Narrow search
Showing 1 - 10 of 71
Cover Image
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
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
Macro news and commodity returns
Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola - 2015
This paper adopts a VAR-GARCH approach to model the dynamic linkages between both the mean and the variance of macro news and commodity returns (Gold, Corn, Wheat, Soybeans, Silver, Platinum, Palladium, Copper, Aluminium and Crude Oil) over the period 01/01/2001-26/09/2014. The chosen...
Persistent link: https://www.econbiz.de/10011346863
Cover Image
Price discovery in commodity markets
Peri, Massimo; Baldi, Lucia; Vandone, Daniela - In: Applied economics letters 20 (2013) 4/6, pp. 397-403
Persistent link: https://www.econbiz.de/10009708694
Cover Image
Chinese superstition in US commodity trading
Chung, Richard; Darrat, Ali F.; Li, Bin - In: Applied economics letters 21 (2014) 1/3, pp. 171-175
Persistent link: https://www.econbiz.de/10010239479
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
Examining the CRB index as a leading indicator for US inflation
Acharya, Ram N.; Gentle, Paul F.; Paudel, Krishna P. - In: Applied economics letters 17 (2010) 13/15, pp. 1493-1496
Persistent link: https://www.econbiz.de/10008938898
Cover Image
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
Cover Image
Seven centuries of commodity co-movement : a wavelet analysis approach
Umar, Zaghum; Zaremba, Adam; Olson, Dennis - In: Applied economics letters 29 (2022) 4, pp. 355-359
Persistent link: https://www.econbiz.de/10012803546