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Understanding futures markets
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Understanding futures markets (1985)Understanding futures marketsBarndorff-Nielsen and Shephard model: oil hedging with variance swap and option (2018)Barndorff-Nielsen and Shephar…What Motivates Financial Innovation Across Countries? The Influences of Performance Aspiration and Economic Freedom (2015)What Motivates Financial Inno…On the Stochastic Properties of Carbon Futures Prices (2013)On the Stochastic Properties …The efficiency of Greek stock index futures market (2008)The efficiency of Greek stock…Psychological barriers in European stock markets: Where are they? 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  • 2000Do macroeconomics news releases affect gold and silver prices?171 cited
  • 2003Price Discovery, Causality and Forecasting in the Freight Futures Market101 cited
  • 1989Forwards and futures in tokugawa-period Japan:A new perspective on the Dōjima rice market67 cited
  • 2000A Model of Returns and Trading in Futures Markets59 cited
  • 1996Gold price risk and the returns on gold mutual funds45 cited
  • 2005The Impact of Commodity Price Risk on Firm Value - An Empirical Analysis of Corporate Commodity Price Exposures41 cited
  • 2004Artificial neural networks with feature transformation based on domain knowledge for the prediction of stock index futures36 cited
  • 2013On the Stochastic Properties of Carbon Futures Prices32 cited
  • 2008The efficiency of Greek stock index futures market31 cited
  • 1999Modeling nonlinear dynamics of daily futures price changes27 cited
  • 2007Commodity futures: An Islamic legal analysis25 cited
  • 2015What Motivates Financial Innovation Across Countries? The Influences of Performance Aspiration and Economic Freedom25 cited
  • 2008Psychological barriers in European stock markets: Where are they?25 cited
  • 1992Does the S&P 500 futures mispricing series exhibit nonlinear dependence across time?

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25 cited
  • 1994Interest rate futures: Evidence on forecast power, expected premiums, and the unbiased expectations hypothesis25 cited
  • 2018Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option24 cited