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Sharpe-optimal volatility futures carry
Uhl, Björn - In: The journal of asset management : a major new, … 25 (2024) 3, pp. 288-302
Persistent link: https://www.econbiz.de/10014583405
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Market efficiency in Indian soybean futures markets
Ranganathan, Thiagu; Ananthakumar, Usha - In: International journal of emerging markets 9 (2014) 4, pp. 520-534
Persistent link: https://www.econbiz.de/10011336732
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Efficiency of Brent Index and Futures Markets
Inci, A. Can - 2020
Previous studies on the efficiency of oiI and gas markets have used monthly, weekly, or daily data. With the fast evolving, high-speed transaction globalized financial markets; efficiency of markets is better-explored using intraday day. In this paper, data sampled at 30-minute intervals...
Persistent link: https://www.econbiz.de/10012844437
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Die Informationseffizienz von commodity index futures : eine empirische Untersuchung auf der Basis von Intraday- und Tagesdaten
Becker, Hilger - 2002 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10013432175
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The first commodity futures index of 1933
Bhardwaj, Geetesh; Janardanan, Rajkumar; Rouwenhorst, … - In: Journal of commodity markets 23 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012879018
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Commodity index risk premium
Cortazar, Gonzalo; Ortega, Hector; Rojas, Maximiliano; … - In: Journal of commodity markets 22 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012807724
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Market efficiency and information content of Indian commodity futures markets
Pandey, Vikas; Vipul - In: International journal of Indian culture and business … 14 (2017) 3, pp. 274-293
Persistent link: https://www.econbiz.de/10011715049
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Market efficiency and risk premium in the Turkish wholesale electricity market
Yilmaz, Mustafa Kemal; Kucukcolak, Necla I.; … - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 5, pp. 76-88
Persistent link: https://www.econbiz.de/10011951748
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Forecasting high-yield equity and CDS index returns : does observed cross-market informational flow have predictive power?
Procasky, William J.; Yin, Anwen - In: The journal of futures markets 42 (2022) 8, pp. 1466-1490
Persistent link: https://www.econbiz.de/10013287989
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A joint affine model of commodity futures and US Treasury yields
Chin, Michael; Liu, Zhuoshi - 2015
Persistent link: https://www.econbiz.de/10010497510