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The relationship between commodity markets and commodity mutual funds : a wavelet-based analysis
Antonakakis, Nikolaos; Chang, Tsangyao; Cuñado … - In: Finance research letters 24 (2018), pp. 1-9
Persistent link: https://www.econbiz.de/10011982439
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Marginal speculation and hedging in commodity markets
Ulusoy, Veysel; Onbirler, Özgür Ünal - In: Finance research letters 23 (2017), pp. 269-282
Persistent link: https://www.econbiz.de/10011808416
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Fear in commodity return prediction
Cao, Zhen; Han, Liyan; Wei, Xinbei; Zhang, Qunzi - In: Finance research letters 46 (2022) 2, pp. 1-13
Persistent link: https://www.econbiz.de/10013342809
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A comparison of the convenience yield and interest-adjusted basis
Fouquau, Julien; Six, Pierre - In: Finance research letters 14 (2015), pp. 142-149
Persistent link: https://www.econbiz.de/10011552697
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Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield
Nakajima, Katsushi - In: Annals of finance 18 (2022) 1, pp. 35-80
Persistent link: https://www.econbiz.de/10013194631
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Spreads and non-convergence in Chicago Board of Trade corn, soybean, and wheat futures : are index funds to blame?
Irwin, Scott H.; García, Philip; Good, Darrel L.; … - In: Applied economic perspectives and policy 33 (2011) 1, pp. 116-142
Persistent link: https://www.econbiz.de/10009158543
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Index funds, financialization, and commodity futures markets
Irwin, Scott H.; Sanders, Dwight R. - In: Applied economic perspectives and policy 33 (2011) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10009158557
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Gone in ten minutes : intraday evidence of announcement effects in the electronic corn futures market
Lehecka, Georg V.; Wang, Xiaoyang; García, Philip - In: Applied economic perspectives and policy 36 (2014) 3, pp. 504-526
Persistent link: https://www.econbiz.de/10011279818
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Testing for asymmetric causality between U.S. equity returns and commodity futures returns
Nguyen, Duc Khuong; Sousa, Ricardo M.; Uddin, Mohammed … - In: Finance research letters 12 (2015), pp. 38-47
Persistent link: https://www.econbiz.de/10011552233
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Predicting volatility of the Shanghai silver futures market : what is the role of the U.S. options market?
Luo, Xingguo; Ye, Zinan - In: Finance research letters 15 (2015), pp. 68-77
Persistent link: https://www.econbiz.de/10011552969