On the Lease Rate, Convenience Yield and Speculative Effects in the Gold Futures Market-Reference-Cited by-同舟云学术

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On the Lease Rate, Convenience Yield and Speculative Effects in the Gold Futures Market

Published:2010 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Barone-Adesi Giovanni,Geman Hélyette,Theal John

Publisher

Elsevier BV

Reference28 articles.

1. The economics of gold price movements;P A Abken;Economic Review,1980

2. Stochastic convenience yield implied from commodity futures and interest rates;J Casassus;Journal of Finance,2005

3. The Relation between forward prices and future prices;J C Cox;Journal of Financial Economics,1981

4. Hedging pressure effects in futures markets;F A De Roon;Journal of Finance,2000

5. A yield-factor model of interest rates;D Duffie;Mathematical Finance,1996

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The regime-switching risk premium in the gold futures market;Journal of Economics and Finance;2015-01-21

2. El Mercado del Oro (The Gold Market);SSRN Electronic Journal;2014

3. Is the Price of Gold Manipulated?;SSRN Electronic Journal;2013

4. Do Bubbles Occur in Gold Prices? Evidence from Gold Lease Rates and Markov Switching Models;SSRN Electronic Journal;2012

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