No. 43-2, February 2023
Index
- A new option for mortality–interest rates
- Commodity momentum decomposition
- Commodity tail risks
- COVID‐19 and tail risk contagion across commodity futures markets
- Journal of Futures Markets: Volume 43, Number 2, February 2023
- Pricing arithmetic Asian and Amerasian options: A diffusion operator integral expansion approach
- The influence of oil price uncertainty on stock liquidity