Artículos de revistas sobre el tema "COMMODITY FUTURES MARKET"
Crea una cita precisa en los estilos APA, MLA, Chicago, Harvard y otros
Consulte los 50 mejores artículos de revistas para su investigación sobre el tema "COMMODITY FUTURES MARKET".
Junto a cada fuente en la lista de referencias hay un botón "Agregar a la bibliografía". Pulsa este botón, y generaremos automáticamente la referencia bibliográfica para la obra elegida en el estilo de cita que necesites: APA, MLA, Harvard, Vancouver, Chicago, etc.
También puede descargar el texto completo de la publicación académica en formato pdf y leer en línea su resumen siempre que esté disponible en los metadatos.
Explore artículos de revistas sobre una amplia variedad de disciplinas y organice su bibliografía correctamente.
Kumar, Brajesh y Ajay Pandey. "Market efficiency in Indian commodity futures markets". Journal of Indian Business Research 5, n.º 2 (31 de mayo de 2013): 101–21. http://dx.doi.org/10.1108/17554191311320773.
Texto completoLiu, Qingfu, Qian Luo, Yiuman Tse y Yuchi Xie. "The market quality of commodity futures markets". Journal of Futures Markets 40, n.º 11 (8 de abril de 2020): 1751–66. http://dx.doi.org/10.1002/fut.22115.
Texto completoKumar Mahalik, Mantu, Debashis Acharya y M. Suresh Babu. "Price discovery and volatility spillovers in futures and spot commodity markets". Journal of Advances in Management Research 11, n.º 2 (29 de julio de 2014): 211–26. http://dx.doi.org/10.1108/jamr-09-2012-0039.
Texto completoChristoffersen, Peter, Asger Lunde y Kasper V. Olesen. "Factor Structure in Commodity Futures Return and Volatility". Journal of Financial and Quantitative Analysis 54, n.º 3 (28 de agosto de 2018): 1083–115. http://dx.doi.org/10.1017/s0022109018000765.
Texto completoKristoufek, Ladislav y Miloslav Vosvrda. "Commodity futures and market efficiency". Energy Economics 42 (marzo de 2014): 50–57. http://dx.doi.org/10.1016/j.eneco.2013.12.001.
Texto completoBhagwat, Shree y Angad Singh Maravi. "THE ROLE OF FORWARD MARKETS COMMISSION IN INDIAN COMMODITY MARKETS". International Journal of Research -GRANTHAALAYAH 3, n.º 11 (30 de noviembre de 2015): 87–105. http://dx.doi.org/10.29121/granthaalayah.v3.i11.2015.2919.
Texto completoDubey, Priti y Rishika Shankar. "Determinants of the Commodity Futures Market Performance: An Indian Perspective". South Asia Economic Journal 21, n.º 2 (septiembre de 2020): 239–57. http://dx.doi.org/10.1177/1391561420970837.
Texto completoRanganathan, Thiagu y Usha Ananthakumar. "Market efficiency in Indian soybean futures markets". International Journal of Emerging Markets 9, n.º 4 (9 de septiembre de 2014): 520–34. http://dx.doi.org/10.1108/ijoem-12-2011-0106.
Texto completoR L, Manogna y Aswini Kumar Mishra. "Price discovery and volatility spillover: an empirical evidence from spot and futures agricultural commodity markets in India". Journal of Agribusiness in Developing and Emerging Economies 10, n.º 4 (23 de mayo de 2020): 447–73. http://dx.doi.org/10.1108/jadee-10-2019-0175.
Texto completoAgnihotri, Shalini y Kanishk Chauhan. "Modeling tail risk in Indian commodity markets using conditional EVT-VaR and their relation to the stock market". Investment Management and Financial Innovations 19, n.º 3 (7 de julio de 2022): 1–12. http://dx.doi.org/10.21511/imfi.19(3).2022.01.
Texto completoThị Nhung, Nguyễn, Nguyen Nhu Ngan, Tran Thi Hong y Nguyen Dinh Cuong. "Hedging with commodity futures: evidence from the coffee market in Vietnam". Investment Management and Financial Innovations 17, n.º 4 (4 de noviembre de 2020): 61–75. http://dx.doi.org/10.21511/imfi.17(4).2020.06.
