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Dependency, centrality and dynamic networks for international commodity futures prices
Wu, Fei; Zhao, Wan-Li; Ji, Qiang; Zhang, Dayong - In: International review of economics & finance : IREF 67 (2020), pp. 118-132
Persistent link: https://www.econbiz.de/10012485715
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How Does Oil Price Volatility Affect Non-Energy Commodity Markets?
Ji, Qiang - 2016
The influence of price volatility in the crude oil market is expanding to non-energy commodity markets. With the substitution of fossil fuels by bio-fuel and hedge strategies against inflation induced by high oil prices, the link between crude oil market and agriculture markets and metal markets...
Persistent link: https://www.econbiz.de/10012987572
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Modelling the relationship between crude oil and agricultural commodity prices
Duc Hong Vo; Tan Ngoc Vu; Anh The Vo; McAleer, Michael - 2018
Persistent link: https://www.econbiz.de/10011987133
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Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin; McAleer, Michael; Zuo, Guangdong - 2017 - Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
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How do China's oil markets affect other commodity markets both domestically and internationally?
Ji, Qiang; Fan, Ying - In: Finance research letters 19 (2016), pp. 247-254
Persistent link: https://www.econbiz.de/10011657704
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Modeling dynamic conditional correlations in WTI oil forward and futures returns
Lanza, Alessandro; Manera, Matteo; McAleer, Michael - In: Finance research letters 3 (2006) 2, pp. 114-132
Persistent link: https://www.econbiz.de/10003333927
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Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669344
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Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669351
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Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets
Chang, Chia-Lin; McAleer, Michael; Roengchai Tansuchat - 2010
Persistent link: https://www.econbiz.de/10008669993
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Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10003987324