“...This paper examines whether structural breaks contain incremental information for forecasting the volatility of copper futures. Considering structural breaks...”

“...This study analyzes bank margins in the German secondary market for exchange‐traded structured financial products, with particular emphasis on the influence of...”

“...This study reexamines whether option price monotonicity properties hold in a liquid market with little market friction and considers the validity of the...”

“...BitMEX is the largest unregulated bitcoin derivatives exchange, listing contracts suitable for leverage trading and hedging. Using minute‐by‐minute data, we...”

“...Using an instrumental variable quantile regression technique, this paper assesses whether country risk and financial uncertainty exert an impact on energy...”

“...We investigate which of the two main centers of gold trading—the London spot market and the New York futures market—plays a more important role in setting the...”

“...This study examines the directional information content realized by trades in a highly liquid options market by constructing put–call volume ratios and...”

“...This paper discusses the computation of hedging strategies under affine Gaussian GARCH dynamics. The risk‐minimization hedging strategy is derived in...”

“...We examine the responses of intraday option‐implied volatilities to scheduled announcements of macroeconomic indicators. The increase in implied volatility...”