Texto completoFortenbery, T. Randall. "Discussion: Commodity Price Discovery: Problems That Have Solutions or Solutions That Are Problems". Journal of Agricultural and Applied Economics 41, n.º 2 (agosto de 2009): 393–402. http://dx.doi.org/10.1017/s1074070800002868.
Texto completoGupta, Shashi, Himanshu Choudhary y D. R. Agarwal. "An Empirical Analysis of Market Efficiency and Price Discovery in Indian Commodity Market". Global Business Review 19, n.º 3 (15 de febrero de 2018): 771–89. http://dx.doi.org/10.1177/0972150917713882.
Texto completoKumar, Brajesh y Ajay Pandey. "Price Discovery in Emerging Commodity Markets: Spot and Futures Relationship in Indian Commodity Futures Market". Bogazici Journal 25, n.º 1 (1 de enero de 2011): 79–121. http://dx.doi.org/10.21773/boun.25.1.4.
Texto completoKunkler, Michael. "Commodity Market Heterogeneity and Cross-Market Integration". Applied Finance Letters 6, n.º 01 (6 de diciembre de 2017): 16–27. http://dx.doi.org/10.24135/afl.v6i01.61.
Texto completoSingh, Narinder Pal. "Efficiency of Agro Commodity Futures Market". Prabandhan: Indian Journal of Management 3, n.º 2 (1 de febrero de 2010): 47. http://dx.doi.org/10.17010//2010/v3i2/61019.
Texto completoSingh, Narinder Pal. "Efficiency of Agro Commodity Futures Market". Prabandhan: Indian Journal of Management 3, n.º 2 (1 de febrero de 2010): 47. http://dx.doi.org/10.17010/pijom/2010/v3i2/61019.
Texto completoYoon, Byung-Sam y B. Wade Brorsen. "Market Inversion in Commodity Futures Prices". Journal of Agricultural and Applied Economics 34, n.º 3 (diciembre de 2002): 459–76. http://dx.doi.org/10.1017/s107407080000924x.
Texto completoGao, Lin y Stephan Süss. "Market sentiment in commodity futures returns". Journal of Empirical Finance 33 (septiembre de 2015): 84–103. http://dx.doi.org/10.1016/j.jempfin.2015.07.001.
Texto completoAntwi, Emmanuel, Emmanuel N. Gyamfi, Kwabena Kyei, Ryan Gill y Anokye M. Adam. "Determinants of Commodity Futures Prices: Decomposition Approach". Mathematical Problems in Engineering 2021 (4 de octubre de 2021): 1–24. http://dx.doi.org/10.1155/2021/6032325.
Texto completoBHANUMURTHY, N. R., PAMI DUA y LOKENDRA KUMAWAT. "WEATHER SHOCKS AND AGRICULTURAL COMMODITY PRICES IN INDIA". Climate Change Economics 04, n.º 03 (agosto de 2013): 1350011. http://dx.doi.org/10.1142/s2010007813500115.
Texto completoNASTASI, EMANUELE, ANDREA PALLAVICINI y GIULIO SARTORELLI. "SMILE MODELING IN COMMODITY MARKETS". International Journal of Theoretical and Applied Finance 23, n.º 03 (mayo de 2020): 2050019. http://dx.doi.org/10.1142/s0219024920500193.
Texto completoChowdri, G. Prahlad. "Commodity Futures-an Indian Experience". Ushus - Journal of Business Management 8, n.º 2 (10 de junio de 2009): 24–39. http://dx.doi.org/10.12725/ujbm.15.3.
Texto completoEremic, Milan. "Razvijeni oblik trgovine na robnim berzama - trziste robnih fjucersa -". Ekonomski anali 44, n.º 158 (2003): 7–43. http://dx.doi.org/10.2298/eka0358007e.
