SSRN Electronic Journal · 2013 · 15 citations · 20 references
AgricultureEconomicsFinanceCommodity MarketsEconometricsTime Series AnalysisCommodity Price DynamicsCommodity SpeculationEnergy Commodity MarketsFutures MarketsOil EconomicsVolatility ModelingCommodity Market VolatilityFutures Market VolatilityFutures Price VolatilityFutures SpeculationOil Price VolatilitySpeculationSpeculation EffectsSpeculation In Futures Markets
20
Conditional Heteroskedasticity in Asset Returns: A New Approach
Daniel B. Nelson · Econometrica · 1991 · 10.4K citations
Hedging Pressure Effects in Futures Markets
F.A. de Roon, Theo Nijman, Chris Veld · The Journal of Finance · 2000 · 510 citations
Management, Economics, Finance +16