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Does speculation Granger cause return in Chinese commodity markets?
Hu, Weigang; Feng, Yun - In: Applied economics letters 23 (2016) 4/6, pp. 294-297
Persistent link: https://www.econbiz.de/10011430469
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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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Price discovery in commodity futures and cash markets with heterogeneous agents
Van Huellen, Sophie - In: Journal of international money and finance 95 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012135182
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Analyzing the impacts of foreign exchange and oil price on biofuel commodity futures
Chiang, Shu-Mei; Chen, Chun-Da; Huang, Chien-Ming - In: Journal of international money and finance 96 (2019), pp. 37-48
Persistent link: https://www.econbiz.de/10012139604
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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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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
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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
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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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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
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Pricing European commodity swaptions
Järvinen, Sami; Toivonen, Harri - In: Applied economics letters 11 (2004) 15, pp. 925-929
Persistent link: https://www.econbiz.de/10002507442