结果:找到“Commodity future”相关内容47个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
Pricing commodity futures and determining risk premia in a three factor model wi
3 个回复 - 18 次查看 Pricing commodity futures and determining risk premia in athree factor model with stochastic volatility: the case of Brentcrude oil2022-9-27 14:44 - trauzent - Forum
The market quality of commodity futures markets
2 个回复 - 18 次查看 The market quality of commodity futures markets2022-9-24 18:54 - trauzent - Forum
Effects of investor attention in China's commodity futures markets
2 个回复 - 13 次查看 Effects of investor attention in China's commodity futures markets2022-9-24 18:51 - trauzent - Forum
Time-varying dynamics of expected shortfall in commodity futures markets
1 个回复 - 641 次查看 【作者(必填)】 23 【文题(必填)】 Time-varying dynamics of expected shortfall in commodity futures markets【年份(必填)】 323 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/abs/1 ...2021-6-13 23:09 - internet.hzx - 求助成功区
求助文献Pairs trading in Chinese commodity futures markets
5 个回复 - 923 次查看 【作者(必填)】Danni Chen[/backcolor] Jing Cui[/backcolor] Yan Gao[/backcolor] Leilei Wu[/backcolor] 【文题(必填)】Pairs trading in Chinese commodity futures markets: an adaptive cointegration app ...2020-6-1 13:22 - cooper56 - 求助成功区
[文献求助]:A new strategy using term-structure dynamics of commodity futures
6 个回复 - 1047 次查看 Title: A new strategy using term-structure dynamics of commodity futures Year: 2014 Authors: Kim S.-H. and Kang H.-G Reference: https://www.sciencedirect.com/science/article/abs/pii/S15446123130006 ...2019-10-30 01:15 - jiuweilinhu - 悬赏大厅
【2018新书】Commodity Derivatives: A Guide for Future Practitioners
21 个回复 - 4166 次查看 Commodity Derivatives: A Guide for Future Practitioners by Paul E. Peterson (Author) About the Author Paul E. Peterson is a Clinical Professor of Finance at the University of Illinois at Urbana-C ...2019-7-22 13:50 - slowry - 金融学(理论版)
悬赏Time-Varying Risk Premiums and Term Premiums in Commodity Futures
1 个回复 - 542 次查看 【作者(必填)】 Denis B. Chaves 【文题(必填)】 Time-Varying Risk Premiums and Term Premiums in Commodity Futures 【年份(必填)】2017 【全文链接或数据库名称(选填)】https://jai.iijournals.com/con ...2019-1-29 16:19 - pengerge - 求助成功区
The macroeconomic determinants of commodity futures volatility
1 个回复 - 586 次查看 【作者(必填)】Di.Mo,;Rakesh.Gupta,;Bin.Li, and Tarlok.Singh 【文题(必填)】The macroeconomic determinants of commodity futures volatility: Evidence from Chinese and Indian markets 【年份(必填)】2 ...2018-8-1 13:51 - hkswen - 求助成功区
Price discovery in agricultural commodity markets in the presence of futures spe
0 个回复 - 474 次查看 1 论文标题 Price discovery in agricultural commodity markets in the presence of futures speculation[/backcolor] 2 作者信息 Dimpfl, Thomas[/backcolor] 3 出处和链接(比如,NBER working paper No.1100 ...2020-10-10 09:40 - 一休大叔 - 论文版
The predictive power of value-at-risk models in commodity futures markets
1 个回复 - 666 次查看 The predictive power of value-at-risk models in commodity futures markets [*]Roland Füss[/backcolor], [*]Zeno Adams[/backcolor] & [*]Dieter G Kaiser[/backcolor] Journal of Asset Management[/bac ...2020-6-26 16:33 - freiburgskirt - 求助成功区
Maximizing Utility with Commodity Futures Diversification
1 个回复 - 718 次查看 【作者(必填)】MJP Anson 【文题(必填)】Maximizing Utility with Commodity Futures Diversification 【年份(必填)】1999 【全文链接或数据库名称(选填)】http://www.iijournals.com/doi/abs/10.3905/jpm. ...2016-9-24 13:00 - tony_mxl - 求助成功区
500币求Trading Commodity Futures with Classical Chart Patterns电子书,谢谢
4 个回复 - 1976 次查看 如题,求电子书,感谢 作者:Peter L. Brandt (Author), Bruce Babcock Jr. (Author)2012-9-3 14:08 - 水若寒jing - 金融学(理论版)
[下载]Level3_LOS47_Derivatives Markets,CH6_CommodityForwards&FuturesMcDonald 2
10 个回复 - 3956 次查看 [Money=10]Level3_LOS47_Derivatives Markets,CH6_CommodityForwards&FuturesMcDonald 2003[/Money] PDF File2007-2-22 20:56 - gguripark - CFA、CVA、FRM等金融考证论坛
Commodity futures convenience yield
3 个回复 - 1480 次查看 http://www.tandfonline.com/doi/abs/10.1080/13504851.2013.7887752014-8-31 08:55 - jerryren - 求助成功区
500币求Trading Commodity Futures with Classical Chart Patterns电子书
8 个回复 - 2723 次查看 如题,求电子书,感谢 作者:Peter L. Brandt (Author), Bruce Babcock Jr. (Author)[/backcolor]2012-9-3 14:12 - 水若寒jing - 投资人(实务版)
