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Chevallier, Julien
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1
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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2
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
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3
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
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4
The dynamics of commodity spot and futures markets : a primer
Pindyck, Robert S.
- In:
The energy journal
22
(
2001
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10001594337
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5
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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6
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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7
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
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8
The convenience yield and the informational content of the oil futures price
Bernard, Jean-Thomas
;
Khalaf, Lynda
;
Kichian, Maral
; …
- In:
The energy journal
36
(
2015
)
2
,
pp. 29-46
Persistent link: https://www.econbiz.de/10010528362
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9
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
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10
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
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