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Marginal speculation and hedging in commodity markets

Ulusoy, Veysel; Onbirler, Özgür Ünal - In: Finance research letters 23 (2017), pp. 269-282

Persistent link: https://www.econbiz.de/10011808416

Oil and non-energy commodity markets : an empirical analysis of volatility spillovers and hedging effectiveness

Dutta, Anupam; Noor, Md Hasib - In: Cogent economics & finance 5 (2017) 1, pp. 1-15

Although a large number of empirical papers have examined the price spillover in global oil and non-energy commodity markets, very little is known about the volatility transmission between these two markets. The present study aims to conceal this gap by investigating the volatility cross effects...

Persistent link: https://www.econbiz.de/10011881040

Volatility contagion and connectedness between WTI and commodity markets

Boroumand, Raphaël Homayoun; Porcher, Thomas - In: Finance research letters 58 (2023) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10014582223

Short- and long-run determinants of commodity price volatility

Karali, Berna; Power, Gabriel J. - In: American journal of agricultural economics 95 (2013) 3, pp. 724-738

Persistent link: https://www.econbiz.de/10009758629

On jumps and ARCH effects in natural resource prices : an application to Pacific Northwest stumpage prices

Saphores, Jean-Daniel M.; Khalaf, Lynda; Pelletier, Denis - In: American journal of agricultural economics 84 (2002) 2, pp. 387-400

Persistent link: https://www.econbiz.de/10001683998

Modeling dynamic conditional correlations in WTI oil forward and futures returns

Lanza, Alessandro; Manera, Matteo; McAleer, Michael - In: Finance research letters 3 (2006) 2, pp. 114-132

Persistent link: https://www.econbiz.de/10003333927

Effects of forward sales on spot markets : pre-commitment sales and prices for fresh strawberries

Mohapatra, Sandeep; Goodhue, Rachael E.; Carter, Colin Andre - In: American journal of agricultural economics 92 (2010) 1, pp. 152-163

Persistent link: https://www.econbiz.de/10008904370

Predicting volatility of the Shanghai silver futures market : what is the role of the U.S. options market?

Luo, Xingguo; Ye, Zinan - In: Finance research letters 15 (2015), pp. 68-77

Persistent link: https://www.econbiz.de/10011552969

Hedging multiple price uncertainty in international grain trade

Haigh, Michael S.; Holt, Matthew T. - In: American journal of agricultural economics 82 (2000) 4, pp. 881-896

Persistent link: https://www.econbiz.de/10001527508

Modeling dynamic higher moments of crude oil futures

Huang, Zhuo; Liang, Fang; Wang, Tianyi; Li, Chao - In: Finance research letters 39 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012805140