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Publications by Jiao-Jiao Yang
A New Method for Setting Futures Portfolios’ Maintenance Margins: Evidence From Chinese Commodity Futures Markets
Journal of Applied Mathematics
Applied Mathematics
Related publications
Three Essays on Commodity Futures and Options Markets
Dynamic Welfare Analysis and Commodity Futures Markets Overshooting
The Effects of Margin Changes on the Commodity Futures Markets
SSRN Electronic Journal
Determinants of Hedging and Risk Premia in Commodity Futures Markets
Journal of Financial and Quantitative Analysis
Accounting
Economics
Econometrics
Finance
Essays Concerning the Impact of Measurement Costs Upon Commodity Futures Markets.
Do Trend Following Strategies Work in Chinese Futures Markets?
Journal of Futures Markets
Management
Finance
Business
Economics
Accounting
Econometrics
Informational Dependency Between Spot and Futures Markets: Evidence From Turkish Foreign Exchange Markets
Journal of Derivatives & Hedge Funds
Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals
Journal of Banking and Finance
Economics
Econometrics
Finance
Illiquidity Transmission From Spot to Futures Markets
SSRN Electronic Journal