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Futures basis, inventory and commodity price volatility : an empirical analysis
Symeonidis, Lazaros; Prokopczuk, Marcel; Brooks, Chris; … - In: Economic modelling 29 (2012) 6, pp. 2651-2663
Persistent link: https://www.econbiz.de/10009673627
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Volatility spillover between oil and agricultural commodity markets
Nazlıoğlu, Şaban; Erdem, Cumhur; Soytas, Ugur - In: Energy economics 36 (2013), pp. 658-665
Persistent link: https://www.econbiz.de/10009724616
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What drives the commodity price beta of oil industry stocks?
Talbot, Edward; Artiach, Tracy; Faff, Robert W. - In: Energy economics 37 (2013), pp. 1-15
Persistent link: https://www.econbiz.de/10009759405
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Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid; Beljid, Makram; Boubaker, Adel; Managi, … - In: Economic modelling 32 (2013), pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
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Filtering and forecasting commodity futures prices under an HMM framework
Date, Paresh; Mamon, Rogemar; Tenyakov, Anton - In: Energy economics 40 (2013), pp. 1001-1013
Persistent link: https://www.econbiz.de/10010355984
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Can futures price be a powerful predictor? : frequency domain analysis on Chinese commodity market
Yang, Linghubo; Zhang, Dongxiang - In: Economic modelling 35 (2013), pp. 264-271
Persistent link: https://www.econbiz.de/10010259451
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Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - In: Energy economics 43 (2014), pp. 225-243
Persistent link: https://www.econbiz.de/10010504821
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Tail events : a new approach to understanding extreme energy commodity prices
Koch, Nikolas - In: Energy economics 43 (2014), pp. 195-205
Persistent link: https://www.econbiz.de/10010504824
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Monetary policy and price dynamics in a commodity futures market
Tai, Meng-Yi; Chao, Chi-Chur; Hu, Shih-Wen; Lai, Ching-chong - In: International review of economics & finance : IREF 29 (2014), pp. 372-379
Persistent link: https://www.econbiz.de/10010432345
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Commodity futures returns and policy uncertainty
Bannigidadmath, Deepa; Narayan, Paresh Kumar - In: International review of economics & finance : IREF 72 (2021), pp. 364-383
Persistent link: https://www.econbiz.de/10012671942