Volatility spillover effects and cross hedging in corn and crude oil futures.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 11, p. 1052, doi. 10.1002/fut.20499
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2011 AND VI 31 AND IP 11
Results: 3
1
2
Long memory and structural breaks in commodity futures markets.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 11, p. 1076, doi. 10.1002/fut.20502
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- Publication type:
- Article
3
A robust model of the convenience yield in the natural gas market.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 11, p. 1011, doi. 10.1002/fut.20504
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- Publication type:
- Article