Reference health
Hedging Pressure and Commodity Option Prices
25/25 checkable references clean · checked 2026-07-25
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
5 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 25 checked references that resolve
resolves10.1093/rfs/16.1.0101
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
resolves10.1016/j.jfineco.2012.11.010
Cross section of option returns and idiosyncratic stock volatility
resolves10.1086/260133
Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums
resolves10.1016/j.jfineco.2012.04.005
What does futures market interest tell us about the macroeconomy and asset prices?
resolves10.1111/jofi.12845
A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets
resolves10.1016/j.jempfin.2010.12.003
The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1016/j.jfineco.2021.03.006
Mispricing, short-sale constraints, and the cross-section of option returns
The 5 references without a DOI — listed, not checked
no DOI — not checkedDoes net buying pressure affect the shape of implied volatility functions?
no DOI — not checkedref14
no DOI — not checkedref18
no DOI — not checkedNormal backwardation, forecasting and the returns to commodity futures traders
no DOI — not checkedEffective bid-ask spreads in futures versus futures options
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or importance of the work itself, and nothing about references deposited without a DOI.
checked 2026-07-25 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
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