Cover Image: Volume 41 Issue 12.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 12, p. i, doi. 10.1002/fut.22287
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2021 AND VI 41 AND IP 12
Results: 12
1
2
Volatility spillovers in commodity futures markets: A network approach.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 12, p. 1959, doi. 10.1002/fut.22270
- By:
- Publication type:
- Article
3
Financialization, common stochastic trends, and commodity prices.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 12, p. 1988, doi. 10.1002/fut.22269
- By:
- Publication type:
- Article
4
Realized bipower variation, jump components, and option valuation.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 12, p. 1933, doi. 10.1002/fut.22268
- By:
- Publication type:
- Article
5
Closed‐form lower bounds for the price of arithmetic average Asian options by multiple conditioning.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 12, p. 1916, doi. 10.1002/fut.22265
- By:
- Publication type:
- Article
6
A comment on "Determinants of Nikkei futures mispricing in international markets: Dividend clustering, currency risk, and transaction costs".
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 12, p. 2079, doi. 10.1002/fut.22262
- By:
- Publication type:
- Article
7
Comment on "Determinants of Nikkei futures mispricing in international markets: Dividend clustering, currency risk and transaction costs" by Peter Miu and Meng‐Lan Yueh: Reply.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 12, p. 2083, doi. 10.1002/fut.22261
- By:
- Publication type:
- Article
8
Fundamental questions on central counterparties: A review of the literature.
- Published in:
- 2021
- Publication type:
- Literature Review
9
One hundred years of rare disaster concerns and commodity prices.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 12, p. 1891, doi. 10.1002/fut.22256
- Publication type:
- Article
10
The real effect of foreign exchange hedging on corporate innovation.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 12, p. 2046, doi. 10.1002/fut.22255
- By:
- Publication type:
- Article
11
Generalized autoregressive score model with high‐frequency data for optimal futures hedging.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 12, p. 2023, doi. 10.1002/fut.22254
- Publication type:
- Article
12
Journal of Futures Markets: Volume 41, Number 12, December 2021.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 12, p. 1889, doi. 10.1002/fut.22143
- Publication type:
- Article