The Long Way to Cryptocurrencies Commoditization: Learning from Bitcoin ETF Prices?
- Published in:
- Journal of Beta Investment Strategies, 2025, v. 16, n. 2, p. 68, doi. 10.3905/jbis.2025.1.088
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- Publication type:
- Article
Works matching DE "FUTURES market"
Results: 2369
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Hedging Effectiveness and Influential Direction Between Spot and Futures Market of Aluminium: An Evidence from India.
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- Business Perspectives & Research, 2025, v. 13, n. 3, p. 369, doi. 10.1177/22785337221148537
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- Article
3
Price Discovery in the Presence of Embedded Location Options: The Evidence from Chana Contracts in India.
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- Business Perspectives & Research, 2025, v. 13, n. 3, p. 385, doi. 10.1177/22785337221098270
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- Article
4
Standard Portfolio Analysis of Risk versus Filtered Historical Simulation Value-at-Risk and Its Improvements: Evidence from Taiwan Market.
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- Journal of Derivatives, 2025, v. 32, n. 4, p. 25, doi. 10.3905/jod.2025.1.227
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- Article
5
Financialization and Learning About the Persistence of Shocks.
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- Energy Journal, 2025, v. 46, n. 4, p. 1, doi. 10.1177/01956574241280799
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- Article
6
PRICE DISCOVERY IN SINGLE-STOCK FUTURES: EVIDENCE FROM THE WARSAW STOCK EXCHANGE.
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- Scientific Papers of Silesian University of Technology. Organization & Management / Zeszyty Naukowe Politechniki Slaskiej. Seria Organizacji i Zarzadzanie, 2025, n. 222, p. 551, doi. 10.29119/1641-3466.2025.222.31
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- Article
7
Price Connectedness in the Futures Markets of Livestock Commodities.
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- Journal of Agricultural & Food Industrial Organization, 2025, v. 23, n. 1, p. 51, doi. 10.1515/jafio-2024-0059
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- Article
8
Skewed Multifractal Cross-Correlations Between Green Bond Index and Energy Futures Markets: A New Perspective Based on Change Point.
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- Fractal & Fractional, 2025, v. 9, n. 5, p. 327, doi. 10.3390/fractalfract9050327
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- Article
9
Oil prices, stock market returns, and volatility spillovers: evidence from Saudi Arabia.
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- International Economics & Economic Policy, 2021, v. 18, n. 1, p. 157, doi. 10.1007/s10368-020-00484-0
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- Article
10
Predatory Innovation: A Step Beyond? (Understanding Competition in High-technology Markets).
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- International Review of Law, Computers & Technology, 2001, v. 15, n. 1, p. 7, doi. 10.1080/13600860020002714
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- Article
11
Alternative Relationships between Britain and the EU: New Ways Forward?
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- Political Quarterly, 2006, v. 77, n. 3, p. 402, doi. 10.1111/j.1467-923X.2006.00811.x
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- Article
12
Cellulosic value-added products from sugarcane bagasse.
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- Cellulose, 2021, v. 28, n. 9, p. 5219, doi. 10.1007/s10570-021-03918-3
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- Article
13
The social thickening of market futures: Exploring the discursive work of drone visioneers.
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- Marketing Theory, 2022, v. 22, n. 3, p. 311, doi. 10.1177/14705931221084356
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- Article
14
The queer manifesto: Imagining new possibilities and futures for marketing and consumer research.
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- Marketing Theory, 2022, v. 22, n. 2, p. 293, doi. 10.1177/14705931221074723
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- Article
15
Experiential brand loyalty: Towards an extended conceptualisation of consumer allegiance to brands.
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- Marketing Theory, 2020, v. 20, n. 3, p. 251, doi. 10.1177/1470593119885167
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- Article
16
A Heteronomous Consumer Romance.
- Published in:
- Marketing Theory, 2020, v. 20, n. 2, p. 159, doi. 10.1177/1470593119897767
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- Article
17
Investigation of the Impact of Dubai and Oman Crude Oil Market Structure on Iranian Crude Oil in the Asian Market.
