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Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index
Fernandez-Diaz, Jose M.; Morley, Bruce - In: Research in international business and finance 47 (2019), pp. 174-194
Persistent link: https://www.econbiz.de/10012135526
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Commodity financialization and sector ETFs : Evidence from crude oil futures
Liu, Pan; Vedenov, Dmitrij V.; Power, Gabriel J. - In: Research in international business and finance 51 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012208332
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The role of speculation in international futures markets on commodity prices
Huchet, Nicolas; Fam, Papa Gueye - In: Research in international business and finance 37 (2016), pp. 49-65
Persistent link: https://www.econbiz.de/10011595127
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Traders' motivation and hedging pressure in commodity futures markets
Bosch, David; Smimou, Kamal - In: Research in international business and finance 59 (2022), pp. 1-34
Persistent link: https://www.econbiz.de/10013402078
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Convenience yield, mean reverting prices, and long memory in the petroleum market
Mazaheri, A. - In: Applied financial economics 9 (1999) 1, pp. 31-50
Persistent link: https://www.econbiz.de/10001363837
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The forward premium anomaly in the energy futures markets : a time-varying approach
Charfeddine, Lanouar; Ben Khediri, Karim; Mrabet, Zouhair - In: Research in international business and finance 47 (2019), pp. 600-615
Persistent link: https://www.econbiz.de/10012135806
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News surprises and volatility spillover among agricultural commodities : the case of corn, wheat, soybean and soybean oil
Hamadi, Hassan; Bassil, Charbel; Nehme, Tamara - In: Research in international business and finance 41 (2017), pp. 148-157
Persistent link: https://www.econbiz.de/10011912988
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Volatility returns with vengeance : financial markets vs. commodities
Aboura, Sofiane; Chevallier, Julien - In: Research in international business and finance 33 (2015), pp. 334-354
Persistent link: https://www.econbiz.de/10011325853
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Efficiency and unbiasedness of corn futures markets : new evidence across the financial crisis
Pederzoli, C.; Torricelli, Costanza - In: Applied financial economics 23 (2013) 22/24, pp. 1853-1863
Persistent link: https://www.econbiz.de/10010337258
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Estimating optimal hedge ratio : a multivariate skew-normal distribution approach
Lien, Da-hsiang Donald; Shrestha, Keshab - In: Applied financial economics 20 (2010) 7/9, pp. 627-636
Persistent link: https://www.econbiz.de/10009009324