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The optimal rotation period of renewable resources : theoretical evidence from the timber sector
Helmedag, Fritz - In: The handbook of commodity investing, (pp. 145-166). 2008
Persistent link: https://www.econbiz.de/10003795007
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The pricing and economics of commodity futures
Anson, Mark J. P. - In: The handbook of commodity investing, (pp. 38-55). 2008
Persistent link: https://www.econbiz.de/10003794994
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Macroeconomic determinants of commodity futures returns
Adams, Zeno; Füss, Roland; Kaiser, Dieter G. - In: The handbook of commodity investing, (pp. 87-112). 2008
Persistent link: https://www.econbiz.de/10003794999
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Incorporating futures in commodity price forecasts
Bowman, Chakriya; Husain, Aasim M. - In: The handbook of commodity investing, (pp. 358-388). 2008
Persistent link: https://www.econbiz.de/10003795189
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Securitization of commodity price risk
Ali, Paul U. - In: The handbook of commodity investing, (pp. 613-625). 2008
Persistent link: https://www.econbiz.de/10003795218
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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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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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The financialization of commodity markets
Cheng, Ing-haw; Xiong, Wei - 2013
Persistent link: https://www.econbiz.de/10010221901
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UK natural gas : gas-specific or oil driven pricing?
Asche, Frank; Oglend, Atle; Osmundsen, Petter - 2013
In this paper we investigate the time-varying relationship between oil and natural gas in the UK. We develop a model where relative prices can move between pricing-regimes; markets switch between being decoupled and integrated. Our model endogenously accounts for periods where oil and natural...
Persistent link: https://www.econbiz.de/10010212645