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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

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

Are Commodity Futures Prices Barometers of the Global Economy?

Hu, Conghui - 2013

This paper analyzes whether commodity futures prices traded in the United States reveal information relevant to stock prices of East Asian economies including China, Japan, Hong Kong, South Korea, and Taiwan. We find significant and positive predictive powers of overnight futures returns of...

Persistent link: https://www.econbiz.de/10012458956

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

The impact of China's macroeconomic determinants on commodity prices

Zhang, Tianding; Du, Tianwen; Li, Jie - In: Finance research letters 36 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012484028

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

Geographic Barriers to Commodity Price Integration : Evidence from US Cities and Swedish Towns, 1732-1860

Crucini, Mario J. - 2014

We study the role of distance and time in statistically explaining price dispersion for 14 commodities from 1732 to 1860. The prices are reported for US cities and Swedish market towns, so we can compare international and intranational dispersion. Distance and commodity-specific fixed effects...

Persistent link: https://www.econbiz.de/10012458419

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

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

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