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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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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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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
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Commodities price cycles and their interdependence with equity markets
Boako, Gideon; Alagidede, Imhotep Paul; Sjo, Bo; Uddin, … - In: Energy economics 91 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012518586
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The good, the bad and the ugly relation between oil and commodities : an analysis of asymmetric volatility connectedness and portfolio implications
Maitra, Debasish; Guhathakurta, Kousik; Kang, Sang Hoon - In: Energy economics 94 (2021), pp. 1-30
Persistent link: https://www.econbiz.de/10012649444
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Extreme price co-movement of commodity futures and industrial production growth : an empirical evaluation
Wen, Xiaoqian; Xie, Yuxin; Pantelous, Athanasios A. - In: Energy economics 108 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013202950