Modelling and Measuring Price Discovery in Commodity Markets

By Isabel Figuerola‐Ferretti, J. Gonzalo. 2010

207 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/a186ddd6db5ac3121e582e8c04cd84a65b05c611

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Isabel Figuerola‐Ferretti
2. J. Roderick McCrorie
3. C. Gilbert
4. L. Gutierrez
5. M. Hernandez
6. Ş. Nazlıoğlu
7. Joachim von Braun
8. Getaw Tadesse

In Finance

1. Isabel Figuerola‐Ferretti
2. J. Roderick McCrorie
3. C. Gilbert

Citations in the corpus

• Testing for Mild Explosivity and Bubbles in LME Non‐Ferrous Metals Prices (2015, background): “Figuerola-Ferretti and Gonzalo (2010), who model convenience yields using LME non-ferrous metals prices, noted that measured convenience yields are often negative.”