Texto completoPani, Upananda, Ştefan Cristian Gherghina, Mário Nuno Mata, Joaquim António Ferrão y Pedro Neves Mata. "Does Indian Commodity Futures Markets Exhibit Price Discovery? An Empirical Analysis". Discrete Dynamics in Nature and Society 2022 (8 de marzo de 2022): 1–14. http://dx.doi.org/10.1155/2022/6431403.
Texto completoDhivya, R., M. Prahadeeswaran, R. Parimalaragan, C. Thangamani y S. Kavitha. "Commodity Future Trading and Cointegration of Turmeric Markets in India". Asian Journal of Agricultural Extension, Economics & Sociology 41, n.º 9 (27 de junio de 2023): 190–99. http://dx.doi.org/10.9734/ajaees/2023/v41i92031.
Texto completoKaura, Ruchika, Nawal Kishor y Namita Rajput. "VOLATILITY SPILLOVER BETWEEN SPOT AND FUTURES MARKET OF HIGHLY TRADED COMMODITIES IN INDIA: The DCC-GARCH Approach". Australian Journal of Business and Management Research 05, n.º 09 (10 de julio de 2018): 34–49. http://dx.doi.org/10.52283/nswrca.ajbmr.20180509a04.
Texto completoSaadah, Siti. "Volatility Spillover In Stock And Commodity Futures Market: Empirical Analysis In Indonesia’s Financial Market". Jurnal Manajemen 22, n.º 2 (5 de septiembre de 2018): 263. http://dx.doi.org/10.24912/jm.v22i2.363.
Texto completoYan, Yunxi y Shiyou Hu. "Probing Trading Activities in Commodity Futures Market via Volatility Modeling". E3S Web of Conferences 251 (2021): 01104. http://dx.doi.org/10.1051/e3sconf/202125101104.
Texto completoEremic, Milan. "Brokers and brokerage in the process of trading in commodity futures markets". Ekonomski anali 44, n.º 159 (2003): 63–94. http://dx.doi.org/10.2298/eka0359063e.
Texto completoDey, Kushankur y Debasish Maitra. "Can futures markets accommodate Indian farmers?" Journal of Agribusiness in Developing and Emerging Economies 6, n.º 2 (14 de noviembre de 2016): 150–72. http://dx.doi.org/10.1108/jadee-08-2013-0029.
Texto completoInoue, Takeshi y Shigeyuki Hamori. "Market efficiency of commodity futures in India". Applied Economics Letters 21, n.º 8 (3 de febrero de 2014): 522–27. http://dx.doi.org/10.1080/13504851.2013.872751.
Texto completoShuldiner, Alec y Gregory X. Norkus. ""Buying Prices on the Commodity Futures Market". Cornell Hotel and Restaurant Administration Quarterly 37, n.º 3 (junio de 1996): 30–35. http://dx.doi.org/10.1177/001088049603700316.
Texto completoSHULDINER, A. "?Buying prices? on the commodity futures market". Cornell Hotel and Restaurant Administration Quarterly 37, n.º 3 (junio de 1996): 5. http://dx.doi.org/10.1016/0010-8804(96)86811-x.
Texto completoKwon, Kyung Yoon, Jangkoo Kang y Jaesun Yun. "Weekly momentum in the commodity futures market". Finance Research Letters 35 (julio de 2020): 101306. http://dx.doi.org/10.1016/j.frl.2019.101306.
Texto completoFernandez, Cledwyn Primus Savio. "Futures Trading in Agricultural Commodities: Effects of the Ban on Selected Commodities in India". Artha - Journal of Social Sciences 12, n.º 4 (18 de octubre de 2013): 61. http://dx.doi.org/10.12724/ajss.27.5.
Texto completoIrwin, Scott H. y Dwight R. Sanders. "Financialization and Structural Change in Commodity Futures Markets". Journal of Agricultural and Applied Economics 44, n.º 3 (agosto de 2012): 371–96. http://dx.doi.org/10.1017/s1074070800000481.
