Search Results - "futures prices"

  • Showing 1 - 2 results of 2
Refine Results
  1. 1
    The predictive performance of commodity futures risk factors

    The predictive performance of commodity futures risk factors by Ahmed, Shamim, Tsvetanov, Daniel

    Published 2016
    Subjects: “…Commodity markets; Futures pricing; Out-of-sample predictability; Economic value; Time series; Econometric models…”
    Get full text
  2. 2
    The international effect of economic crises on the volatility of futures prices and the volatility of underlying spot prices of stock indexes and commodities

    The international effect of economic crises on the volatility of futures prices and the volatility of underlying spot prices of stock indexes and commodities by Tham, Lucas Yew Jun

    Published 2022
    Subjects: Get full text

Search Tools: