How trading in commodity futures option markets impacts commodity futures prices-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

How trading in commodity futures option markets impacts commodity futures prices

Published:2021-05-26 Issue:8 Volume:41 Page:1333-1347
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J Futures Markets

Author:

Luo Xingguo¹,Lin Yuting²,Yu Xiaoli²,He Feng³⁴^ORCID

Affiliation:

1. School of Economics and Academy of Financial Research Zhejiang University Hangzhou China

2. School of Economics and Institute for Fiscal Big‐Data & Policy Zhejiang University Hangzhou China

3. School of Finance Tianjin University of Finance and Economics Tianjin China

4. Laboratory for Fintech and Risk Management Tianjin China

Funder

National Natural Science Foundation of China

Fundamental Research Funds for the Central Universities

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22221

Reference35 articles.

1. A Model of Financialization of Commodities

2. Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets

3. Price discovery in commodity derivatives: Speculation or hedging?

4. The relationship between US and Canadian wheat futures

5. Convective Risk Flows in Commodity Futures Markets*

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. Can night trading reduce price volatility? Evidence from China's corn and corn starch futures markets;Journal of Futures Markets;2024-01-15

2. Trading Activity of Commodity Futures and Options Around USDA Announcements;SSRN Electronic Journal;2024

3. Deep learning in the Chinese stock market: The role of technical indicators;Finance Research Letters;2022-10

4. Examining the efficiency and herding behavior of commodity markets using multifractal detrended fluctuation analysis. Empirical evidence from energy, agriculture, and metal markets;Resources Policy;2022-08

5. Russian-Ukrainian War Affects Ruble and Dollar;Proceedings of the 2022 International Conference on Economics, Smart Finance and Contemporary Trade (ESFCT 2022);2022

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3