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Does speculation affect spot price levels? : The case of metals with and without futures markets
Korniotis, George M. - 2009
Persistent link: https://www.econbiz.de/10003867268
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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
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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
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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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Commodity price shocks, supply chain disruptions and U.S. inflation
Diaz, Elena; Cuñado Eizaguirre, Juncal; Perez de … - In: Finance research letters 58 (2023) 3, pp. 1-7
Persistent link: https://www.econbiz.de/10014631294
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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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Commodity index trading and hedging costs
Brunetti, Celso; Reiffen, David A. - 2011
Persistent link: https://www.econbiz.de/10009406419
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Testing for asymmetric causality between U.S. equity returns and commodity futures returns
Nguyen, Duc Khuong; Sousa, Ricardo M.; Uddin, Mohammed … - In: Finance research letters 12 (2015), pp. 38-47
Persistent link: https://www.econbiz.de/10011552233
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Predicting volatility of the Shanghai silver futures market : what is the role of the U.S. options market?
Luo, Xingguo; Ye, Zinan - In: Finance research letters 15 (2015), pp. 68-77
Persistent link: https://www.econbiz.de/10011552969
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Why and when do spot prices of crude oil revert to futures price levels
French, Mark W. - 2005
Persistent link: https://www.econbiz.de/10003081404