1. Pricing Options on Commodity Futures: The Role of Weather and Storage. (2010). Bozic, Marin.
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2. A Critique of Minimum Variance Hedging. (2005). Dark, Jonathan .
   In: Accounting Research Journal.
   RePEc:eme:arjpps:v:18:y:2005:i:1:p:40-49.

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3. Optimal bidding and hedging in international markets. (2004). Lien, Donald ; Wong, Kit Pong.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:23:y:2004:i:5:p:785-798.

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4. The preferred hedge instrument. (2000). Broll, Udo ; Battermann, Harald L. ; Schimmelpfennig, Jorg.
   In: Economics Letters.
   RePEc:eee:ecolet:v:66:y:2000:i:1:p:85-91.

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5. Risk Management in Agricultural Markets: A Survey. (2000). Peterson, Hikaru ; Tomek, William G..
   In: Staff Papers.
   RePEc:ags:cudasp:121140.

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1. Nonlinear examination of the ‘Heat Wave’ and ‘Meteor Shower’ effects between spot and futures markets of the precious metals. (2022). Pavkov, Ivan ; Mani, Slavica ; Ivkov, Dejan.
   In: Empirical Economics.
   RePEc:spr:empeco:v:63:y:2022:i:2:d:10.1007_s00181-021-02148-7.

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2. Shocks propagation across the futures term structure : evidence from crude oil prices. (2017). Robe, Michel ; Raynaud, Franck ; Lautier, Delphine.
   In: Post-Print.
   RePEc:hal:journl:hal-01781765.

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3. Information Flows across the Futures Term Structure: Evidence from Crude Oil Prices. (2017). Robe, Michel ; Raynaud, Franck ; Lautier, Delphine.
   In: Post-Print.
   RePEc:hal:journl:hal-01781761.

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4. Volatility in electricity derivative markets: The Samuelson effect revisited. (2016). Jaeck, Edouard ; Lautier, Delphine.
   In: Energy Economics.
   RePEc:eee:eneeco:v:59:y:2016:i:c:p:300-313.

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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.
   In: Energy Economics.
   RePEc:eee:eneeco:v:57:y:2016:i:c:p:128-139.

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6. Disentangling the determinants of real oil prices. (2016). Wu, Wenfeng ; Liu, LI ; Wang, Yudong.
   In: Energy Economics.
   RePEc:eee:eneeco:v:56:y:2016:i:c:p:363-373.

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7. Information Flows in the term structure of commodity prices. (2014). Raynaud, Franck ; Lautier, Delphine.
   In: Post-Print.
   RePEc:hal:journl:hal-01655842.

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8. Cross-correlations between spot and futures markets of nonferrous metals. (2014). Liu, LI ; Wang, Yudong.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:400:y:2014:i:c:p:20-30.

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9. Information Flows in the term structure of commodity prices. (2014). Lautier, Delphine ; Raynaud, Franck.
   In: Economics Papers from University Paris Dauphine.
   RePEc:dau:papers:123456789/13631.

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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.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/11383.

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11. Wheat and corn price skewness and volatility: Risk management implications for farmers and end users. (2013). Williams, J.
    In: Australasian Agribusiness Review.
    RePEc:ags:auagre:206167.

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12. Three essays on commodity futures and options markets. (2011). Jin, NA.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:201101010800001428.

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13. Multiperiod Hedging using Futures: Mean Reversion and the Optimal Hedging Path. (2011). Rao, Vadhindran K..
    In: JRFM.
    RePEc:gam:jjrfmx:v:4:y:2011:i:1:p:133-161:d:28376.

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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].
    RePEc:anp:en2009:136.

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15. Pricing of Derivatives on Mean-Reverting Assets. (2010). Lutz, Bjorn.
    In: Lecture Notes in Economics and Mathematical Systems.
    RePEc:spr:lnecms:978-3-642-02909-7.

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16. The World Bank’s approach to increasing the vulnerability of small coffee producers.. (2010). Sasha C. Breger Bush, .
    In: Global Development Institute Working Paper Series.
    RePEc:bwp:bwppap:11310.

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17. Dynamic Hedging in Incomplete Markets: A Simple Solution. (2009). Basak, Suleyman ; Chabakauri, Georgy .
    In: 2009 Meeting Papers.
    RePEc:red:sed009:594.

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18. Announcement effects and the theory of storage: an empirical study of lumber futures. (2009). Thurman, Walter ; Karali, Berna.
    In: Agricultural Economics.
    RePEc:bla:agecon:v:40:y:2009:i:4:p:421-436.

