Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Variability in soybean futures prices: An integrated framework

14 references·4 citing·36 second hop

FromToDepth

this work references cited by second hop

References

1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
2015Proof that Properly Anticipated Prices Fluctuate Randomly2,078 cited
1983The Econometric Analysis of Time Series.900 cited
1985Some determinants of the volatility of futures prices236 cited
1983The Time Pattern of Hedging and the Volatility of Futures Prices226 cited
1980Some Tests of Dynamic Specification for a Single Equation224 cited
2016Alternative Approaches to Analyzing Economic Data160 cited
1981The relationship between volume and price variability in futures markets139 cited
1987Factors affecting agricultural futures price variance96 cited
1976A Note on the Variability of Futures Prices87 cited
1991Futures trading, transaction costs, and stock market volatility70 cited
1985Pricing options on agricultural futures: An application of the constant elasticity of variance option pricing model47 cited
1989Liquidity costs and scalping returns in the corn futures market45 cited
1985Futures markets : regulatory issues43 cited

Cited by

2005How much of commodity price behavior can a rational expectations storage model explain?

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

72 cited

2010What Explains the Rise in Food Price Volatility?67 cited

2010Are Intraday Volume and Volatility U‐Shaped After Accounting for Public Information?23 cited

2012Samuelson Hypothesis and Carry Arbitrage21 cited