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A model of financialization of commodities
Başak, Suleyman; Pavlova, Anna - 2015
Persistent link: https://www.econbiz.de/10011299571
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Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment
Choi, Kyongwook; Hammoudeh, Shawkat - In: Energy policy 38 (2010) 8, pp. 4388-4399
Persistent link: https://www.econbiz.de/10008655098
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Commodity and equity markets : some stylized facts from a copula approach
Delatte, Anne-Laure; Lopez, Claude - 2013
Persistent link: https://www.econbiz.de/10009784712
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Risk premia and seasonality in commodity futures
Hevia, Constantino; Petrella, Ivan; Sola, Martin - 2016
Persistent link: https://www.econbiz.de/10011482266
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A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane; Kilian, Lutz - 2014
Persistent link: https://www.econbiz.de/10010416758
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Price explosiveness, speculation, and grain futures prices
Etienne, Xiaoli L.; Irwin, Scott H.; García, Philip - In: American journal of agricultural economics 97 (2015) 1, pp. 65-87
Persistent link: https://www.econbiz.de/10011294281
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Fractional integration in agricultural futures price volatilities
Jin, Hyun J.; Frechette, Darren L. - In: American journal of agricultural economics 86 (2004) 2, pp. 432-443
Persistent link: https://www.econbiz.de/10002036301
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Estimating the location of world wheat price discovery
Janzen, Joseph P.; Adjemian, Michael K. - In: American journal of agricultural economics 99 (2017) 5, pp. 1188-1207
Persistent link: https://www.econbiz.de/10011946580
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Event study of the crude oil futures market : a mixed event response model
Karali, Berna; Ye, Shiyu; Ramírez, Octavio A. - In: American journal of agricultural economics 101 (2019) 3, pp. 960-985
Persistent link: https://www.econbiz.de/10012114862
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Price discovery in agricultural futures markets : should we look beyond the best bid-ask spread?
Arzandeh, Mehdi; Frank, Julieta - In: American journal of agricultural economics 101 (2019) 5, pp. 1482-1498
Persistent link: https://www.econbiz.de/10012115735