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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

Does institutional trading drive commodities prices away from their fundamentals : evidence from a nonparametric causality-in-quantiles test

Babalos, Vassilios; Balcilar, Mehmet - In: Finance research letters 21 (2017), pp. 126-131

Persistent link: https://www.econbiz.de/10011807522

How do bond, equity and commodity cycles interact?

Narayan, Paresh Kumar; Thuraisamy, Kannan Sivananthan; … - In: Finance research letters 21 (2017), pp. 151-156

Persistent link: https://www.econbiz.de/10011807742

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

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

Commodity financialisation and price co-movement : lessons from two centuries of evidence

Zaremba, Adam; Umar, Zaghum; Mikutowski, Mateusz - In: Finance research letters 38 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012490185

Does Bitcoin hedge crude oil implied volatility and structural shocks? : a comparison with gold, commodity and the US Dollar

Das, Debojyoti; Le Roux, Corlise L.; Jana, R. K.; … - In: Finance research letters 36 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012483345

COVID-19 and commodity pricing premium : evidence from the Chinese market

Zhang, Lu; Hsieh, Pei-lin; Chen, Haiqiang - In: Finance research letters 58 (2023) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014582206

Volatility contagion and connectedness between WTI and commodity markets

Boroumand, Raphaël Homayoun; Porcher, Thomas - In: Finance research letters 58 (2023) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10014582223

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