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Financial crises and the nature of correlation between commodity and stock markets
Öztek, Mehmet Fatih; Öcal, Nadir - In: International review of economics & finance : IREF 48 (2017), pp. 56-68
Persistent link: https://www.econbiz.de/10011747083
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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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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
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Sentiment-prone investors and volatility dynamics between spot and futures markets
Corredor, Pilar; Ferrer, Elena; Santamaría Aquilué, Rafael - In: International review of economics & finance : IREF 35 (2015), pp. 180-196
Persistent link: https://www.econbiz.de/10011333698
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Internet, noise trading and commodity futures prices
Peri, Massimo; Vandone, Daniela; Baldi, Lucia - In: International review of economics & finance : IREF 33 (2014), pp. 82-89
Persistent link: https://www.econbiz.de/10010531284
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Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano; Chang, Chia-Lin; McAleer, Michael - In: International review of economics & finance : IREF 59 (2019), pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
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Volatility forecasting of crude oil market : can the regime switching GARCH model beat the single-regime GARCH models?
Zhang, Yue-jun; Yao, Ting; He, Ling-yun; Ripple, Ronald D. - In: International review of economics & finance : IREF 59 (2019), pp. 302-317
Persistent link: https://www.econbiz.de/10012202881
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The time-varying spillover effect between WTI crude oil futures returns and hedge funds
Zhang, Yue-jun; Wu, Yao-Bin - In: International review of economics & finance : IREF 61 (2019), pp. 156-169
Persistent link: https://www.econbiz.de/10012205400
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Realized volatility forecast of agricultural futures using the HAR models with bagging and combination approaches
Yang, Ke; Tian, Fengping; Chen, Langnan; Li, Steven - In: International review of economics & finance : IREF 49 (2017), pp. 276-291
Persistent link: https://www.econbiz.de/10011748442
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On the predictive accuracy of crude oil futures prices
Abosedra, Salah S.; Baghestani, Hamid - In: Energy policy 32 (2004) 12, pp. 1389-1393
Persistent link: https://www.econbiz.de/10002020235