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Causality between market liquidity and depth for energy and grains
Sari, Ramazan; Hammoudeh, Shawkat; Chang, Chia-Lin; … - 2011
Persistent link: https://www.econbiz.de/10009619369
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Effects of speculation and interest rates in a “carry trade” model of commodity prices
Frankel, Jeffrey A. - In: Journal of international money and finance 42 (2014), pp. 88-112
Persistent link: https://www.econbiz.de/10010371827
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Speculators, commodities and cross-market linkages
Buyuksahin, Bahattin; Robe, Michel A. - In: Journal of international money and finance 42 (2014), pp. 38-70
Persistent link: https://www.econbiz.de/10010371838
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Price discovery in commodity futures and cash markets with heterogeneous agents
Van Huellen, Sophie - In: Journal of international money and finance 95 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012135182
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Analyzing the impacts of foreign exchange and oil price on biofuel commodity futures
Chiang, Shu-Mei; Chen, Chun-Da; Huang, Chien-Ming - In: Journal of international money and finance 96 (2019), pp. 37-48
Persistent link: https://www.econbiz.de/10012139604
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Volatility risk premia and future commodity returns
Ornelas, José Renato Haas; Mauad, Roberto Baltieri - In: Journal of international money and finance 96 (2019), pp. 341-360
Persistent link: https://www.econbiz.de/10012139839
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The economic drivers of commodity market volatility
Prokopczuk, Marcel; Stancu, Andrei; Symeonidis, Lazaros - In: Journal of international money and finance 98 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012140078
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The role of market expectations in commodity price dynamics : evidence from oil data
Jin, Xin - In: Journal of international money and finance 90 (2019), pp. 1-18
Persistent link: https://www.econbiz.de/10012132906
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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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Commodity price risk management and fiscal policy in a sovereign default model
Lopez-Martin, Bernabe; Leal, Julio; Fritscher, Andre … - In: Journal of international money and finance 96 (2019), pp. 304-323
Persistent link: https://www.econbiz.de/10012139835