𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Non-linearities in the relationship of agricultural futures prices

✍ Scribed by Beckmann, J.; Czudaj, R.


Book ID
125480815
Publisher
Oxford University Press
Year
2013
Tongue
English
Weight
247 KB
Volume
41
Category
Article
ISSN
0165-1587

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Testing the rationality of futures price
✍ Indira Rajaraman πŸ“‚ Article πŸ“… 1986 πŸ› John Wiley and Sons 🌐 English βš– 1000 KB

hile the rationality of futures prices in financial and exchange markets has W received considerable empirical attention, commodity futures have been comparatively disregarded. Section I of this article contains a brief summary of the literature on tests of rationality on commodity futures. Such att

A note on agricultural options and the v
✍ Nikolaos T. Milonas πŸ“‚ Article πŸ“… 1986 πŸ› John Wiley and Sons 🌐 English βš– 351 KB πŸ‘ 2 views

he recent introduction of options on agricultural futures has fueled a growing T research interest on issues ranging from risk-return characteristics of option hedging strategies to the valuation of commodity options. Valuation models for options on common stocks have been extensively used ever sinc

The relationship between spot and future
✍ David M. Modest; Mahadevan Sundaresan πŸ“‚ Article πŸ“… 1983 πŸ› John Wiley and Sons 🌐 English βš– 978 KB

rading in financial fumes currently accounts for roughly 35% of all futures T contracts, and it promises to become an even larger share of the market. Among those assets in which futures contracts are now traded are stock indices. Futures contracts on the Vdue4he Composite Average opened on Februar

An analysis of the relationship between
✍ Gary W. Emery; Qingfeng (Wilson) Liu πŸ“‚ Article πŸ“… 2002 πŸ› John Wiley and Sons 🌐 English βš– 175 KB πŸ‘ 1 views

## Abstract This article analyzes the relationship between electricity futures prices and natural‐gas futures prices. We find that the daily settlement prices of New York Mercantile Exchange's (NYMEX's) California–Oregon Border (COB) and Palo Verde (PV) electricity futures contracts are cointegrate