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Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment
Choi, Kyongwook; Hammoudeh, Shawkat - In: Energy policy 38 (2010) 8, pp. 4388-4399
Persistent link: https://www.econbiz.de/10008655098
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On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy : evidence from a TVP-VAR model
Yao, Wei; Alexiou, Constantinos - In: International review of economics & finance : IREF 89 (2024) 1, pp. 1054-1072
Persistent link: https://www.econbiz.de/10014446544
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The time-varying causality between spot and futures crude oil prices : a regime switching approach
Balcilar, Mehmet; Gungor, Hasan; Hammoudeh, Shawkat - In: International review of economics & finance : IREF 40 (2015), pp. 51-71
Persistent link: https://www.econbiz.de/10011571896
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Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid; Aslan, Aylin; Xuan Vinh Vo; Kang, Sang Hoon - In: International review of economics & finance : IREF 83 (2023), pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
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Hedging firm's idiosyncratic risk from commodity financialization
Yang, Baochen; Geng, Peixuan; Fan, Ying - In: International review of economics & finance : IREF 88 (2023), pp. 815-842
Persistent link: https://www.econbiz.de/10014474684
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Hedging firm's idiosyncratic risk from commodity financialization
Yang, Baochen; Geng, Peixuan; Fan, Ying - In: International review of economics & finance : IREF 88 (2023), pp. 815-842
Persistent link: https://www.econbiz.de/10014475040