Price Discovery, Causality and Forecasting in the Freight Futures Market

By Kavussanos Manolis G.   Nomikos Nikos K.  

Review of Derivatives Research, Vol. 6, Iss. 3, 2003-01 ,pp. : 203-230

Springer Publishing Company

Access to resources Recommend Favorite

Detecting price artificiality and manipulation in futures markets: An application to Amaranth

By Saha Atanu   Petersen Hans-Jürgen  

Journal of Derivatives & Hedge Funds, Vol. 18, Iss. 3, 2012-08 ,pp. : 254-271

Palgrave Macmillan Ltd

Access to resources Recommend Favorite

The effect of universal futures on opening and closing stock market price discovery

By Chelley-Steeley Patricia L.   Steeley James M.  

Studies in Economics and Finance, Vol. 28, Iss. 4, 2011-10 ,pp. : 260-281

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Stochastic spot price multi-period model and option valuation for electrical markets

By HELLAND EIVIND   AKA TIMUR   WINNINGTON ERIC  

Quantitative Finance, Vol. 13, Iss. 4, 2013-04 ,pp. : 483-492

Routledge Ltd

Access to resources Recommend Favorite

Effect of futures trading on spot-price volatility: evidence for NSE Nifty using GARCH

By Debasish Sathya Swaroop  

The Journal of Risk Finance Incorporating Balance Sheet, Vol. 10, Iss. 1, 2009-01 ,pp. : 67-77

Emerald Group Publishing Ltd

Access to resources Recommend Favorite