Narrow search
Showing 1 - 10 of 20
Cover Image
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
Cover Image
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
Cover Image
Dynamic co-movement in major commodity markets during crisis periods : a wavelet local multiple correlation analysis
Bouri, Elie; Nekhili, Ramzi; Todorova, Neda - In: Finance research letters 55 (2023) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10014473528
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Measuring the hedging effectiveness of commodities
Chunhachinda, Pornchai; DeBoyrie, Maria Eugenia; … - In: Finance research letters 30 (2019), pp. 201-207
Persistent link: https://www.econbiz.de/10012420488
Cover Image
Measuring the interdependence between investor sentiment and crude oil returns : new evidence from the CFTC's disaggregated reports
Ji, Qiang; Li, Jianping; Sun, Xiaolei - In: Finance research letters 30 (2019), pp. 420-425
Persistent link: https://www.econbiz.de/10012420931
Cover Image
Do spillover effects between crude oil and natural gas markets disappear? : evidence from option markets
Zhu, Fangfei; Zhu, Yabei; Jin, Xuejun; Luo, Xingguo - In: Finance research letters 24 (2018), pp. 25-33
Persistent link: https://www.econbiz.de/10011982448
Cover Image
Brent crude oil prices volatility during major crises
Zavadska, Miroslava; Morales, Lucía; Coughlan, Joseph - In: Finance research letters 32 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012430662