Commodity Exchanges and Futures Trading - Principles and Operating Methods
9 个回复 - 2932 次查看 Product DescriptionCommodity Exchanges AND Futures Trading- PRINCIPLES AND OPERATING METHODS by Julius B. Baer. Contents include: Preface x I HISTORICAL DEVELOPMENT OF COMMODITY EXCHANGES 3 An ...2010-8-8 13:02 - lanxyn - 金融学(理论版)
求:Managing Commodity Risk: Using Commodities, Futures and Options
0 个回复 - 900 次查看 ~ John J. Stephens (作者) [*]出版社: John Wiley & Sons Ltd (2000年10月27日) [*]丛书名: Institute of Internal Auditors Risk Management Series [*]精装: 240页 [*]语种: 英语 [*]ISBN: 047186625 ...2014-4-21 14:52 - 唐宋元清 - 悬赏大厅
Cross-correlations between agricultural commodity futures markets in the US and
1 个回复 - 800 次查看 【作者(必填)】 xinsheng lu 【文题(必填)】 Cross-correlations between agricultural commodity futures markets in the US and China【年份(必填)】 2012 【全文链接或数据库名称(选填)】http://www.scienc ...2014-3-29 22:27 - qijiongli - 求助成功区
求Value Investing in Commodity Futures
1 个回复 - 852 次查看 Value Investing in Commodity Futures [Hardcover] Hal Masover (Author)2014-2-17 14:54 - 鲛人泣月 - 求助成功区
[下载]Timing Technique for Commodity Futures Markets
8 个回复 - 3956 次查看 Timing Techniques for Commodity Futures Markets: Effective Strategy and Tactics for Short-Term and Long-Term Tradersby Colin AlexanderEditorial ReviewsProduct DescriptionIn just a few years, futures t ...2009-6-4 10:15 - martinnyj - 金融学(理论版)
Methods for Institutional Investment in Commodity Futures
3 个回复 - 3086 次查看 第一篇 【作者(必填)】Harry M. Kat and Roel C. A. Oomen 【文题(必填)】What Every Investor Should Know About Commodities Part I 【年份(必填)】Journal of Investment Management 5, no. 1 (2007), pp. ...2013-5-7 14:22 - rayzhangfy - 求助成功区
Spot Returns, Roll Yield, and Diversification with Commodity Futures
2 个回复 - 1933 次查看 【作者(必填)】Mark J. P Anson 【文题(必填)】Spot Returns, Roll Yield, and Diversification with Commodity Futures 【年份(必填)】 The Journal of Alternative Investments , vol. 1, no. ...2013-4-30 21:59 - rayzhangfy - 求助成功区
寻Hedging Long Maturity Commodity Commitments with Short-dated Futures
1 个回复 - 1086 次查看 【作者(必填)】 Brennan, M. J. and N. I. Crew 【文题(必填)】Hedging Long Maturity Commodity Commitments with Short-dated Futures Contracts,” 【年份(必填)】1997 【全文链接或数据库名称(选填)】2013-3-12 16:27 - 终极求学者 - 文献求助专区
Futures basis, inventory and commodity price volatility: An empirical analysis
2 个回复 - 1005 次查看 【作者(必填)】 [*]Lazaros Symeonidisa, , [*]Marcel Prokopczuka, , [*]Chris Brooksb, , , [*]Emese Lazarb, 【文题(必填)】 Futures basis, inventory and commodity price volatility: An empirical ...2013-1-3 18:10 - ddinghzau - 求助成功区
文献求助 The relative efficiency of commodity futures markets
1 个回复 - 800 次查看 【作者(必填)】Neil Kellard1, Paul Newbold1, Tony Rayner1,Christine Ennew 【文题(必填)】The relative efficiency of commodity futures markets 【年份(必填)】1999 【全文链接或数据库名称(选填)】ht ...2012-12-9 15:36 - liuxin9023 - 求助成功区
An Investment Linked to Commodity Futures
3 个回复 - 1198 次查看 求文献一篇 An Investment Linked to Commodity Futuresby Jay O. Light, Kenneth A. Froot, Nancy Donohue Source: Harvard Business School 13 pages. Publication date: Jul 08, 1992. Prod. #: 293017-PDF ...2012-10-20 17:15 - living_stone - 悬赏大厅
Information Flows Between the U.S. and China Commodity Futures Trading
1 个回复 - 1505 次查看 Fung,Leung,Xu(2003)Information Flows Between the U.S. and China Commodity Futures Trading2009-12-23 15:08 - jenny801 - 文献求助专区
【求助】悬赏价格可议:求张五常论文Commodity Futures
7 个回复 - 1729 次查看 张五常的Commodity Futures: On the Distinction between Commodity Exchange and Crude Oil Exchange,是张五常英文论文选的第十六篇。若提供张五常英文论文选全部论文悬赏可涨十倍。2010-4-29 21:35 - parma285 - 爱问频道
[下载]Free FRM 2008 Core Reading: Commodity Forwards and Futures
4 个回复 - 2638 次查看 <p>FRM 2008 Core Reading:&nbsp; </p><p>Chapter 6 – Commodity Forwards and Futures,&nbsp; from <em>Derivatives Markets, </em>by McDonald. </p><p>2006&nbsp;&nbsp; (1 ...2008-10-11 07:37 - qffq - CFA、CVA、FRM等金融考证论坛
[求助]求Commodity futures as a hedge against inflation
0 个回复 - 1649 次查看 求助英文文献《Commodity futures as a hedge against inflation》作者Bodie, Z. 杂志Journal of Portfolio Management ,Spring, 12–17,19832008-5-10 11:18 - roy_1000 - 文献求助专区
Commodity Futures Markets-- Are Changes Needed?
0 个回复 - 259 次查看 2006-4-19 22:42 - 生育保险金672 - Forum
Storability on Modeling Commodity Futures Prices
0 个回复 - 237 次查看 2005-12-7 21:07 - 认知科学268 - Forum