: https://www.econbiz.de/10012589651
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Price Discovery via Causality of Future and Spot Prices in Commodity Market in India
Dangi, Vandana - 2021
Price discovery is one of the imperative functions of commodity derivative market. Its mechanism is established by long …
Persistent link: https://www.econbiz.de/10013232946
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Tail risk of electricity futures
Peña Sánchez de Rivera, Juan Ignacio; Rodríguez, Rosa; … - In: Energy economics 91 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012518716
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Spillover effects in the global copper futures markets: asymmetric multivariate GARCH approaches
Lee, Hyun-Bock; Park, Cheol-Ho - In: Applied economics 52 (2020) 54, pp. 5909-5920
Persistent link: https://www.econbiz.de/10012308379
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Price transmission across commodity markets: physical to futures
Mbara, Gilbert - 2020
Persistent link: https://www.econbiz.de/10012196856
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Asymmetric information in commodity futures markets : theory and empirical evidence
Perrakis, Stylianos - In: The journal of futures markets 18 (1998) 7, pp. 803-825
Persistent link: https://www.econbiz.de/10001249187
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A dynamic model of hedging and speculation in the commodity futures markets
Cifarelli, Giulio; Paladino, Giovanna - In: Journal of financial markets 25 (2015), pp. 1-15
Persistent link: https://www.econbiz.de/10011477250