- Published in:
- Economics & Regional Development, 2024, v. 30, n. 26, p. 58, doi. 10.22067/erd.2023.79779.1152
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- Article
18
Effects of futures trading on the spot market bid-ask spread.
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- Manchester School (1463-6786), 1998, v. 66, n. 1, p. 87, doi. 10.1111/1467-9957.00090
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- Article
19
Przenoszenie zmienności cen pomiędzy rynkami towarów rolnych i energetycznych - perspektywa rynków europejskich w czasie pandemii COVID-19 i wojny rosyjsko-ukraińskiej.
- Published in:
- Wieś & Rolnictwo, 2023, v. 199, n. 2, p. 41, doi. 10.53098/wir022023/02
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- Article
20
Price Volatility Modeling for the Lumber Futures Market: A Generalized Autoregressive Conditional Heteroskedasticity-Mixed Data Sampling Approach.
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- Forest Science, 2023, v. 69, n. 5, p. 510, doi. 10.1093/forsci/fxad021
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- Article
21
What Drives Daily Volatility in Lumber Futures Markets?
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- Forest Science, 2011, v. 57, n. 5, p. 379, doi. 10.1093/forestscience/57.5.379
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- Article
22
Degree of Integration Between Brent Oil Spot and Futures Markets: Intraday Evidence.
- Published in:
- Emerging Markets Finance & Trade, 2018, v. 54, n. 8, p. 1809, doi. 10.1080/1540496X.2017.1376644
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- Article
23
The Impact of Single Stock Futures on Market Efficiency and Volatility: A Dynamic CAPM Approach.
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- Emerging Markets Finance & Trade, 2017, v. 53, n. 2, p. 339, doi. 10.1080/1540496X.2016.1210507
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- Article
24
Technical Analysis as a Rational Tool of Decision Making for Professional Traders.
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- Emerging Markets Finance & Trade, 2016, v. 52, n. 12, p. 2756, doi. 10.1080/1540496X.2016.1217004
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- Article
25
Day Trader Behavior and Performance: Evidence from Taiwan Futures Market.
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- Emerging Markets Finance & Trade, 2016, v. 52, n. 11, p. 2495, doi. 10.1080/1540496X.2016.1172205
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- Article
26
Jump-Dependent Model for Optimal Index Futures Hedging in Five Major Asian Stock Markets.
- Published in:
- Emerging Markets Finance & Trade, 2016, v. 52, n. 4, p. 786, doi. 10.1080/1540496X.2015.1117875
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- Article
27
The Impact of Index Futures on Spot Market Volatility in China.
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- Emerging Markets Finance & Trade, 2014, v. 50, p. 167, doi. 10.2753/REE1540-496X5001S111
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- Article
28
Contemporaneous and Asymmetric Properties in the Price-Volume Relationships in China's Agricultural Futures Markets.
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- Emerging Markets Finance & Trade, 2014, v. 50, p. 148, doi. 10.2753/REE1540-496X5001S110
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- Article
29
Hedging with Chinese Aluminum Futures: International Evidence with Return and Volatility Spillover Indices Under Structural Breaks.
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- Emerging Markets Finance & Trade, 2013, v. 49, p. 37, doi. 10.2753/REE1540-496X4901S103
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- Article
30
The Relation Between Relative Order Imbalance and Intraday Futures Returns: An Application of the Quantile Regression Model to Taiwan.
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- Emerging Markets Finance & Trade, 2011, v. 47, n. 3, p. 69, doi. 10.2753/REE1540-496X470304
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- Article
31
Shock and Volatility Transmission in the Futures and Spot Markets: Evidence from Turkish Markets.
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- Emerging Markets Finance & Trade, 2010, v. 46, n. 4, p. 92, doi. 10.2753/REE1540-496X460406
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- Article
32
Volatility, Depth, and Order Composition: Evidence from a Pure Limit Order Futures Market.
- Published in:
- Emerging Markets Finance & Trade, 2009, v. 45, n. 5, p. 72, doi. 10.2753/REE1540-496X450506
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- Article
33
Futures Market Sentiment and Institutional Investor Behavior in the Spot Market: The Emerging Market in Taiwan.
