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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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Parameter estimation in commodity markets : a filtering approach
Elliott, Robert J.; Hyndman, Cody B. - In: Journal of economic dynamics & control 31 (2007) 7, pp. 2350-2373
Persistent link: https://www.econbiz.de/10003485120
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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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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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Information content of commodity futures prices for monetary policy
Bhar, Ramaprasad; Hamori, Shigeyuki - In: Economic modelling 25 (2008) 2, pp. 274-283
Persistent link: https://www.econbiz.de/10003724834
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On the behavior of commodity prices when speculative storage is bounded
Oglend, Atle; Kleppe, Tore Selland - In: Journal of economic dynamics & control 75 (2017), pp. 52-69
Persistent link: https://www.econbiz.de/10011817139
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Cross market predictions for commodity prices
Ding, Shusheng; Zhang, Yongmin - In: Economic modelling 91 (2020), pp. 455-462
Persistent link: https://www.econbiz.de/10012429115
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Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps
Sévi, Benoît - In: Economic modelling 44 (2015), pp. 243-251
Persistent link: https://www.econbiz.de/10011326237
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Convenience yield, realised volatility and jumps : evidence from non-ferrous metals
Omura, Akihiro; Li, Bin; Chung, Richard; Todorova, Neda - In: Economic modelling 70 (2018), pp. 496-510
Persistent link: https://www.econbiz.de/10012027980
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Partial international coordination in the great fish war
Kwon, Oh Sang - In: Environmental & resource economics : the official … 33 (2006) 4, pp. 463-483
Persistent link: https://www.econbiz.de/10003310600