Narrow search
Showing 1 - 10 of 85
Cover Image
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
Cover Image
Preliminary evidence on relationships between agricultural commodities futures prices, spot prices and oil prices using reverse regressions
Cartwright, Phillip A.; Riabko, Natalija - In: Applied economics letters 22 (2015) 10/12, pp. 777-782
Persistent link: https://www.econbiz.de/10011285361
Cover Image
Volatility spillovers in commodity markets
Chevallier, Julien; Ielpo, Florian - In: Applied economics letters 20 (2013) 13/15, pp. 1211-1227
Persistent link: https://www.econbiz.de/10010198563
Cover Image
Understanding momentum in commodity markets
Chevallier, Julien; Gatumel, Mathieu; Ielpo, Florian - In: Applied economics letters 20 (2013) 13/15, pp. 1383-1402
Persistent link: https://www.econbiz.de/10010203400
Cover Image
Does Bitcoin hedge crude oil implied volatility and structural shocks? : a comparison with gold, commodity and the US Dollar
Das, Debojyoti; Le Roux, Corlise L.; Jana, R. K.; … - In: Finance research letters 36 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012483345
Cover Image
Does institutional trading drive commodities prices away from their fundamentals : evidence from a nonparametric causality-in-quantiles test
Babalos, Vassilios; Balcilar, Mehmet - In: Finance research letters 21 (2017), pp. 126-131
Persistent link: https://www.econbiz.de/10011807522
Cover Image
How do bond, equity and commodity cycles interact?
Narayan, Paresh Kumar; Thuraisamy, Kannan Sivananthan; … - In: Finance research letters 21 (2017), pp. 151-156
Persistent link: https://www.econbiz.de/10011807742
Cover Image
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
Cover Image
Economic cycles and downside commodities risk
Powell, Robert; Duc Hong Vo; Thach Ngoc Pham - In: Applied economics letters 25 (2018) 4, pp. 258-263
Persistent link: https://www.econbiz.de/10011854446
Cover Image
Price discovery and volatility spillover in spot and futures markets : evidences from steel-related commodities in China
Kim, Kyoungsu; Lim, Seok - In: Applied economics letters 26 (2019) 5, pp. 351-357
Persistent link: https://www.econbiz.de/10012204211