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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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Price volatility spillovers in commodities market : an analytical study of selected commodities
Pillai, Raji; Lokanadha Reddy M - In: Finance India : the quarterly journal of Indian … 36 (2022) 3, pp. 971-982
Persistent link: https://www.econbiz.de/10013477560
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Is the refining margin stationary?
Población, Javier; Serna, Gregorio - In: International review of economics & finance : IREF 44 (2016), pp. 169-186
Persistent link: https://www.econbiz.de/10011626045
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Common dynamic factors in driving commodity prices : implications of a generalized dynamic factor model
Kagraoka, Yusho - In: Economic modelling 52 (2016), pp. 609-617
Persistent link: https://www.econbiz.de/10011642937
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Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach
Mensi, Walid; Hkiri, Besma; Al-Yahyaee, Khamis Hamed; … - In: International review of economics & finance : IREF 54 (2018), pp. 74-102
Persistent link: https://www.econbiz.de/10012033348
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A panel stationarity test with gradual structural shifts : re-investigate the international commodity price shocks
Nazlıoğlu, Şaban; Karul, Cagin - In: Economic modelling 61 (2017), pp. 181-192
Persistent link: https://www.econbiz.de/10011736829
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Exogenous oil supply shocks and global agricultural commodity prices : the role of biofuels
Yanfeng, Wei; Qiu, Feng; An, Henry; Zhang, Xindong; Li, … - In: International review of economics & finance : IREF 92 (2024), pp. 394-414
Persistent link: https://www.econbiz.de/10014534913
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Are crude oil spot and futures prices cointegrated? : not always!
Wang, Yudong; Wu, Chongfeng - In: Economic modelling 33 (2013), pp. 641-650
Persistent link: https://www.econbiz.de/10010194454
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Is world oil market "one great pool"? : an example from China's and international oil markets
Liu, Li; Chen, Ching-cheng; Wan, Jieqiu - In: Economic modelling 35 (2013), pp. 364-373
Persistent link: https://www.econbiz.de/10010259809
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Modeling the volatility of futures return in rubber and oil : a Copula-based GARCH model approach
Li, Meng; Yang, Liang - In: Economic modelling 35 (2013), pp. 576-581
Persistent link: https://www.econbiz.de/10010336750