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~person:"Bouri, Elie"
~person:"Mikutowski, Mateusz"
~subject:"Rohstoffpreis"
~subject:"Zustandsraummodell"
~subject:"Ölpreis"
~type_genre:"Article in journal"
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Search: subject:"Commodity market"
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Bouri, Elie
Mikutowski, Mateusz
Sauerbeck, A.
12
Triantafyllou, Athanasios
7
Matthies, Klaus
6
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5
Prokopczuk, Marcel
5
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Zaremba, Adam
5
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1
Dynamic co-movement in major commodity markets during crisis periods : a wavelet local multiple correlation analysis
Bouri, Elie
;
Nekhili, Ramzi
;
Todorova, Neda
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473528
Saved in:
2
Long-run reversal in commodity returns : insights from seven centuries of evidence
Zaremba, Adam
;
Bianchi, Robert
;
Mikutowski, Mateusz
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013256444
Saved in:
3
The alpha momentum effect in commodity markets
Zaremba, Adam
;
Mikutowski, Mateusz
;
Szczygielski, Jan Jakub
- In:
Energy economics
93
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012643310
Saved in:
4
Commodity financialisation and price co-movement : lessons from two centuries of evidence
Zaremba, Adam
;
Umar, Zaghum
;
Mikutowski, Mateusz
- In:
Finance research letters
38
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012490185
Saved in:
5
Herding behavior in the commodity markets of the Asia-Pacific region
Kumar, Ashish
;
Badhani, K. N.
;
Bouri, Elie
;
Saeed, Tareq
- In:
Finance research letters
41
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013336082
Saved in:
6
Jumps in energy and non-energy commodities
Bouri, Elie
;
Gupta, Rangan
- In:
OPEC energy review
44
(
2020
)
1
,
pp. 91-111
Persistent link: https://www.econbiz.de/10013341469
Saved in:
7
Inflation hedging with commodities : a wavelet analysis of seven centuries worth of data
Zaremba, Adam
;
Umar, Zaghum
;
Mikutowski, Mateusz
- In:
Economics letters
181
(
2019
),
pp. 90-94
Persistent link: https://www.econbiz.de/10012121850
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