Variance Risk Premiums of Commodity ETFs.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 5, p. 452, doi. 10.1002/fut.21802
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2017 AND VI 37 AND IP 5
Results: 6
1
2
The Valuation of Power Exchange Options with Counterparty Risk and Jump Risk.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 5, p. 499, doi. 10.1002/fut.21803
- By:
- Publication type:
- Article
3
Tail Wags Dog: Intraday Price Discovery in VIX Markets.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 5, p. 431, doi. 10.1002/fut.21805
- By:
- Publication type:
- Article
4
Convenience Yields in Electricity Prices: Evidence from the Natural Gas Market.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 5, p. 522, doi. 10.1002/fut.21807
- By:
- Publication type:
- Article
5
Option Market Characteristics and Price Monotonicity Violations.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 5, p. 473, doi. 10.1002/fut.21826
- By:
- Publication type:
- Article
6
Journal of Futures Markets: Volume 37, Number 5, May 2017.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 5, p. 429, doi. 10.1002/fut.21812
- Publication type:
- Article