Aug 31 2017 Raushan Kumar   Price Discovery in Some Primary Commodity Markets in India   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 05 2017 Xiaoying Huang   A Double-Exponential Jump model and its application to risk measure in Wheat spot market   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 10 2016 Manel Hamdi , Chaker Aloui and Santosh kumar Nanda   Comparing Functional Link Artificial Neural Network And Multilayer Feedforward Neural Network Model To Forecast Crude Oil Prices   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 10 2016 Djamel Kirat and Ibrahim Ahamada   Evidence for threshold eff​ects in the pass-through of carbon prices to wholesale electricity prices   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 10 2012 Robert Czudaj and Joscha Beckmann   Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 13 2012 Julien Chevallier   Cointegration between carbon spot and futures prices: from linear to nonlinear modeling   Abstract  Contact Information  Citation  Full Text  -  Note   May 27 2010 Julien Chevallier   A Note on Cointegrating and Vector Autoregressive Relationships between CO2 allowances spot and futures prices   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 05 2009 Mohamed Amine Boutaba   Investigating efficiency in the U.S sulfur dioxide permit market   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 01 2009 Mohamed Amine Boutaba   Dynamic linkages among European carbon markets   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 02 2008 Sifunjo E. Kisaka , Wainaina Gituro , Pokhariyal Ganesh and Ngugi W. Rose   An analysis of the efficiency of the foreign exchange market in Kenya   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 05 2008 Jeng-Bau Lin , Jin-Ming Liang and Chin-Chia Liang   Nonlinear Mean Reversion and Arbitrage in the Gold Futures Market   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result