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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

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

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

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

Pricing European commodity swaptions

Järvinen, Sami; Toivonen, Harri - In: Applied economics letters 11 (2004) 15, pp. 925-929

Persistent link: https://www.econbiz.de/10002507442

Seven centuries of commodity co-movement : a wavelet analysis approach

Umar, Zaghum; Zaremba, Adam; Olson, Dennis - In: Applied economics letters 29 (2022) 4, pp. 355-359

Persistent link: https://www.econbiz.de/10012803546

Further evidence on the explanatory power of spot food and energy commodities market prices for futures prices

Cartwright, Phillip A.; Riabko, Natalija - In: Review of quantitative finance and accounting 47 (2016) 3, pp. 579-605

Persistent link: https://www.econbiz.de/10011595689

Oil and non-energy commodity markets : an empirical analysis of volatility spillovers and hedging effectiveness

Dutta, Anupam; Noor, Md Hasib - In: Cogent economics & finance 5 (2017) 1, pp. 1-15

Although a large number of empirical papers have examined the price spillover in global oil and non-energy commodity markets, very little is known about the volatility transmission between these two markets. The present study aims to conceal this gap by investigating the volatility cross effects...

Persistent link: https://www.econbiz.de/10011881040

Do spot food commodity and oil prices predict futures prices?

Cartwright, Phillip A.; Riabko, Natalija - In: Review of quantitative finance and accounting 53 (2019) 1, pp. 153-194

Persistent link: https://www.econbiz.de/10012173033

Commodity futures price volatility, convenience yield and economic fundamentals

Power, Gabriel J.; Robinson, John R. C. - In: Applied economics letters 20 (2013) 10/12, pp. 1089-1095

Persistent link: https://www.econbiz.de/10010197057