Futures commitments and commodity price jumps

Financial Review

Volumn 34, Issue 3, 1999, Pages 95-111

  Chatrath, Arjun ^a   Song, Frank ^b,c  

^a UNIVERSITY OF PORTLAND   (United States)

^b CLEVELAND STATE UNIVERSITY   (United States)

^c UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Futures; Price jumps; Speculation; Volatility

Indexed keywords

EID: 0007194704     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/j.1540-6288.1999.tb00465.x     Document Type: Article

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