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Publications by Suranjana Joarder

The Commodity Futures Volatility and Macroeconomic Fundamentals - The Case of Oil and Oilseed Commodities in India

International Econometric Review

English

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Factor Structure in Commodity Futures Return and Volatility

Journal of Financial and Quantitative Analysis

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Futures Trading Activity and Commodity Cash Price Volatility

Journal of Business Finance and Accounting

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Futures Basis, Inventory and Commodity Price Volatility: An Empirical Analysis

Economic Modelling

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Volatility Transmission Between Oil and LME Futures

Applied Economics and Finance

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Futures Price Volatility in Commodities Markets: The Role of Short Term vs Long Term Speculation

SSRN Electronic Journal

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Time-Varying Oil Price Volatility and Macroeconomic Aggregates

SSRN Electronic Journal

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Volatility Forecasting for Crude Oil Futures

Applied Economics Letters

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Modeling and Forecasting the Volatility of Oil Futures Using the ARCH Family Models

Lahore Journal of Business

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Pricing Commodity Options When the Underlying Futures Price Exhibits Time-Varying Volatility

American Journal of Agricultural Economics

Biological Sciences

English