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An analysis of commodity markets : what gain for investors?

Narayan, Paresh Kumar; Narayan, Seema; Sharma, Susan Sunila - In: Journal of banking & finance 37 (2013) 10, pp. 3878-3889

Persistent link: https://www.econbiz.de/10010127429

Financialization in commodity markets : a passing trend or the new normal?

Adams, Zeno; Glück, Thorsten - In: Journal of banking & finance 60 (2015), pp. 93-111

Persistent link: https://www.econbiz.de/10011544903

Does Bitcoin hedge commodity uncertainty?

Hoang, Khanh; Nguyen, Cuong; Poch, Kongchheng; Nguyen, … - In: Journal of risk and financial management : JRFM 13 (2020) 6/119, pp. 1-14

This paper examines the connectedness between Bitcoin and commodity volatilities, including oil, wheat, and corn, during the period Oct. 2013-Jun. 2018, using time- and frequency-domain frameworks. The time-domain framework's results show that the connectedness is 23.49%, indicating a low level...

Persistent link: https://www.econbiz.de/10012305145

The skewness of commodity futures returns

Fernandez-Perez, Adrian; Frijns, Bart; Fuertes, Ana María - In: Journal of banking & finance 86 (2018), pp. 127-142

Persistent link: https://www.econbiz.de/10011962440

Factor based commodity investing

Sakkas, Athanasios; Tessaromatis, Nikolaos P. - In: Journal of banking & finance 115 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012489156

Asymmetric effect of basis on dynamic futures hedging : empirical evidence from commodity markets

Lien, Da-hsiang Donald; Li, Yang - In: Journal of banking & finance 32 (2008) 2, pp. 187-198

Persistent link: https://www.econbiz.de/10003647092

A Markov regime switching approach for hedging energy commodities

Alizadeh-Masoodian, Amir H.; Nomikos, Nikos K.; … - In: Journal of banking & finance 32 (2008) 9, pp. 1970-1983

Persistent link: https://www.econbiz.de/10003775048

Long term spread option valuation and hedging

Dempster, Michael A. H.; Medova, Elena; Tang, Ke - In: Journal of banking & finance 32 (2008) 12, pp. 2530-2540

Persistent link: https://www.econbiz.de/10003795773

WTI crude oil Futures in portfolio diversification : the time-to-maturity effect

Geman, Hélyette; Kharoubi, Cécile - In: Journal of banking & finance 32 (2008) 12, pp. 2553-2559

Persistent link: https://www.econbiz.de/10003795775

Minimum variance hedging when spot price changes are partially predictable

Ederington, Louis H.; Salas, Jesus M. - In: Journal of banking & finance 32 (2008) 5, pp. 654-663

Persistent link: https://www.econbiz.de/10003702618