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Mean reversion property in Indian commodities futures market
Ahamed, Naseem; Tiwari, Aviral Kumar - In: The empirical economics letters : a monthly … 14 (2015) 5, pp. 443-450
Persistent link: https://www.econbiz.de/10011419068
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Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; … - In: Journal of econometrics 187 (2015) 2, pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
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The financialization of commodity markets
Xiong, Wei - In: NBER reporter online (2014) 2, pp. 20-23
Persistent link: https://www.econbiz.de/10011369089
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Impact of macro economic factors on commodity futures price with reference to agricultural commodities in Indian and US markets
Raghu Kumari P. S. - In: International journal of applied business and economic … 13 (2015) 1, pp. 331-346
Persistent link: https://www.econbiz.de/10011376388
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Financialization and commodity prices : an empirical analysis for coffee, cotton, wheat and oil
Ederer, Stefan; Heumesser, Christine; Staritz, Cornelia - In: International review of applied economics 30 (2016) 4, pp. 462-487
Persistent link: https://www.econbiz.de/10011472537
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A dynamic model of hedging and speculation in the commodity futures markets
Cifarelli, Giulio; Paladino, Giovanna - In: Journal of financial markets 25 (2015), pp. 1-15
Persistent link: https://www.econbiz.de/10011477250
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Dynamic volatility spillovers between agricultural and energy commodities
Xiarchos, Irene M.; Burnett, J. Wesley - In: Journal of agricultural and applied economics : JAEE 50 (2018) 3, pp. 291-318
Persistent link: https://www.econbiz.de/10012039825
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Do VaR exceptions have seasonality? : an empirical study on Indian commodity spot prices
Gupta, Apoorv; Rajib, Prabina - In: IIMB management review 30 (2018) 4, pp. 369-384
Persistent link: https://www.econbiz.de/10012042010
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The role of market expectations in commodity price dynamics : evidence from oil data
Jin, Xin - In: Journal of international money and finance 90 (2019), pp. 1-18
Persistent link: https://www.econbiz.de/10012132906
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Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index
Fernandez-Diaz, Jose M.; Morley, Bruce - In: Research in international business and finance 47 (2019), pp. 174-194
Persistent link: https://www.econbiz.de/10012135526