No. 40-7, July 2020
Index
- Hedging costs and joint determinants of premiums and spreads in structured financial products
- Journal of Futures Markets: Volume 40, Number 7, July 2020
- Old crop versus new crop prices: Explaining the correlation
- Optimal futures hedging for energy commodities: An application of the GAS model
- Return predictability of variance differences: A fractionally cointegrated approach
- The impact of trading restrictions and margin requirements on stock index futures
- The theory of storage in the crude oil futures market, the role of financial conditions
- Trader networks and options risk management
- Uncertainty and the volatility forecasting power of option‐implied volatility
- Volatility forecasts embedded in the prices of crude‐oil options