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Commodities still in crisis?
Sapsford, David; Pfaffenzeller, Stephan; Bloch, Harry - In: Commodities, governance and economic development under …, (pp. 99-115). 2010
Persistent link: https://www.econbiz.de/10003956248
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Is Idiosyncratic Volatility Priced in Commodity Futures Markets?
Fernandez-Perez, Adrian - 2019
This article investigates the relationship between expected returns and past idiosyncratic volatility in commodity futures markets. Measuring the idiosyncratic volatility of 27 commodity futures contracts with traditional pricing models that fail to account for backwardation and contango leads...
Persistent link: https://www.econbiz.de/10012905579
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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
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Growth, commodity prices, inflation and the distribution of income
Bloch, Harry; Dockery, Alfred Michael; Morgan, C. W.; … - In: Metroeconomica : international review of economics 58 (2007) 1, pp. 3-44
Persistent link: https://www.econbiz.de/10003417399
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Primary commodities in international trade : an analysis of real prices
Sapsford, David - In: Applied economics 19 (1987) 3, pp. 317-321
Persistent link: https://www.econbiz.de/10003668464
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Terms of trade movements and the global economic crisis : implications for the Asia-Pacific region
Bloch, Harry; Sapsford, David - 2009
Persistent link: https://www.econbiz.de/10003924581
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Innovation, real primary commodity prices and business cycles
Bloch, Harry; Sapsford, David - In: Long term economic development : demand, finance, …, (pp. 175-189). 2013
Persistent link: https://www.econbiz.de/10009782850
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Innovation, real primary commodity prices and business cycles
Bloch, Harry; Sapsford, David - 2010
Persistent link: https://www.econbiz.de/10008760001
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Growth, commodity prices, inflation and the distribution of income
Bloch, Harry; Dockery, Alfred Michael; Morgan, C. W.; … - 2005
Persistent link: https://www.econbiz.de/10003011906
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Commodity prices and the dynamics of inflation in Australia
Bloch, Harry; Sapsford, David - In: Contemporary post Keynesian analysis, (pp. 187-204). 2004
Persistent link: https://www.econbiz.de/10002712449