The rolling spot futures contract: An error correction model analysis.
- Published in:
- Journal of Futures Markets, 1997, v. 17, n. 1, p. 117, doi. 10.1002/(SICI)1096-9934(199702)17:1<117::AID-FUT6>3.0.CO;2-O
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- Publication type:
- Article
Works matching IS 02707314 AND DT 1997 AND VI 17 AND IP 1
Results: 6
1
2
Hedging ratios and cash/futures market linkages.
- Published in:
- Journal of Futures Markets, 1997, v. 17, n. 1, p. 101, doi. 10.1002/(SICI)1096-9934(199702)17:1<101::AID-FUT5>3.0.CO;2-P
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- Publication type:
- Article
3
Linear dependence, nonlinear dependence and petroleum futures market efficiency.
- Published in:
- Journal of Futures Markets, 1997, v. 17, n. 1, p. 75, doi. 10.1002/(SICI)1096-9934(199702)17:1<75::AID-FUT4>3.0.CO;2-D
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- Article
4
Intraday futures volatility and theories of market behavior.
- Published in:
- Journal of Futures Markets, 1997, v. 17, n. 1, p. 45, doi. 10.1002/(SICI)1096-9934(199702)17:1<45::AID-FUT3>3.0.CO;2-G
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- Publication type:
- Article
5
Volatility, storage and convenience: Evidence from natural gas markets.
- Published in:
- Journal of Futures Markets, 1997, v. 17, n. 1, p. 17, doi. 10.1002/(SICI)1096-9934(199702)17:1<17::AID-FUT2>3.0.CO;2-J
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- Publication type:
- Article
6
Convenience yields as call options: An empirical analysis.
- Published in:
- Journal of Futures Markets, 1997, v. 17, n. 1, p. 1, doi. 10.1002/(SICI)1096-9934(199702)17:1<1::AID-FUT1>3.0.CO;2-P
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- Publication type:
- Article