Spread volatility in commodity futures: The length effect-Reference-Cited by-同舟云学术

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Spread volatility in commodity futures: The length effect

Published:1984 Issue:1 Volume:4 Page:39-46
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J. Fut. Mark.

Author:

Castelino Mark G.,Vora Ashok

Publisher

Wiley

Subject

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

Reference14 articles.

1. Basis speculation in commodity futures: The maturity effect

2. (1960): “Returns to Speculators: Telser Versus Keynes,” Journal of Political Economy, August.

3. The relation between forward prices and futures prices

4. (1979): “The Hedging Performance of the New Futures Markets,” Journal of Finance, March.

Cited by 11 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. 10.1007/978-3-030-02792-6_10;151 Trading Strategies;2018

2. Soybean Futures Crush Spread Arbitrage: Trading Strategies and Market Efficiency;Journal of Risk and Financial Management;2010-12-31

3. Soybean Crush Spread Arbitrage: Trading Strategies and Market Efficiency;SSRN Electronic Journal;2007

4. The Distributional Behavior of Futures Price Spreads;Journal of Agricultural and Applied Economics;2000-04

5. Crop year influences and variability of the agricultural futures spreads;Journal of Futures Markets;1997-05

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