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Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 43 (1988)
Issue (Month): 5 (December)
Pages: 1075-93
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Handle: RePEc:bla:jfinan:v:43:y:1988:i:5:p:1075-93

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4. Tian Zeng & Norman Swanson, 1998. "Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 2(4), pages 1037-1037. [Downloadable!] (restricted)
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5. Alquist, Ron & Kilian, Lutz, 2007. "What Do We Learn from the Price of Crude Oil Futures?," CEPR Discussion Papers 6548, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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7. Daal, Elton & Farhat, Joseph Basheer & Wei, Peihwang P., 2003. "Reexamining the maturity effect using extensive futures data," Working Papers 2003-06, University of New Orleans, Department of Economics and Finance. [Downloadable!]
8. Gary B. Gorton & Fumio Hayashi & K. Geert Rouwenhorst, 2007. "The Fundamentals of Commodity Futures Returns," NBER Working Papers 13249, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
9. Boum-Jong Choe, 1990. "The metals price boom of 1987-89 : the role of supply disruptions and stock changes," Policy Research Working Paper Series 542, The World Bank. [Downloadable!]
10. Serletis, Apostolos & Hulleman, Vaughn, 1994. "Business cycles and the behavior of energy prices," MPRA Paper 1745, University Library of Munich, Germany. [Downloadable!]
11. Nijman, T.E. & Roon, F.A. de & Veld, C., 1996. "Pricing term structure risk in futures markets," Discussion Paper 78, Tilburg University, Center for Economic Research. [Downloadable!]
12. Alvaro Cartea & Marcelo G. Figueroa & Helyette Geman, 2008. "Modelling Electricity Prices with Forward Looking Capacity Constraints," Birkbeck Working Papers in Economics and Finance 0802, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
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