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Does the SDR stabilize investing in commodities?
Jin, Jiayu; Han, Liyan; Xu, Yang - In: International review of economics & finance : IREF 81 (2022), pp. 160-172
Persistent link: https://www.econbiz.de/10013343511
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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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Do the pure martingale and joint normality hypotheses hold for futures contracts? : implications for the optimal hedge ratios
Chen, Sheng-syan; Lee, Cheng F.; Shrestha, Keshab - In: The quarterly review of economics and finance : journal … 48 (2008) 1, pp. 153-174
Persistent link: https://www.econbiz.de/10003683377
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A semiparametric estimation of the optimal hedge ratio
Ai, Chunrong; Chatrath, Arjun; Song, Frank M. - In: The quarterly review of economics and finance : journal … 47 (2007) 2, pp. 366-381
Persistent link: https://www.econbiz.de/10003492932
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Wavelet domain correlation between the futures prices of natural gas and oil
Tonn, Victor Lux; Li, H. C.; McCarthy, Joseph - In: The quarterly review of economics and finance : journal … 50 (2010) 4, pp. 408-414
Persistent link: https://www.econbiz.de/10009247691
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Dynamic correlations and volatility spillovers between crude oil and stock index returns : the implications for optimal portfolio construction
Lee, Yen-Hsien; Huang, Ya-Ling; Wu, Chun-Yu - In: International Journal of Energy Economics and Policy : IJEEP 4 (2014) 3, pp. 327-336
Persistent link: https://www.econbiz.de/10011286211
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Hedging petroleum futures with multivariate GARCH models
Tanattrin Bunnag - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 1, pp. 105-120
Persistent link: https://www.econbiz.de/10011287161
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Rational destabilizing speculation, positive feedback trading, and the oil bubble of 2008
Tokic, Damir - In: Energy policy 39 (2011) 4, pp. 2051-2061
Persistent link: https://www.econbiz.de/10009126537
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Hedging effectiveness comparisons : a note
Lien, Da-hsiang Donald; Shrestha, Keshab - In: International review of economics & finance : IREF 17 (2008) 3, pp. 391-396
Persistent link: https://www.econbiz.de/10003749652
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Volatility transmission in crude oil, gold, Standard and Poor's 500 and US Dollar Index futures using vector autoregressive-multivariate generalized autoregressive conditional hete...
Tanattrin Bunnag - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 1, pp. 39-52
Persistent link: https://www.econbiz.de/10011448160