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There are 48887 results for: content related to: Volatility and commodity price dynamics

  1. An empirical analysis of commodity pricing

    Journal of Futures Markets

    Volume 26, Issue 4, April 2006, Pages: 391–415, Richard Heaney

    Article first published online : 9 FEB 2006, DOI: 10.1002/fut.20202

  2. A contango-constrained model for storable commodity prices

    Journal of Futures Markets

    Volume 25, Issue 11, November 2005, Pages: 1025–1044, Diana R. Ribeiro and Stewart D. Hodges

    Article first published online : 16 SEP 2005, DOI: 10.1002/fut.20180

  3. Bias and backwardation in natural gas futures prices

    Journal of Futures Markets

    Volume 25, Issue 3, March 2005, Pages: 281–308, Nahid Movassagh and Bagher Modjtahedi

    Article first published online : 11 JAN 2005, DOI: 10.1002/fut.20151

  4. A Learning Real Options Framework with Application to Process Design and Capacity Planning

    Production and Operations Management

    Volume 14, Issue 1, March 2005, Pages: 5–20, Luke T. Miller and Chan S. Park

    Article first published online : 5 JAN 2009, DOI: 10.1111/j.1937-5956.2005.tb00006.x

  5. Scheduled announcements and volatility patterns: The effects of monetary policy committee announcements on LIBOR and short sterling futures and options

    Journal of Futures Markets

    Volume 23, Issue 8, August 2003, Pages: 773–797, Peng Sun and Charles Sutcliffe

    Article first published online : 26 JUN 2003, DOI: 10.1002/fut.10083

  6. Approximation for convenience yield in commodity futures pricing

    Journal of Futures Markets

    Volume 22, Issue 10, October 2002, Pages: 1005–1017, Richard Heaney

    Article first published online : 13 AUG 2002, DOI: 10.1002/fut.10036

  7. Minimum effective scale in export promotion

    Agribusiness

    Volume 18, Issue 4, Autumn (Fall) 2002, Pages: 523–541, Timothy J. Richards and Paul M. Patterson

    Article first published online : 22 NOV 2002, DOI: 10.1002/agr.10036

  8. Modeling seasonality in agricultural commodity futures

    Journal of Futures Markets

    Volume 22, Issue 5, May 2002, Pages: 393–426, Carsten Sørensen

    Article first published online : 7 MAR 2002, DOI: 10.1002/fut.10017

  9. Revenue management: A real options approach

    Naval Research Logistics (NRL)

    Volume 51, Issue 5, August 2004, Pages: 686–703, C.K. Anderson, M. Davison and H. Rasmussen

    Article first published online : 10 JUN 2004, DOI: 10.1002/nav.20026

  10. Economic Evaluation of Scale Dependent Technology Investments

    Production and Operations Management

    Volume 14, Issue 1, March 2005, Pages: 21–34, Phillip J. Lederer and Tushar D. Mehta

    Article first published online : 5 JAN 2009, DOI: 10.1111/j.1937-5956.2005.tb00007.x

  11. On inverse carrying charges and spatial arbitrage

    Journal of Futures Markets

    Volume 27, Issue 4, April 2007, Pages: 305–336, Donald F. Larson

    Article first published online : 13 FEB 2007, DOI: 10.1002/fut.20249

  12. Market risk and process uncertainty in production operations

    Naval Research Logistics (NRL)

    Volume 53, Issue 7, October 2006, Pages: 627–640, Bardia Kamrad and Keith Ord

    Article first published online : 1 AUG 2006, DOI: 10.1002/nav.20178

  13. Interdependencies between agricultural commodity futures prices on the LIFFE

    Journal of Futures Markets

    Volume 22, Issue 3, March 2002, Pages: 269–280, P. J. Dawson and B. White

    Article first published online : 8 JAN 2002, DOI: 10.1002/fut.2217

  14. Mean Reversion and the Comovement of Equilibrium Spot and Futures Prices: Implications from Alternative Data-Generating Processes

    Journal of Futures Markets

    Volume 21, Issue 8, August 2001, Pages: 769–796, Tian Zeng

    Article first published online : 7 JUN 2001, DOI: 10.1002/fut.1804

  15. An empirical analysis of multi-period hedges: Applications to commercial and investment assets

    Journal of Futures Markets

    Volume 25, Issue 6, June 2005, Pages: 587–606, Jimmy E. Hilliard and Pinghsun Huang

    Article first published online : 8 APR 2005, DOI: 10.1002/fut.20156

  16. Perfect matchings in random uniform hypergraphs

    Random Structures & Algorithms

    Volume 23, Issue 2, September 2003, Pages: 111–132, Jeong Han Kim

    Article first published online : 19 JUN 2003, DOI: 10.1002/rsa.10093

  17. Dynamic Analysis of Tendon Driven Robotic Mechanisms

    Journal of Robotic Systems

    Volume 20, Issue 5, May 2003, Pages: 229–238, Jyh-Jone Lee and Yueh-Hua Lee

    Article first published online : 8 APR 2003, DOI: 10.1002/rob.10082

  18. Convergence analysis of the streamline diffusion and discontinuous Galerkin methods for the Vlasov-Fokker-Planck system

    Numerical Methods for Partial Differential Equations

    Volume 21, Issue 3, May 2005, Pages: 472–495, M. Asadzadeh and P. Kowalczyk

    Article first published online : 26 AUG 2004, DOI: 10.1002/num.20044

  19. Nonoverlapping domain decomposition and additive splitting up methods for multidimensional parabolic problem

    Numerical Methods for Partial Differential Equations

    Volume 22, Issue 1, January 2006, Pages: 18–31, Daoud S. Daoud

    Article first published online : 4 MAY 2005, DOI: 10.1002/num.20084

  20. A unified framework for obtaining improved approximation algorithms for maximum graph bisection problems

    Random Structures & Algorithms

    Volume 20, Issue 3, May 2002, Pages: 382–402, Eran Halperin and Uri Zwick

    Article first published online : 4 APR 2002, DOI: 10.1002/rsa.10035