Soybean Futures Crush Spread Arbitrage: Trading Strategies and Market Efficiency-Reference-Cited by-同舟云学术

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Soybean Futures Crush Spread Arbitrage: Trading Strategies and Market Efficiency

Published:2010-12-31 Issue:1 Volume:3 Page:63-96
ISSN:1911-8074
Container-title:Journal of Risk and Financial Management
language:en
Short-container-title:JRFM

Author:

Mitchell John

Publisher

MDPI AG

Link

http://www.mdpi.com/1911-8074/3/1/63/pdf

Reference17 articles.

1. Analysis of spreads in agricultural futures

2. Inter-market spread trading: evidence from UK index futures markets

3. Arbitrage opportunities between thin and liquid futures markets

4. Spread volatility in commodity futures: The length effect

5. Why derivatives on derivatives? The case of spread futures

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. Managing risk in commodity processing using formula pricing contracts: An application to ethanol;Agribusiness;2024-04-11

2. Nonlinear relationships in soybean commodities Pairs trading-test by deep reinforcement learning;Finance Research Letters;2023-12

3. Microstructure and high-frequency price discovery in the soybean complex;Journal of Commodity Markets;2023-06

4. Nonlinear Relationships in Soybean Commodities Pairs Trading：Test by Deep Reinforcement Learning;2023

5. Efficacy of Production Spread Strategy in the Chinese Futures Market;Applied Economics and Policy Studies;2022

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