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Futures market equilibrium with heterogeneity and a spot market at harvest. (2001). Fouda, Henri ; To, Minh Chau ; Kryzanowski, Lawrence.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:25:y:2001:i:5:p:805-824.

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  2. Shocks propagation across the futures term structure : evidence from crude oil prices. (2017). Robe, Michel ; Raynaud, Franck ; Lautier, Delphine.
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  3. Information Flows across the Futures Term Structure: Evidence from Crude Oil Prices. (2017). Robe, Michel ; Raynaud, Franck ; Lautier, Delphine.
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  4. Volatility in electricity derivative markets: The Samuelson effect revisited. (2016). Jaeck, Edouard ; Lautier, Delphine.
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  5. What the investors need to know about forecasting oil futures return volatility. (2016). Wang, Yudong ; Wu, Chongfeng ; Ma, Feng ; Liu, LI.
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  6. Disentangling the determinants of real oil prices. (2016). Wu, Wenfeng ; Liu, LI ; Wang, Yudong.
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  7. Information Flows in the term structure of commodity prices. (2014). Raynaud, Franck ; Lautier, Delphine.
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  8. Cross-correlations between spot and futures markets of nonferrous metals. (2014). Liu, LI ; Wang, Yudong.
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  9. Information Flows in the term structure of commodity prices. (2014). Lautier, Delphine ; Raynaud, Franck.
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  10. A simple equilibrium model for a commodity market with spot trades and futures contracts. (2013). Villeneuve, Bertrand ; Ekeland, Ivar ; Lautier, Delphine.
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  11. Wheat and corn price skewness and volatility: Risk management implications for farmers and end users. (2013). Williams, J.
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  12. Three essays on commodity futures and options markets. (2011). Jin, NA.
    In: ISU General Staff Papers.
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  13. Multiperiod Hedging using Futures: Mean Reversion and the Optimal Hedging Path. (2011). Rao, Vadhindran K..
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  14. Dynamic Hedging inMarkov Regimes Switching. (2011). Monteiro, Wagner ; Bueno, Rodrigo ; De-Losso, Rodrigo ; Rodrigo De Losso da Silveira Bueno, .
    In: Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting].
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  15. Pricing of Derivatives on Mean-Reverting Assets. (2010). Lutz, Bjorn.
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  16. The World Bank’s approach to increasing the vulnerability of small coffee producers.. (2010). Sasha C. Breger Bush, .
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  17. Dynamic Hedging in Incomplete Markets: A Simple Solution. (2009). Basak, Suleyman ; Chabakauri, Georgy .
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  18. Announcement effects and the theory of storage: an empirical study of lumber futures. (2009). Thurman, Walter ; Karali, Berna.
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  19. The Samuelson hypothesis in futures markets: An analysis using intraday data. (2008). Duong, Huu Nhan ; Kalev, Petko S..
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  20. On Term Structure Models of Commodity Futures Prices and the Kaldor-Working Hypothesis. (2008). Turvey, Calum ; Power, Gabriel.
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  22. More Reasons Why Farmers Have So Little Interest in Futures Markets. (2007). Weersink, Alfons ; Pannell, David ; Hailu, Getu ; Burt, Amanda.
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  23. Dynamic Hedging with Stochastic Differential Utility. (2006). Bueno, Rodrigo ; De-Losso, Rodrigo ; de Losso, Rodrigo .
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  24. Does futures exhibit maturity effect? New evidence from an extensive set of US and foreign futures contracts. (2006). Daal, Elton ; Wei, Peihwang P. ; Farhat, Joseph .
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  25. Electricity markets volatility: estimates, regularities and risk management applications. (2006). Nakamura, Masao ; Niimura, Takahide ; Nakashima, Tomoaki.
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  26. Conditional volatility forecasting in a dynamic hedging model. (2005). Haigh, Michael S..
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  27. Maturity Effects in Futures Markets: Evidence from Eleven Financial Futures Markets. (2003). Akin, Rita Madarassy .
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  35. Futures market equilibrium with heterogeneity and a spot market at harvest. (2001). Fouda, Henri ; To, Minh Chau ; Kryzanowski, Lawrence.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:25:y:2001:i:5:p:805-824.

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  36. The Minimum Variance Hedge Ratio Under Stochastic Interest Rates. (2000). lioui, abraham ; Poncet, Patrice .
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  37. FORWARD CONTRACTING OF INPUTS: A FARM-LEVEL ANALYSIS. (1999). Perry, Janet ; Mishra, Ashok.
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  38. Optimal spreading when spreading is optimal. (1998). lioui, abraham ; Eldor, Rafi.
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  39. Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth. (1996). lioui, abraham ; Poncet, Patrice .
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  40. Optimal Hedging Under Forward-Looking Behaviour. (1995). Lence, Sergio ; Hayes, Dermot.
    In: ISU General Staff Papers.
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  41. Landlords and farmers: implications of disparities in bargaining power for tenancy in agriculture. (1995). Andersson, H..
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  42. Multiperiod Production with Forward and Option Markets. (1994). Lence, Sergio ; Hayes, Dermot ; Sakong, Yong.
    In: ISU General Staff Papers.
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  43. Multiperiod Production with Forward and Options Markets. (1994). Lence, Sergio ; Hayes, Dermot ; Sakong, Yong.
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  44. An Integrated Approach to Modeling Price Volatility in the Live Cattle Futures Market. (1992). Streeter, Deborah H. ; Hudson, Michael A. ; Evans, Kevin J..
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  45. Dynamic firm behavior under uncertainty. (1991). Lence, Sergio.
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  46. EVIDENCE FOR A WEATHER PERSISTENCE EFFECT ON THE CORN, WHEAT AND SOYBEAN GROWING SEASON PRICE DYNAMICS. (1990). Stevens, Stanley C..
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  47. The factor bias of technical change and technology adoption under uncertainty. (1989). Kim, Tae-Kyun.
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  48. Incompleteness in Insurance: An Analysis of the Multiplicative Case. (1989). Roe, Terry ; Ramaswami, Bharat.
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  49. The relevant forecast of variance of income for marketing decisions under uncertainty. (1988). Duncan, Steven Scott.
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  50. MATURITY AND REFUNDING EFFECTS ON TREASURY-BOND FUTURES PRICE VARIANCE. (1987). Jordan, James V. ; Seale, William E. ; Barnhill, Theodore M..
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