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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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Fear in commodity return prediction
Cao, Zhen; Han, Liyan; Wei, Xinbei; Zhang, Qunzi - In: Finance research letters 46 (2022) 2, pp. 1-13
Persistent link: https://www.econbiz.de/10013342809
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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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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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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
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Are Chinese crude oil futures good hedging tools?
Li, Jie; Huang, Lixin; Li, Ping - In: Finance research letters 38 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012490536
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Macroeconomic attention and oil futures volatility prediction
Liu, Shan; Li, Ziwei - In: Finance research letters 57 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014505944
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Sample frequency robustness and accuracy in forecasting Value-at-Risk for Brent Crude Oil futures
Ewald, Christian; Hadina, Jelena; Haugom, Erik; Lien, … - In: Finance research letters 58 (2023) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10014582226