Works matching IS 02707314 AND DT 2024 AND VI 44 AND IP 11
Results: 6
Geopolitical Risk and Extreme Risk Connectedness Among Energy and Other Strategic Commodities: Fresh Sight Using the High‐Dimensional CoVaR Model.
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- Journal of Futures Markets, 2024, v. 44, n. 11, p. 1787, doi. 10.1002/fut.22548
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- Article
Asymptotic Dependence and Its Impact on Hedging Effectiveness: An Examination of Stock, Currency, and Commodity Futures.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 11, p. 1750, doi. 10.1002/fut.22546
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- Article
Pricing VIX Futures and Options With Good and Bad Volatility of Volatility.
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- Journal of Futures Markets, 2024, v. 44, n. 11, p. 1832, doi. 10.1002/fut.22545
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- Article
Extreme Risk Spillovers From US Soybean Futures Market to China's Soybean‐Linked Futures Markets.
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- Journal of Futures Markets, 2024, v. 44, n. 11, p. 1735, doi. 10.1002/fut.22542
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- Article
Investor Sentiment, Unexpected Inflation, and Bitcoin Basis Risk.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 11, p. 1807, doi. 10.1002/fut.22541
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- Article
Journal of Futures Markets: Volume 44, Number 11, November 2024.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 11, p. 1733, doi. 10.1002/fut.22437
- Publication type:
- Article