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~accessRights:"restricted"
~person:"Maitra, Debasish"
~person:"Riabko, Natalija"
~subject:"Raw materials"
~subject:"Resource deposit"
~subject:"Ölpreis"
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Maitra, Debasish
Riabko, Natalija
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The good, the bad and the ugly relation between oil and commodities : an analysis of asymmetric volatility connectedness and portfolio implications
Maitra, Debasish
;
Guhathakurta, Kousik
;
Kang, Sang Hoon
- In:
Energy economics
94
(
2021
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012649444
Saved in:
2
Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications
Guhathakurta, Kousik
;
Dash, Saumya Ranjan
;
Maitra, Debasish
- In:
Energy economics
85
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012510102
Saved in:
3
Do spot food commodity and oil prices predict futures prices?
Cartwright, Phillip A.
;
Riabko, Natalija
- In:
Review of quantitative finance and accounting
53
(
2019
)
1
,
pp. 153-194
Persistent link: https://www.econbiz.de/10012173033
Saved in:
4
Further evidence on the explanatory power of spot food and energy commodities market prices for futures prices
Cartwright, Phillip A.
;
Riabko, Natalija
- In:
Review of quantitative finance and accounting
47
(
2016
)
3
,
pp. 579-605
Persistent link: https://www.econbiz.de/10011595689
Saved in:
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