Jun 30 2023 William T. Smith   The optimal hedge ratio: A closed-form solution, a conjecture, and a challenge   Abstract  Contact Information  Citation  Full Text  -  Comment   Jun 30 2022 William T. Smith   The optimal hedge ratio: A solution, a conjecture, and a challenge   Abstract  Contact Information  Citation  Full Text  -  Note   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 , Jules Sadefo 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 03 2019 Raphaël Chiappini and Yves Jégourel   Explaining the role of commodity traders: A theoretical approach   Abstract  Contact Information  Citation  Full Text  -  Note   May 15 2019 Jamal Bouoiyour and Refk Selmi   How do futures contracts affect Bitcoin prices ?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 31 2017 Raushan Kumar   Price Discovery in Some Primary Commodity Markets in India   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   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   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   Apr 17 2012 Kentaka Aruga and Shunsuke Managi   Testing the effects of the Japanese vehicle emission-control law on the international palladium futures market   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 06 2011 Kentaka Aruga and Shunsuke Managi   Tests on price linkage between the U.S. and Japanese gold and silver futures markets   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 13 2010 Yoichi Tsuchiya   Linkages among precious metals commodity futures prices: evidence from Tokyo   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   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   Abstract  Contact Information  Citation  Full Text  -  Note