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Update May 7, 2017: Please note that we had to disable the phrase search operator (.) and the boolean not operator (-) due to technical problems. For the time being, phrase search queries will yield regular prefix search result, and search terms preceded by a minus will be interpreted as regular (positive) search terms.
found 12 matches
- Khunanont Lerkeitthamrong, Chatchai Khiewngamdee, Rossarin Osathanunkul:
Impacts of Global Market Volatility and US Dollar on Agricultural Commodity Futures Prices: A Panel Cointegration Approach. Structural Changes and their Econometric Modeling 2019: 412-422
- Mantas Vaitonis, Saulius Masteika:
Statistical Arbitrage Trading Strategy in Commodity Futures Market with the Use of Nanoseconds Historical Data. ICIST 2017: 303-313
- Constantin Mellios, Pierre Six, Anh Ngoc Lai:
Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield. Eur. J. Oper. Res. 250(2): 493-504 (2016)
- Vasco Grossmann, Manfred Schimmler:
Portfolio-based contract selection in commodity futures markets. SSCI 2016: 1-7
- Xiangli Liu, Shouyang Wang:
Study on the intraday pattern and the dynamic correlation among return, volume and open interest - evidence from Chinese commodity futures markets. J. Systems Science & Complexity 28(1): 156-174 (2015)
- Fred Espen Benth, Jukka Lempa:
Optimal portfolios in commodity futures markets. Finance and Stochastics 18(2): 407-430 (2014)
- Chi Xie, Jiao-Jiao Yang, Gangjin Wang:
A New Method for Setting Futures Portfolios' Maintenance Margins: Evidence from Chinese Commodity Futures Markets. J. Applied Mathematics 2014: 325975:1-325975:11 (2014)
- Masoud Parsa, T. Mallikarjunappa:
Futures trading and commodity spot market volatility: Empirical evidence on selected commodities in Indian market. Risk and Decision Analysis 5(1): 43-61 (2014)
- Stéphane Meng-Feng Yen, Ying-Lin Hsu:
Profitability of technical analysis in financial and commodity futures markets - A reality check. Decis. Support Syst. 50(1): 128-139 (2010)
- Gunther Stuer, Kurt Vanmechelen, Jan Broeckhove:
A commodity market algorithm for pricing substitutable Grid resources. Future Gener. Comput. Syst. 23(5): 688-701 (2007)
- Li Tan, Qi Zhong-ying, Sui Xue-shen, Lei Ying:
Heterogeneous Agent Beliefs and Clustered Volatility in Commodity Futures Market. IPC 2007: 479-482
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