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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

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

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

Oil and non-energy commodity markets : an empirical analysis of volatility spillovers and hedging effectiveness

Dutta, Anupam; Noor, Md Hasib - In: Cogent economics & finance 5 (2017) 1, pp. 1-15

Although a large number of empirical papers have examined the price spillover in global oil and non-energy commodity markets, very little is known about the volatility transmission between these two markets. The present study aims to conceal this gap by investigating the volatility cross effects...

Persistent link: https://www.econbiz.de/10011881040

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

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

Wars, cartels and COVID-19 : regime switching in commodity prices

Caputo, Rodrigo; Ordóñez, Félix - In: Applied economics letters 31 (2024) 4, pp. 338-345

Persistent link: https://www.econbiz.de/10014468840

Commodity futures price volatility, convenience yield and economic fundamentals

Power, Gabriel J.; Robinson, John R. C. - In: Applied economics letters 20 (2013) 10/12, pp. 1089-1095

Persistent link: https://www.econbiz.de/10010197057

Butter mountains, milk lakes and optimal price limiters

Corron, Ned; He, Xue-zhong; Westerhoff, Frank H. - In: Applied economics letters 14 (2007) 13/15, pp. 1131-1136

Persistent link: https://www.econbiz.de/10003606918

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