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Mean reversion property in Indian commodities futures market
Ahamed, Naseem; Tiwari, Aviral Kumar - In: The empirical economics letters : a monthly … 14 (2015) 5, pp. 443-450
Persistent link: https://www.econbiz.de/10011419068
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Effects of speculation and interest rates in a “carry trade” model of commodity prices
Frankel, Jeffrey A. - In: Journal of international money and finance 42 (2014), pp. 88-112
Persistent link: https://www.econbiz.de/10010371827
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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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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
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The role of emerging economies in the global price formation process of commodities : evidence from Brazilian and U.S. coffee markets
Bohl, Martin T.; Gross, Christian; Souza, Waldemar - In: International review of economics & finance : IREF 60 (2019), pp. 203-215
Persistent link: https://www.econbiz.de/10012203969
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Volatility risk premia and future commodity returns
Ornelas, José Renato Haas; Mauad, Roberto Baltieri - In: Journal of international money and finance 96 (2019), pp. 341-360
Persistent link: https://www.econbiz.de/10012139839
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The economic drivers of commodity market volatility
Prokopczuk, Marcel; Stancu, Andrei; Symeonidis, Lazaros - In: Journal of international money and finance 98 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012140078
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Destabilizing or passive? : The impact of commodity index traders on equilibrium prices
Sun, Hang; Bos, Jaap W. B.; Rodrigues, Paulo Jorge Maurício - In: International review of economics & finance : IREF 83 (2023), pp. 271-285
Persistent link: https://www.econbiz.de/10014246680
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Uncover the response of the US grain commodity market on El Niño-Southern Oscillation
Su, Yuandong; Liang, Chao; Zhang, Li; Zeng, Qing - In: International review of economics & finance : IREF 81 (2022), pp. 98-112
Persistent link: https://www.econbiz.de/10013343509