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Commodity price dynamics and derivative valuation : a review

Back, Janis; Prokopczuk, Marcel - In: International journal of theoretical and applied finance 16 (2013) 6, pp. 1-30

Persistent link: https://www.econbiz.de/10010197182

Crude oil : commodity or financial asset?

Kolodziej, Marek; Kaufmann, Robert Kurt; Kulatilaka, Nalin - In: Energy economics 46 (2014), pp. 216-223

Persistent link: https://www.econbiz.de/10011298597

What drives the commodity price beta of oil industry stocks?

Talbot, Edward; Artiach, Tracy; Faff, Robert W. - In: Energy economics 37 (2013), pp. 1-15

Persistent link: https://www.econbiz.de/10009759405

Pricing of forwards and other derivatives in cointegrated commodity markets

Benth, Fred Espen; Koekebakker, Steen - In: Energy economics 52 (2015) 1, pp. 104-117

Persistent link: https://www.econbiz.de/10011568135

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

Distributional predictability between commodity spot and futures : evidence from nonparametric causality-in-quantiles tests

Jena, Sangram Keshari; Tiwari, Aviral Kumar; Hammoudeh, … - In: Energy economics 78 (2019), pp. 615-628

Persistent link: https://www.econbiz.de/10012160046

A multifactor stochastic volatility model of commodity prices

Cortazar, Gonzalo; Lopez, Matias; Naranjo, Lorenzo - In: Energy economics 67 (2017), pp. 182-201

Persistent link: https://www.econbiz.de/10011897898

A reappraisal of the chaotic paradigm for energy commodity prices

Mastroeni, Loretta; Vellucci, Pierluigi; Naldi, Maurizio - In: Energy economics 82 (2019), pp. 167-178

Persistent link: https://www.econbiz.de/10012173910

Extreme risk dependence and time-varying spillover between crude oil, commodity market and inflation in China

Li, Houjian; Huang, Xinya; Guo, Lili - In: Energy economics 127 (2023) 2, pp. 1-22

Persistent link: https://www.econbiz.de/10014490005

Revisiting the relationship between spot and futures prices in the Nord Pool electricity market

Weron, Rafał; Zator, Michał - In: Energy economics 44 (2014), pp. 178-190

Persistent link: https://www.econbiz.de/10010457224

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