Narrow search
Showing 1 - 10 of 21
Cover Image
On the comparison of Schwartz and Smith's two- and three-factor models on commodity prices
Aiube, Fernando Antônio Lucena; Samanez, Carlos P. - In: Applied economics 46 (2014) 28/30, pp. 3736-3749
Persistent link: https://www.econbiz.de/10010419938
Cover Image
Long-run prices of primary commodities and oil prices
Chaudhuri, Kausik - In: Applied economics 33 (2001) 4, pp. 531-538
Persistent link: https://www.econbiz.de/10001573261
Cover Image
A common factor of stochastic volatilities between oil and commodity prices
Lee, Eunhee; Han, Doo Bong; Nayga, Rodolfo M. - In: Applied economics 49 (2017) 22, pp. 2203-2215
Persistent link: https://www.econbiz.de/10011817276
Cover Image
Precious metals, oil and the exchange rate : contemporaneous spillovers
Fernandez-Perez, Adrian; Frijns, Bart; Tourani Rad, Alireza - In: Applied economics 49 (2017) 38, pp. 3863-3879
Persistent link: https://www.econbiz.de/10011819949
Cover Image
Returns to individual traders in agricultural futures markets : skill or luck?
Aulerich, Nicole M.; Irwin, Scott H.; García, Philip - In: Applied economics 45 (2013) 25/27, pp. 3650-3666
Persistent link: https://www.econbiz.de/10010345884
Cover Image
Testing the efficiency of the futures market for crude oil in the presence of a structural break
Stevens, Jason; Lamirande, P. de - In: Applied economics 46 (2014) 31/33, pp. 4053-4059
Persistent link: https://www.econbiz.de/10010421854
Cover Image
Correlation between Shanghai crude oil futures, stock, foreign exchange, and gold markets : a GARCH-vine-copula method
He, Chaohua; Li, Guangchen; Fan, Hai; Wei, Weixian - In: Applied economics 53 (2021) 11, pp. 1249-1263
Persistent link: https://www.econbiz.de/10012485170
Cover Image
Minimum-variance hedging of Bitcoin inverse futures
Deng, Jun; Pan, Huifeng; Zhang, Shuyu; Zou, Bin - In: Applied economics 52 (2020) 58, pp. 6320-6337
Persistent link: https://www.econbiz.de/10012415993
Cover Image
Risk contagions between global oil markets and China's agricultural commodity markets under structural breaks
Luo, Jiawen; Zhang, Qun - In: Applied economics 53 (2021) 5, pp. 628-649
Persistent link: https://www.econbiz.de/10012416078
Cover Image
Speculation and food-grain prices
Lawson, Joshua; Alam, Md Rafayet; Etienne, Xiaoli Liao - In: Applied economics 53 (2021) 20, pp. 2305-2321
Persistent link: https://www.econbiz.de/10012501199