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Agyekum, Crentsil Kofi; Haifeng, Huang; Chen, Jianshu - In: Cogent economics & finance 5 (2017) 1, pp. 1-30

This article investigates price transmission mechanism and volatility impact between Chinese cornstarch futures market … price and corn futures price. The launch of cornstarch futures market can slightly reduce volatility of domestic corn …

Persistent link: https://www.econbiz.de/10011887432

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Forecasting the daily dynamic hedge ratios by GARCH models : evidence from the agricultural futures markets

Zhang, Yuanyuan; Choudhry, Taufiq - In: The European journal of finance 21 (2015) 4/6, pp. 376-399

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

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Can night trading reduce price volatility? : evidence from China's corn and corn starch futures markets

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Prospect of developing an effective agricultural commodity market in Bangladesh

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Correlation asymmetry and implication on hedging

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Time-to-maturity and commodity futures return volatility : the role of time-varying asymmetric information

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Managing storable commodity risks : the role of inventory and financial hedge

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Commodities and commodity derivatives : modeling and pricing for agriculturals, metals and energy

Geman, Hélyette - 2005

-- Stochastic modelling of commodity price processes -- Plain-vanilla option pricing and hedging -- Risk-neutral valuation of plain … markets -- The structure of metal markets and metal prices -- The oil market as a world market -- The gas market as the energy …

Persistent link: https://www.econbiz.de/10002392736