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Theory of storage, inventory and volatility in the LME base metals
16 references·3 citing·31 second hop
Theory of storage, inventory and volatility in the LME base metals (2012)Theory of storage, inventory and volatili…Proof that Properly Anticipated Prices Fluctuate Randomly (2015)Proof that Properly Anticipat…The proof and measurement of association between two things (2010)The proof and measurement of …Forward curves, scarcity and price volatility in oil and natural gas markets (2009)Forward curves, scarcity and …Soybean Inventory and Forward Curve Dynamics (2005)Soybean Inventory and Forward…Inventories and the Short-Run Dynamics of Commodity Prices (1994)Inventories and the Short-Run…Fundamentals and Volatility: Storage, Spreads, and the Dynamics of Metals Prices (1994)Fundamentals and Volatility: …Inventories and the Short-Run Dynamics of Commodity Prices (1990)Inventories and the Short-Run…Business Cycles and the Behavior of Metals Prices (1988)Business Cycles and the Behav…Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage (1987)Commodity Futures Prices: Som…The Supply of Storage (1976)The Supply of StorageSpeculation and Economic Stability (1976)Speculation and Economic Stab…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…A Treatise on Money (1971)A Treatise on MoneyTheory of the Inverse Carrying Charge in Futures Markets (1948)Theory of the Inverse Carryin…Speculation and Economic Stability (1939)Speculation and Economic Stab…The Proof and Measurement of Association between Two Things (1904)The Proof and Measurement of …Multidimensional risk spillovers among carbon, energy and nonferrous metals markets: Evidence from the quantile VAR network (2022)Multidimensional risk spillov…Volatility Forecasting of Non-Ferrous Metal Futures: Covariances, Covariates or Combinations? (2017)Volatility Forecasting of Non…Futures Trading and the Excess Co-movement of Commodity Prices (2017)Futures Trading and the Exces…Equilibrium Forward Curves for Commodities (2000)Review of Economic Studies (2010)Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis (2011)Limits to arbitrage and hedging: Evidence from commodity markets (2013)Futures Trading and the Storage of Cotton and Wheat (1958)BUBBLES AND FADS IN ASSET PRICES (1989)Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure (1995)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward and spot exchange rates (1984)Stochastic Convenience Yield and the Pricing of Oil Contingent Claims (1990)What do we learn from the price of crude oil futures? (2010)Financialization of Commodity Markets (2013)Strengthening the Reporting of Observational Studies in Epidemiology (STROBE): Explanation and Elaboration (2007)A basic introduction to fixed-effect and random-effects models for meta-analysis (2010)Strengthening the Reporting of Observational Studies in Epidemiology (STROBE): Explanation and elaboration (2014)The Impact of Event Scale: Revised (2007)Comparison of Values of Pearson's and Spearman's Correlation Coefficients on the Same Sets of Data (2011)The Influence of Affective Teacher–Student Relationships on Students’ School Engagement and Achievement (2011)Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates (2005)Pricing Carbon: The European Union Emissions Trading Scheme (2010)The use of technical analysis in the foreign exchange market (1992)Facts and Fantasies about Commodity Futures (2006)The Strategic and Tactical Value of Commodity Futures (2006)Inefficient Markets (2000)Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets (2001)
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References

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Cited by

  • 2017Futures Trading and the Excess Co-movement of Commodity Prices87 cited
  • 2022Multidimensional risk spillovers among carbon, energy and nonferrous metals markets: Evidence from the quantile VAR network87 cited
  • 2017Volatility Forecasting of Non-Ferrous Metal Futures: Covariances, Covariates or Combinations?26 cited