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New Zealand whole milk powder options

Published:2020-07-23 Issue:S1 Volume:61 Page:2201-2246
ISSN:0810-5391
Container-title:Accounting & Finance
language:en
Short-container-title:Account Finance

Author:

Aschakulporn Pakorn¹^ORCID,Zhang Jin E.¹

Affiliation:

1. Department of Accountancy and Finance Otago Business School University of Otago Dunedin New Zealand

Funder

National Natural Science Foundation of China

Publisher

Wiley

Subject

Economics, Econometrics and Finance (miscellaneous),Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/acfi.12660

Reference40 articles.

1. Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices

2. Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options

3. Efficient Analytic Approximation of American Option Values

4. Does the design of spot markets matter for the success of futures markets? Evidence from dairy futures

5. The pricing of commodity contracts

Cited by 5 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. Term spreads of implied volatility smirk and variance risk premium;Journal of Futures Markets;2023-05-08

2. VIX option‐implied volatility slope and VIX futures returns;Journal of Futures Markets;2022-03-21

3. Profit margin hedging in the New Zealand dairy farming industry;Journal of Commodity Markets;2021-05

4. Implied volatility smirk in the Australian dollar market;Accounting & Finance;2021-01-06

5. The implied volatility smirk in SPY options;Applied Economics;2021-01-05

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