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Putting on the crush: Day trading the soybean complex spread
8 references·0 citing·39 second hop
Putting on the crush: Day trading the soybean complex spread (1993)Putting on the crush: Day trading the soy…Hedge ratios under inherent risk reduction in a commodity complex (1990)Hedge ratios under inherent r…A Comprehensive Test of Futures Market Disequilibrium (1990)A Comprehensive Test of Futur…Determinants of liquidity costs in commodity futures markets / 1474 (1988)Determinants of liquidity cos…A test of futures market disequilibrium using twelve different technical trading systems (1988)A test of futures market dise…Analysis of profit margin hedging strategies for hog producers (1987)Analysis of profit margin hed…Memory in commodity futures contracts (1984)Memory in commodity futures c…Futures Market Efficiency in the Soybean Complex (1983)Futures Market Efficiency in …COMMODITY FUTURES: TRENDS OR RANDOM WALKS? (1970)COMMODITY FUTURES: TRENDS OR …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)On the Impossibility of Informationally Efficient Markets (1980)The Profitability of Technical Trading Rules in Us Futures Markets: A Data Snooping Free Test (2005)Trading futures spreads: an application of correlation and threshold filters (2006)The real-life performance of market timing with moving average and time-series momentum rules (2014)Economics of Futures Trading for Commercial and Personal Profit (1973)The Hedging Performance of the New Futures Markets (1979)Hedging and Joint Production: Theory and Illustrations (1980)The risk management effectiveness of multivariate hedging models in the U.S. soy complex (2000)An analysis of the relationship between electricity and natural‐gas futures prices (2001)Introducing new futures contracts: reinforcement versus cannibalism (2001)The Variation of Certain Speculative Prices (1963)Forecasting foreign exchange rates using recurrent neural networks (1996)Asymmetric effect of basis on dynamic futures hedging: Empirical evidence from commodity markets (2007)Can commodity futures be profitably traded with quantitative market timing strategies? (2007)American Economic Review (2019)Commodity Price Forecasting with Large‐Scale Econometric Models and the Futures Market (1981)Structural Change in the Demand for Meat (1983)The soybean crush spread: Empirical evidence and trading strategies (1999)Using extreme value theory to estimate value‐at‐risk (2002)Adoption of Milk and Feed Forward Pricing Methods by Dairy Farmers (2014)Price Movements in Speculative Markets : Trends or Random Walks (1961)Robustness of the rescaled range R/S in the measurement of noncyclic long run statistical dependence (1969)Some long‐run properties of geophysical records (1969)Fractal structure in currency futures price dynamics (1994)Memory in returns and volatilities of futures' contracts (2000)A comment on measuring the Hurst exponent of financial time series (2004)The Behavior of Stock-Market Prices (1965)Two‐step testing procedure for price discovery role of futures prices (1992)Clustering and Competition in Asset Markets (1997)The variation of certain speculative prices (1997)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Arbitrage opportunities between thin and liquid futures markets (1989)An examination of cointegration relations between futures and local grain markets (1993)Trading noise, adverse selection, and intraday bid‐ask spreads in futures markets (1992)Optimal contract design: For whom? (2003)Bid‐Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets (2010)
this work references cited by second hop

References

  • 1970COMMODITY FUTURES: TRENDS OR RANDOM WALKS?176 cited
  • 1988A test of futures market disequilibrium using twelve different technical trading systems129 cited
  • 1984Memory in commodity futures contracts101 cited
  • 1983Futures Market Efficiency in the Soybean Complex77 cited
  • 1988Determinants of liquidity costs in commodity futures markets / 147457 cited
  • 1990A Comprehensive Test of Futures Market Disequilibrium57 cited
  • 1987Analysis of profit margin hedging strategies for hog producers41 cited
  • 1990Hedge ratios under inherent risk reduction in a commodity complex39 cited

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