No. 37-5, May 2017
Index
- Convenience Yields in Electricity Prices: Evidence from the Natural Gas Market
- Journal of Futures Markets: Volume 37, Number 5, May 2017
- Option Market Characteristics and Price Monotonicity Violations
- Tail Wags Dog: Intraday Price Discovery in VIX Markets
- The Valuation of Power Exchange Options with Counterparty Risk and Jump Risk
- Variance Risk Premiums of Commodity ETFs