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Aug 08 2020 Bruno Thiago Tomio
  Carry trade in developing and developed countries: A Granger causality analysis with the Toda-Yamamoto approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 23 2020 Willy Kamdem , Willy Domtchueng Kamdem , David Kamdem and Louis aimé Fono
  Risk Aversion and Optimal Hedge Ratio in Commodities Futures Markets
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 07 2020 Benjamin Blau , Todd Griffith and Ryan Whitby
  Comovement in the Cryptocurrency Market
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 07 2019 Xiaojie Xu
  Contemporaneous Causal Orderings of CSI300 and Futures Prices through Directed Acyclic Graphs
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 03 2019 Raphaël Chiappini and Yves Jégourel
  Explaining the role of commodity traders: A theoretical approach
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May 15 2019 Jamal Bouoiyour and Refk Selmi
  How do futures contracts affect Bitcoin prices ?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 02 2019 Benjamin M. Blau and Ryan J. Whitby
  The Introduction of Bitcoin Futures: An Examination of Volatility and Potential Spillover Effects
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Aug 31 2017 Raushan Kumar
  Price Discovery in Some Primary Commodity Markets in India
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 20 2017 Terence Tai-Leung Chong , Yue Ding and Tianxiao Pang
  Extreme Risk Value and Dependence Structure of the China Securities Index 300
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 07 2015 Aviral Kumar Tiwari , Aruna Kumar Dash and Subhendu Dutta
  Testing the mean reversion in prices of agricultural commodities in India
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Jul 11 2013 Diogo de Prince and Alexandre Monte
  What market (spot or future) reflects news first? An analysis in the frequency domain for Brazilian stock market
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Dec 19 2012 Marcelo Brutti Righi and Paulo Sergio Ceretta
  Copula based Dynamic Hedging Strategy with Futures
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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
 
Apr 17 2012 Kentaka Aruga and Shunsuke Managi
  Testing the effects of the Japanese vehicle emission-control law on the international palladium futures market
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Jan 13 2012 Julien Chevallier
  Cointegration between carbon spot and futures prices: from linear to nonlinear modeling
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Jun 14 2011 Julien Chevallier
  Wavelet packet transforms analysis applied to carbon prices
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 06 2011 Kentaka Aruga and Shunsuke Managi
  Tests on price linkage between the U.S. and Japanese gold and silver futures markets
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Nov 03 2010 George Milunovich and Ronald Ripple
  Crude Oil Volatility: Hedgers or Investors
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Jul 16 2010 Bolong Cao , Shamila Jayasuriya and William Shambora
  Holding a commodity futures index fund in a globally diversified portfolio: A placebo effect?
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Jul 13 2010 Yoichi Tsuchiya
  Linkages among precious metals commodity futures prices: evidence from Tokyo
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Jun 15 2010 Julien Chevallier
  Volatility forecasting of carbon prices using factor models
  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
 
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
 
Nov 14 2007 Yen-Hsien Lee , Tung-Yueh Pai and Chien-Liang Chiu
  Abnormal Domestic Information Disseminate on Cross-listed Nikkei 225 Index Futures from Abroad?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 12 2007 Wen-Hsiu Kuo , Liu-Hsiang Hsu and Ching-Chung Lin
  The impact of foreign trading information on emerging futures markets: a study of Taiwan's unique data set
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Jan 06 2006 Benoît Sévi
  Ederington's ratio with production flexibility
  Abstract  Contact Information  Citation  Full Text  -  Note