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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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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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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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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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Cross-market linkages between commodities, stocks and bonds
Chevallier, Julien; Ielpo, Florian - In: Applied economics letters 20 (2013) 10/12, pp. 1008-1018
Persistent link: https://www.econbiz.de/10010195986
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Do intraday data contain more information for volatility forecasting? : evidence from the Chinese commodity futures market
Jiang, Ying; Liu, Xiaoquan; Ye, Wuyi - In: Applied economics letters 22 (2015) 1/3, pp. 218-222
Persistent link: https://www.econbiz.de/10010481970
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Volatility forecasting for crude oil futures
Marzo, Massimiliano; Zagaglia, Paolo - In: Applied economics letters 17 (2010) 16/18, pp. 1587-1599
Persistent link: https://www.econbiz.de/10009232176
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Hedging the downside risk of commodities through cryptocurrencies
Naeem, Muhammad Abubakr; Farid, Saqib; Balli, Faruk; … - In: Applied economics letters 28 (2021) 2, pp. 153-160
Persistent link: https://www.econbiz.de/10012415106
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Principal component volatility analysis in agricultural commodity futures
Rezitis, Anthony N. - In: Applied economics letters 27 (2020) 16, pp. 1327-1333
Persistent link: https://www.econbiz.de/10012267130
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Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie; Ma, Feng; Li, Pan; Li, Tao - In: Applied economics letters 30 (2023) 7, pp. 960-964
Persistent link: https://www.econbiz.de/10014303607