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Portfolio speculation and commodity price volatility in a stochastic storage model
Vercammen, James Alfred; Doroudian, Ali - In: American journal of agricultural economics 96 (2014) 2, pp. 517-532
Persistent link: https://www.econbiz.de/10010411908
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Effects of speculation and interest rates in a “carry trade” model of commodity prices
Frankel, Jeffrey A. - In: Journal of international money and finance 42 (2014), pp. 88-112
Persistent link: https://www.econbiz.de/10010371827
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Speculators, commodities and cross-market linkages
Buyuksahin, Bahattin; Robe, Michel A. - In: Journal of international money and finance 42 (2014), pp. 38-70
Persistent link: https://www.econbiz.de/10010371838
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What causes commodity price backwardation?
Frechette, Darren L.; Fackler, Paul L. - In: American journal of agricultural economics 81 (1999) 4, pp. 761-771
Persistent link: https://www.econbiz.de/10001423503
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Volatility risk premia and future commodity returns
Ornelas, José Renato Haas; Mauad, Roberto Baltieri - In: Journal of international money and finance 96 (2019), pp. 341-360
Persistent link: https://www.econbiz.de/10012139839
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The economic drivers of commodity market volatility
Prokopczuk, Marcel; Stancu, Andrei; Symeonidis, Lazaros - In: Journal of international money and finance 98 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012140078
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The role of market expectations in commodity price dynamics : evidence from oil data
Jin, Xin - In: Journal of international money and finance 90 (2019), pp. 1-18
Persistent link: https://www.econbiz.de/10012132906
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What drives commodity prices?
Chen, Shu-Ling; Jackson, John D.; Kim, Hyeongwoo; … - In: American journal of agricultural economics 96 (2014) 5, pp. 1455-1468
Persistent link: https://www.econbiz.de/10011279858
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A factor model for co-movements of commodity prices
West, Kenneth D.; Wong, Ka-fu - In: Journal of international money and finance 42 (2014), pp. 289-309
Persistent link: https://www.econbiz.de/10010372655
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Testing the Prebisch–Singer hypothesis since 1650 : evidence from panel techniques that allow for multiple breaks
Arezki, Rabah; Hadri, Kaddour; Loungani, Prakash; Rao, Yao - In: Journal of international money and finance 42 (2014), pp. 208-223
Persistent link: https://www.econbiz.de/10010372665