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Works matching IS 02707314 AND DT 2023 AND VI 43 AND IP 2

Results: 7

1

A new option for mortality–interest rates.

Published in:

Journal of Futures Markets, 2023, v. 43, n. 2, p. 273, doi. 10.1002/fut.22390

By:

Lin, Tzuling;
Tsai, Cary Chi‐Liang

Publication type:

Article

2

COVID‐19 and tail risk contagion across commodity futures markets.

Published in:

Journal of Futures Markets, 2023, v. 43, n. 2, p. 242, doi. 10.1002/fut.22388

By:

Qiao, Tongshuai;
Han, Liyan

Publication type:

Article

3

Pricing arithmetic Asian and Amerasian options: A diffusion operator integral expansion approach.

Published in:

Journal of Futures Markets, 2023, v. 43, n. 2, p. 217, doi. 10.1002/fut.22387

By:

Ding, Kailin;
Cui, Zhenyu;
Yang, Xiaoguang

Publication type:

Article

4

The influence of oil price uncertainty on stock liquidity.

Published in:

Journal of Futures Markets, 2023, v. 43, n. 2, p. 141, doi. 10.1002/fut.22383

By:

Zhang, Qin;
Wong, Jin Boon

Publication type:

Article

5

Commodity momentum decomposition.

Published in:

Journal of Futures Markets, 2023, v. 43, n. 2, p. 198, doi. 10.1002/fut.22382

By:

Iwanaga, Yasuhiro;
Sakemoto, Ryuta

Publication type:

Article

6

Commodity tail risks.

Published in:

Journal of Futures Markets, 2023, v. 43, n. 2, p. 168, doi. 10.1002/fut.22381

By:

Ammann, Manuel;
Moerke, Mathis;
Prokopczuk, Marcel;
Würsig, Christoph Matthias

Publication type:

Article

7

Journal of Futures Markets: Volume 43, Number 2, February 2023.

Published in:: Journal of Futures Markets, 2023, v. 43, n. 2, p. 139, doi. 10.1002/fut.22347
Publication type:: Article