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Price discovery mechanism in spot and futures market of agricultural commodities : the case of India

Minakshi - In: Focus : journal of international business 5 (2018) 2, pp. 44-67

Persistent link: https://www.econbiz.de/10012020088

Forecasting gold futures market volatility using macroeconomic variables in the United States

Fang, Libing; Yu, Honghai; Xiao, Wen - In: Economic modelling 72 (2018), pp. 249-259

Persistent link: https://www.econbiz.de/10012100333

Degree of integration between brent oil spot and futures markets : intraday evidence

Inci, Ahmet Can; Seyhun, H. Nejat - In: Emerging markets finance & trade : a journal of the … 54 (2018) 7/8/9, pp. 1808-1826

Persistent link: https://www.econbiz.de/10012124554

Dynamic spillover effects in futures markets : UK and US evidence

Antonakakis, Nikolaos; Floros, Christos; Kizys, Renatas - In: International review of financial analysis 48 (2016), pp. 406-418

Persistent link: https://www.econbiz.de/10011624538

Financialization and the rise in co-movement of commodity prices

Pradhananga, Manisha - In: International review of applied economics 30 (2016) 5, pp. 547-566

Persistent link: https://www.econbiz.de/10011569282

Hedging effectiveness of European wheat futures markets : an application of multivariate GARCH models

Zuppiroli, Marco; Revoredo Giha, César L. - In: International journal of applied management science 8 (2016) 2, pp. 132-148

Persistent link: https://www.econbiz.de/10011636094

Market conditions, trader types and price-volume relation in energy futures markets

Alizadeh-Masoodian, Amir H.; Tamvakis, Michael - In: Energy economics 56 (2016), pp. 134-149

Persistent link: https://www.econbiz.de/10011663879

Hedging performance and multiscale relationships in the German electricity spot and futures markets

Madaleno, Mara; Pinho, Carlos - In: Journal of risk and financial management : JRFM 3 (2010) 1, pp. 26-62

futures. Simpler approaches are also used for comparison purposes like the naïve, OLS and the dynamic multivariate GARCH model … provide higher variance reductions in terms of hedging effectiveness; there is poor correlation among spot and futures, not … coherence and to statistical relationships between spot and futures electricity series. The instability found in various aspects …

Persistent link: https://www.econbiz.de/10011555959

Risk contributions of trading and non-trading hours : evidence from Chinese commodity futures markets

Liu, Qingfu; An, Yunbi - In: Pacific-Basin finance journal 30 (2014), pp. 17-29

Persistent link: https://www.econbiz.de/10010495690

Time-varying long range dependence in energy futures markets

Sensoy, Ahmet; Hacihasanoglu, Erk - In: Energy economics 46 (2014), pp. 318-327

Persistent link: https://www.econbiz.de/10011298582