- Published in:
- Emerging Markets Finance & Trade, 2008, v. 44, n. 2, p. 70, doi. 10.2753/REE1540-496X440204
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- Article
34
Technical Trading Rules in Emerging Markets and the 1997 Asian Currency Crises.
- Published in:
- Emerging Markets Finance & Trade, 2007, v. 43, n. 4, p. 46, doi. 10.2753/REE1540-496X430403
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- Article
35
Price-Formation Process of an Emerging Futures Market.
- Published in:
- Emerging Markets Finance & Trade, 2007, v. 43, n. 1, p. 74, doi. 10.2753/REE1540-496X430104
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- Article
36
Margins and Price Limits in Taiwan's Stock Index Futures Market.
- Published in:
- Emerging Markets Finance & Trade, 2006, v. 42, n. 1, p. 62, doi. 10.2753/REE1540-496X420104
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- Article
37
Institutional Interventions and Performance of Futures Markets in China.
- Published in:
- Emerging Markets Finance & Trade, 2005, v. 41, n. 5, p. 43, doi. 10.1080/1540496X.2005.11052622
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- Publication type:
- Article
38
Sustainable Feedstocks and Challenges in Biodiesel Production: An Advanced Bibliometric Analysis.
- Published in:
- Bioengineering (Basel), 2022, v. 9, n. 10, p. N.PAG, doi. 10.3390/bioengineering9100539
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- Publication type:
- Article
39
Accept No Substitutes: Why Natural Resource Stocks Are a Bad Way to Get Commodity Exposure.
- Published in:
- Journal of Wealth Management, 2012, v. 14, n. 4, p. 87, doi. 10.3905/jwm.2012.14.4.087
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- Publication type:
- Article
40
Gender effect of entrepreneurial orientation on dairy farming career resilience in Kenya.
- Published in:
- Cogent Food & Agriculture, 2020, v. 6, n. 1, p. 1, doi. 10.1080/23311932.2020.1863565
- By:
- Publication type:
- Article
41
Day-of-the-week effect: Petroleum and petroleum products.
- Published in:
- Cogent Economics & Finance, 2023, v. 11, n. 1, p. 1, doi. 10.1080/23322039.2023.2213876
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- Publication type:
- Article
42
Speculative ratios and returns volatility in the South African white maize futures market.
- Published in:
- Cogent Economics & Finance, 2023, v. 11, n. 1, p. 1, doi. 10.1080/23322039.2022.2160127
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- Publication type:
- Article
43
The linkage between oil price, stock market indices, and exchange rate before, during, and after COVID-19: Empirical insights of Pakistan.
- Published in:
- Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2129366
- By:
- Publication type:
- Article
44
CBOE volatility index (VIX) and corporate market leverage.
- Published in:
- Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2111798
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- Publication type:
- Article
45
The Effects of Public Sector Management and Institutions on Stock Market Development in Sub- Saharan Africa.
- Published in:
- Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2109278
- By:
- Publication type:
- Article
46
Demand forecasting for successive generations of mobile telecommunication service in Ethiopia.
- Published in:
- Cogent Economics & Finance, 2021, v. 9, n. 1, p. 1, doi. 10.1080/23322039.2021.1969111
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- Publication type:
- Article
47
The effect of new futures contracts on gold futures price volatility: Evidence from the Thailand futures exchange.
- Published in:
- Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1802807
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- Publication type:
- Article
48
The management of price risk in Iranian dates: An application of futures instruments.
- Published in:
- Cogent Economics & Finance, 2014, v. 2, n. 1, p. N.PAG, doi. 10.1080/23322039.2014.946998
- By:
- Publication type:
- Article
49
An intervention analysis on the Tokyo Grain Exchange non-genetically modified and conventional soybean futures markets.
- Published in:
- Cogent Economics & Finance, 2014, v. 2, n. 1, p. N.PAG, doi. 10.1080/23322039.2014.918854
- By:
- Publication type:
- Article
50
An intervention analysis on the Tokyo Grain Exchange non-genetically modified and conventional soybean futures markets.
- Published in:
- Cogent Economics & Finance, 2014, v. 2, n. 3, p. 1
- By:
- Publication type:
- Article