Narrow search
Showing 1 - 10 of 21
Cover Image
The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
Liu, Peng; Tang, Ke - In: Journal of empirical finance 18 (2011) 2, pp. 211-224
Persistent link: https://www.econbiz.de/10009301130
Cover Image
Are commodity prices mean reverting?
Andersson, Henrik - In: Applied financial economics 17 (2007) 10/12, pp. 769-783
Persistent link: https://www.econbiz.de/10003537543
Cover Image
Time-variations in commodity price jumps
Diewald, Laszlo; Prokopczuk, Marcel; Wese Simen, Chardin - In: Journal of empirical finance 31 (2015), pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
Cover Image
Commodity futures price behaviour following large one-day price changes
Mazouz, Khelifa; Wang, Jian - In: Applied financial economics 24 (2014) 13/15, pp. 939-948
Persistent link: https://www.econbiz.de/10010410296
Cover Image
Simple and extended Kalman filters : an application to term structures of commodity prices
Lautier, Delphine; Galli, Alain - In: Applied financial economics 14 (2004) 13, pp. 963-973
Persistent link: https://www.econbiz.de/10002195491
Cover Image
The impact of liquidity risk in the Chinese banking system on the global commodity markets
Jo, Yonghwan; Kim, Jihee; Santos, Francisco - In: Journal of empirical finance 66 (2022), pp. 23-50
Persistent link: https://www.econbiz.de/10013370586
Cover Image
Fiscal policy and the commodities boom : the impact of higher prices for non-renewables in Latin America and the Caribbean
Jiménez, Juan Pablo; Tromben, Varinia - In: CEPAL review (2006), pp. 59-84
Persistent link: https://www.econbiz.de/10003469887
Cover Image
Have European gas prices converged?
Robinson, Terry A. - In: Energy policy 35 (2007) 4, pp. 2347-2351
Persistent link: https://www.econbiz.de/10003472016
Cover Image
Execution edge of pit traders and intraday price ranges of soft commodities
Kliakhandler, Igor L. - In: Applied financial economics 17 (2007) 4/6, pp. 343-350
Persistent link: https://www.econbiz.de/10003446026
Cover Image
Global liquidity and commodity prices : a cointegrated VAR approach for OECD countries
Belke, Ansgar; Bordon, Ingo D.; Hendricks, Torben - In: Applied financial economics 20 (2010) 1/3, pp. 227-242
Persistent link: https://www.econbiz.de/10003936012