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| Jun 30 2023 |
William T. Smith |
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The optimal hedge ratio: A closed-form solution, a conjecture, and a challenge |
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Abstract Contact Information Citation Full Text - Comment |
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| Jun 30 2022 |
William T. Smith |
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The optimal hedge ratio: A solution, a conjecture, and a challenge |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 23 2020 |
Willy Kamdem , Jules Sadefo Kamdem , David Kamdem and Louis aimé Fono |
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Risk Aversion and Optimal Hedge Ratio in Commodities Futures Markets |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 07 2020 |
Benjamin Blau , Todd Griffith and Ryan Whitby |
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Comovement in the Cryptocurrency Market |
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Abstract Contact Information Citation Full Text - Note |
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| May 15 2019 |
Jamal Bouoiyour and Refk Selmi |
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How do futures contracts affect Bitcoin prices ? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 31 2017 |
Raushan Kumar |
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Price Discovery in Some Primary Commodity Markets in India |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 10 2012 |
Robert Czudaj and Joscha Beckmann |
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Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 17 2012 |
Kentaka Aruga and Shunsuke Managi |
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Testing the effects of the Japanese vehicle emission-control law on the international palladium futures market |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 06 2011 |
Kentaka Aruga and Shunsuke Managi |
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Tests on price linkage between the U.S. and Japanese gold and silver futures markets |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 14 2007 |
Yen-Hsien Lee , Tung-Yueh Pai and Chien-Liang Chiu |
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Abnormal Domestic Information Disseminate on Cross-listed Nikkei 225 Index Futures from Abroad? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 12 2007 |
Wen-Hsiu Kuo , Liu-Hsiang Hsu and Ching-Chung Lin |
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The impact of foreign trading information on emerging futures markets: a study of Taiwan's unique data set |
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Abstract Contact Information Citation Full Text - Note |
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