Update search
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
NARROW
Format
Journal
Type
Date
Availability
1-2 of 2
Keywords: Futures
Close
Follow your search
Access your saved searches in your account
Would you like to receive an alert when new items match your search?
Sort by
Journal Articles
Price risk transfer from futures to spot prices in energy commodities: measuring the effects of the Covid-19 pandemic and of the Russo–Ukrainian conflict
Available to Purchase
Journal:
Journal of Financial Economic Policy
Journal of Financial Economic Policy (2025) 17 (4): 593–616.
Published: 16 December 2024
...Dimitrios Panagiotou; Konstantinos Karamanis Purpose The purpose of this paper is to measure price risk transfer from futures prices to spot prices in the markets of energy commodities. Design/methodology/approach To this end, it estimates CoVaR functions for five futures-spot prices pairs...
Journal Articles
Price discovery and pairs trading potentials: the case of metals markets
Available to Purchase
Journal:
Journal of Financial Economic Policy
Journal of Financial Economic Policy (2021) 13 (5): 565–586.
Published: 08 March 2021
...Saji Thazhugal Govindan Nair Purpose This study aims to validate the “expectancy theory” of asset pricing and explores the price discovery process in metals futures markets. Design/methodology/approach This paper adopts the Johansen cointegration and vector error correction model approach...
