Futures Markets and Centrally Planned Economies

Economic Reforms and Capital Markets in Central Europe ◽

10.4324/9781351159401-2 ◽

2017 ◽

pp. 3-18

Author(s):

Ken Morita

Keyword(s):

Futures Markets

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Essays on applied econometrics : applications of the futures markets and the international tourism demand

10.32469/10355/9185 ◽

2008 ◽

Author(s):

Sang Young Jei

Keyword(s):

Futures Markets ◽

Applied Econometrics ◽

International Tourism ◽

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Multifractal analysis of China's metals futures markets

Information Science and Management Engineering II (Set) ◽

10.2495/isme20142362 ◽

2014 ◽

Author(s):

Xinsheng Lu ◽

Jing Qin ◽

Changfa Qian ◽

Xuemei Yuan

Keyword(s):

Multifractal Analysis ◽

Futures Markets

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Capturing value-at-risk in futures markets: a revised filtered historical simulation approach

The Journal of Risk Model Validation ◽

10.21314/jrmv.2012.095 ◽

2012 ◽

Vol 6 (4) ◽

pp. 67-93

Author(s):

Chang-Cheng Changchien ◽

Chu-Hsiung Lin ◽

Wei-Shun Kao

Keyword(s):

At Risk ◽

Value At Risk ◽

Futures Markets ◽

Simulation Approach ◽

Historical Simulation

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Performance of statistical arbitrage in petroleum futures markets

The Journal of Energy Markets ◽

10.21314/jem.2008.006 ◽

2008 ◽

Vol 1 (2) ◽

pp. 3-33 ◽

Author(s):

Amir H. Alizadeh ◽

Nikos K. Nomikos

Keyword(s):

Futures Markets ◽

Statistical Arbitrage ◽

Petroleum Futures

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Realized Volatility and Correlation in Energy Futures Markets

SSRN Electronic Journal ◽

10.2139/ssrn.1032322 ◽

2007 ◽

Author(s):

Tao Wang ◽

Jingtao Wu ◽

Jian Yang

Keyword(s):

Futures Markets ◽

Realized Volatility ◽

Energy Futures ◽

Energy Futures Markets

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US Monetary Policy Surprises and Currency Futures Markets: A New Look

SSRN Electronic Journal ◽

10.2139/ssrn.1090377 ◽

2008 ◽

Author(s):

Tao Wang ◽

Jian Yang ◽

Marc William Simpson

Keyword(s):

Monetary Policy ◽

Futures Markets ◽

Currency Futures ◽

Us Monetary Policy ◽

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Return, Trading Volume, and Market Depth in Currency Futures Markets

SSRN Electronic Journal ◽

10.2139/ssrn.1323684 ◽

2008 ◽

Author(s):

Ai-ru Meg Cheng ◽

Yin-Wong Cheung

Keyword(s):

Trading Volume ◽

Futures Markets ◽

Market Depth ◽

Currency Futures

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Manipulations and Repeated Games in Futures Markets

SSRN Electronic Journal ◽

10.2139/ssrn.1370681 ◽

1984 ◽

Author(s):

Graciela Chichilnisky

Keyword(s):

Repeated Games ◽

Futures Markets

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Jump Spillover in Energy Futures Markets: The Bayesian Viewpoint

SSRN Electronic Journal ◽

10.2139/ssrn.1460492 ◽

2009 ◽

Author(s):

Qingfu Liu ◽

Anthony Tu

Keyword(s):

Futures Markets ◽

Energy Futures ◽

Energy Futures Markets

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Small Traders in Currency Futures Markets Format

SSRN Electronic Journal ◽

10.2139/ssrn.1631502 ◽

2010 ◽

Author(s):

Andreas Röthig ◽

Carl Chiarella

Keyword(s):

Futures Markets ◽

Currency Futures ◽

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