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Does speculation Granger cause return in Chinese commodity markets?
Hu, Weigang; Feng, Yun - In: Applied economics letters 23 (2016) 4/6, pp. 294-297
Persistent link: https://www.econbiz.de/10011430469
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Preliminary evidence on relationships between agricultural commodities futures prices, spot prices and oil prices using reverse regressions
Cartwright, Phillip A.; Riabko, Natalija - In: Applied economics letters 22 (2015) 10/12, pp. 777-782
Persistent link: https://www.econbiz.de/10011285361
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Macro news and commodity returns
Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola - 2015
This paper adopts a VAR-GARCH approach to model the dynamic linkages between both the mean and the variance of macro news and commodity returns (Gold, Corn, Wheat, Soybeans, Silver, Platinum, Palladium, Copper, Aluminium and Crude Oil) over the period 01/01/2001-26/09/2014. The chosen...
Persistent link: https://www.econbiz.de/10011346863
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Price discovery in commodity markets
Peri, Massimo; Baldi, Lucia; Vandone, Daniela - In: Applied economics letters 20 (2013) 4/6, pp. 397-403
Persistent link: https://www.econbiz.de/10009708694
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Why do hedgers trade so much?
Cheng, Ing-haw; Xiong, Wei - 2013
Persistent link: https://www.econbiz.de/10010225076
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Are commodity futures prices barometers of the global economy?
Hu, Conghui; Xiong, Wei - 2013
Persistent link: https://www.econbiz.de/10010227314
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Chinese superstition in US commodity trading
Chung, Richard; Darrat, Ali F.; Li, Bin - In: Applied economics letters 21 (2014) 1/3, pp. 171-175
Persistent link: https://www.econbiz.de/10010239479
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Volatility spillovers in commodity markets
Chevallier, Julien; Ielpo, Florian - In: Applied economics letters 20 (2013) 13/15, pp. 1211-1227
Persistent link: https://www.econbiz.de/10010198563
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Understanding momentum in commodity markets
Chevallier, Julien; Gatumel, Mathieu; Ielpo, Florian - In: Applied economics letters 20 (2013) 13/15, pp. 1383-1402
Persistent link: https://www.econbiz.de/10010203400
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Examining the CRB index as a leading indicator for US inflation
Acharya, Ram N.; Gentle, Paul F.; Paudel, Krishna P. - In: Applied economics letters 17 (2010) 13/15, pp. 1493-1496
Persistent link: https://www.econbiz.de/10008938898