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No-arbitrage conditions for storable commodities and the modeling of futures term structures. (2010). Tang, Ke ; Liu, Peng.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:34:y:2010:i:7:p:1675-1687.

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  1. Arbitrage, speculation and futures price fluctuations with boundedly rational and heterogeneous agents. (2020). Yang, Zhe ; Gong, Qingbin.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:15:y:2020:i:4:d:10.1007_s11403-019-00262-5.

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  2. Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems. (2019). Dumitrescu, Elena Ivona ; Dubois, Florent ; de Truchis, Gilles.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141882.

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  3. Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems. (2019). Dubois, Florent ; Dumitrescu, Elena Ivona ; DE TRUCHIS, Gilles.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2019-15.

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  4. Can inflation expectations be measured using commodity futures prices?. (2018). Saleuddin, Rasheed ; Coffman, Dmaris.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:45:y:2018:i:c:p:37-48.

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  5. Convenience yield, realised volatility and jumps: Evidence from non-ferrous metals. (2018). Omura, Akihiro ; Todorova, Neda ; Chung, Richard ; Li, Bin.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:70:y:2018:i:c:p:496-510.

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  6. On the spot-futures no-arbitrage relations in commodity markets. (2018). Lautier, Delphine ; Ren'e A"id, ; Campi, Luciano .
    In: Papers.
    RePEc:arx:papers:1501.00273.

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  7. Shocks propagation across the futures term structure : evidence from crude oil prices. (2017). Robe, Michel ; Raynaud, Franck ; Lautier, Delphine.
    In: Post-Print.
    RePEc:hal:journl:hal-01781765.

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  8. Information Flows across the Futures Term Structure: Evidence from Crude Oil Prices. (2017). Robe, Michel ; Raynaud, Franck ; Lautier, Delphine.
    In: Post-Print.
    RePEc:hal:journl:hal-01781761.

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  9. Convenience yield and inventory accessibility: Impact of regional market conditions. (2015). Omura, Akihiro ; Chung, Richard ; Li, Bin ; Todorova, Neda.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:44:y:2015:i:c:p:1-11.

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  10. Modelling the general dependence between commodity forward curves. (2014). Zolotko, Mikhail ; Okhrin, Ostap.
    In: Energy Economics.
    RePEc:eee:eneeco:v:43:y:2014:i:c:p:284-296.

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  11. Estimating exponential affine models with correlated measurement errors: Applications to fixed income and commodities. (2011). Tang, Ke ; Dempster, M. A. H., .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:3:p:639-652.

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