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19. The Samuelson hypothesis in futures markets: An analysis using intraday data. (2008). Duong, Huu Nhan ; Kalev, Petko S..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:4:p:489-500.

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20. On Term Structure Models of Commodity Futures Prices and the Kaldor-Working Hypothesis. (2008). Turvey, Calum ; Power, Gabriel.
    In: 2008 Conference, April 21-22, 2008, St. Louis, Missouri.
    RePEc:ags:nccest:37608.

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21. Commodity Price Behavior With Storage Frictions. (2007). Evans, Lew ; Guthrie, Graeme.
    In: Working Paper Series.
    RePEc:vuw:vuwcsr:3966.

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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.
    In: Working Papers.
    RePEc:ags:uwauwp:9232.

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23. Dynamic Hedging with Stochastic Differential Utility. (2006). Bueno, Rodrigo ; De-Losso, Rodrigo ; de Losso, Rodrigo .
    In: Brazilian Review of Econometrics.
    RePEc:sbe:breart:v:26:y:2006:i:2:a:1579.

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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 .
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:15:y:2006:i:2:p:113-128.

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25. Electricity markets volatility: estimates, regularities and risk management applications. (2006). Nakamura, Masao ; Niimura, Takahide ; Nakashima, Tomoaki.
    In: Energy Policy.
    RePEc:eee:enepol:v:34:y:2006:i:14:p:1736-1749.

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26. Conditional volatility forecasting in a dynamic hedging model. (2005). Haigh, Michael S..
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:24:y:2005:i:3:p:155-172.

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27. Maturity Effects in Futures Markets: Evidence from Eleven Financial Futures Markets. (2003). Akin, Rita Madarassy .
    In: Santa Cruz Department of Economics, Working Paper Series.
    RePEc:cdl:ucscec:qt1n04g31b.

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28. Maturity Effects in Futures Markets: Evidence from Eleven Financial Futures Markets. (2003). Akin, Rita Madarassy .
    In: Santa Cruz Center for International Economics, Working Paper Series.
    RePEc:cdl:scciec:qt1n04g31b.

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29. Tax-loss carryforward and futures hedging. (2002). Lien, Donald ; Metz, Michael .
    In: Managerial and Decision Economics.
    RePEc:wly:mgtdec:v:23:y:2002:i:7:p:417-425.

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30. Testing for Constant Hedge Ratios in Commodity Markets: A Multivariate Garch Approach. (2002). Myers, Robert ; Moschini, GianCarlo.
    In: Staff General Research Papers Archive.
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31. Optimal currency risk hedging. (2002). lioui, abraham ; Poncet, Patrice .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:21:y:2002:i:2:p:241-264.

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32. Testing for constant hedge ratios in commodity markets: a multivariate GARCH approach. (2002). Myers, Robert ; Moschini, GianCarlo.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:9:y:2002:i:5:p:589-603.

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33. COMBINING TIME-VARYING AND DYNAMIC MULTI-PERIOD OPTIMAL HEDGING MODELS. (2002). Holt, Matthew ; Haigh, Michael S..
    In: Working Papers.
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34. DYNAMIC RISK MANAGEMENT UNDER CREDIT CONSTRAINTS. (2002). Myers, Robert ; Nyambane, Gerald G. ; Hanson, Steve D. ; Black, Roy J..
    In: 2002 Conference, April 22-23, 2002, St. Louis, Missouri.
    RePEc:ags:ncrtwo:19072.

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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.
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36. The Minimum Variance Hedge Ratio Under Stochastic Interest Rates. (2000). lioui, abraham ; Poncet, Patrice .
    In: Management Science.
    RePEc:inm:ormnsc:v:46:y:2000:i:5:p:658-668.

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37. FORWARD CONTRACTING OF INPUTS: A FARM-LEVEL ANALYSIS. (1999). Perry, Janet ; Mishra, Ashok.
    In: Journal of Agribusiness.
    RePEc:ags:jloagb:14729.

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38. Optimal spreading when spreading is optimal. (1998). lioui, abraham ; Eldor, Rafi.
    In: Journal of Economic Dynamics and Control.
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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.
    RePEc:isu:genstf:199512010800001137.

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41. Landlords and farmers: implications of disparities in bargaining power for tenancy in agriculture. (1995). Andersson, H..
    In: Agricultural Economics.
    RePEc:eee:agecon:v:12:y:1995:i:2:p:151-162.

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42. Multiperiod Production with Forward and Option Markets. (1994). Lence, Sergio ; Hayes, Dermot ; Sakong, Yong.
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    RePEc:isu:genstf:199401010800001140.

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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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