Some determinants of the volatility of futures prices
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference21 articles.
1. The Time Pattern of Hedging and the Volatility of Futures Prices
2. A Generalization of the Method of m Rankings
3. (1982): “Price Volatility of Futures Contracts: The Maturity Effect,” Hofstra University, mimeo.
4. Basis speculation in commodity futures: The maturity effect
5. Spread volatility in commodity futures: The length effect
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