Volume 17; Issue 1

Journal of Futures Markets

Volume 17; Issue 1
1

Convenience yields as call options: An empirical analysis

Milonas, Nikolaos T., Thomadakis, Stavros B.
Journal:
Journal of Futures Markets
Year:
1997
Language:
english
File:
PDF, 213 KB
english, 1997
2

Hedging ratios and cash/futures market linkages

Theobald, Michael, Yallup, Peter
Journal:
Journal of Futures Markets
Year:
1997
Language:
english
File:
PDF, 218 KB
english, 1997
3

The rolling spot futures contract: An error correction model analysis

Ghosh, Asim, Gilmore, Claire G.
Journal:
Journal of Futures Markets
Year:
1997
Language:
english
File:
PDF, 196 KB
english, 1997
4

Volatility, storage and convenience: Evidence from natural gas markets

Susmel, Raul, Thompson, Andrew
Journal:
Journal of Futures Markets
Year:
1997
Language:
english
File:
PDF, 376 KB
english, 1997
5

Intraday futures volatility and theories of market behavior

Daigler, Robert T.
Journal:
Journal of Futures Markets
Year:
1997
Language:
english
File:
PDF, 441 KB
english, 1997