Texto completoS., Kirithiga, Naresh G. y Thiyagarajan S. "Spillover between commodity and equity benchmarking indices". Benchmarking: An International Journal 25, n.º 7 (1 de octubre de 2018): 2512–30. http://dx.doi.org/10.1108/bij-06-2017-0143.
Texto completoJust, Małgorzata y Aleksandra Łuczak. "Assessment of Conditional Dependence Structures in Commodity Futures Markets Using Copula-GARCH Models and Fuzzy Clustering Methods". Sustainability 12, n.º 6 (24 de marzo de 2020): 2571. http://dx.doi.org/10.3390/su12062571.
Texto completoPandey, Vikas y N. A. Vipul. "Market efficiency and information content of Indian commodity futures markets". International Journal of Indian Culture and Business Management 14, n.º 3 (2017): 274. http://dx.doi.org/10.1504/ijicbm.2017.083232.
Texto completoVipul, N. A. y Vikas Pandey. "Market efficiency and information content of Indian commodity futures markets". International Journal of Indian Culture and Business Management 14, n.º 3 (2017): 274. http://dx.doi.org/10.1504/ijicbm.2017.10003362.
Texto completoHrabynska, Iryna, Mariya Kosarchyn y Anna Dąbrowska. "Economic imperatives of financialization of agricultural commodity markets". Agricultural and Resource Economics: International Scientific E-Journal 8, n.º 3 (20 de septiembre de 2022): 5–25. http://dx.doi.org/10.51599/are.2022.08.03.01.
Texto completoKrisnawangsa, Hans Christoper, Christian Tarapul Anjur Hasiholan, Made Dharma Aditya Adhyaksa y Lourenthya Fleurette Maspaitella. "URGENSI PENGATURAN UNDANG-UNDANG PASAR FISIK ASET KRIPTO (CRYPTO ASSET)". Dialogia Iuridica: Jurnal Hukum Bisnis dan Investasi 13, n.º 1 (11 de noviembre de 2021): 1–15. http://dx.doi.org/10.28932/di.v13i1.3718.
Texto completoReddy, Nirmala K., B. M. Chandra Shekar y R. Munilakshmi. "Future Trading in India and Commodity Price Risk Management: A Pragmatic Study". SDMIMD Journal of Management 5, n.º 1 (4 de abril de 2014): 75. http://dx.doi.org/10.18311/sdmimd/2014/2672.
Texto completoEremic, Milan. "The system of margins and the clearing house in the system of commodity futures markets". Ekonomski anali 44, n.º 161 (2004): 63–100. http://dx.doi.org/10.2298/eka0461063e.
Texto completoIrwin, Scott H., Dwight R. Sanders y Robert P. Merrin. "Devil or Angel? The Role of Speculation in the Recent Commodity Price Boom (and Bust)". Journal of Agricultural and Applied Economics 41, n.º 2 (agosto de 2009): 377–91. http://dx.doi.org/10.1017/s1074070800002856.
Texto completoZłoty, Marcin. "Financialization of Commodity Market". Studia Humana 10, n.º 3 (1 de junio de 2021): 53–60. http://dx.doi.org/10.2478/sh-2021-0018.
Texto completoKalaiarasi, D., A. Rohini, N. Venkatesa Palanichamy, K. M. Shivakumar, R. Pangayar Selvi y K. Chandra Sekhar. "Time Series Analysis of Spot and Future Commodity Market in India During Covid – 19". Asian Journal of Agricultural Extension, Economics & Sociology 41, n.º 9 (22 de agosto de 2023): 989–95. http://dx.doi.org/10.9734/ajaees/2023/v41i92132.
Texto completoLuo, Guo Ying. "Market Efficiency and Natural Selection in a Commodity Futures Market". Review of Financial Studies 11, n.º 3 (julio de 1998): 647–74. http://dx.doi.org/10.1093/rfs/11.3.647.
Texto completoZiegelbaeck, M. y G. Breuer. "The role of market makers in the Euronext milling wheat contract". Agricultural Economics (Zemědělská ekonomika) 60, No. 4 (28 de abril de 2014): 183–87. http://dx.doi.org/10.17221/65/2013-agricecon.
Texto completo