Narrow search
Showing 1 - 10 of 131
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Commodity price volatility & time varying hedge ratios : evidence from notional commodity futures indices of India
Kumar, Santhosh; Lagesh, M. A. - In: Finance India : the quarterly journal of Indian … 28 (2014) 2, pp. 515-528
Persistent link: https://www.econbiz.de/10010421800
Cover Image
Impact of Indian commodity futures on price discovery, volatility spill-over, systematic risk and wholesale price index
Kakati, Rinalini P. - In: Finance India : the quarterly journal of Indian … 28 (2014) 4, pp. 1313-1334
Persistent link: https://www.econbiz.de/10010495217
Cover Image
Volatility in commodity market
Kumar, Narender; Arora, Sunita - In: Finance India : the quarterly journal of Indian … 28 (2014) 4, pp. 1213-1228
Persistent link: https://www.econbiz.de/10010495235
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Dependency, centrality and dynamic networks for international commodity futures prices
Wu, Fei; Zhao, Wan-Li; Ji, Qiang; Zhang, Dayong - In: International review of economics & finance : IREF 67 (2020), pp. 118-132
Persistent link: https://www.econbiz.de/10012485715