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Volatility risk premia and future commodity returns

Ornelas, José Renato Haas; Mauad, Roberto Baltieri - In: Journal of international money and finance 96 (2019), pp. 341-360

Persistent link: https://www.econbiz.de/10012139839

The asymmetric return-volatility relationship of commodity prices

Baur, Dirk G.; Dimpfl, Thomas - In: Energy economics 76 (2018), pp. 378-387

Persistent link: https://www.econbiz.de/10011976677

The relationship between commodity markets and commodity mutual funds : a wavelet-based analysis

Antonakakis, Nikolaos; Chang, Tsangyao; Cuñado … - In: Finance research letters 24 (2018), pp. 1-9

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Does the impact of exchange-traded funds flows on commodities prices involve stockpiling as a signature? : an empirical investigation

Ohana, Steve; Huang, Xiaoying - In: The journal of energy markets 11 (2018) 2, pp. 37-60

Persistent link: https://www.econbiz.de/10011999489

Inflation hedging with commodities : a wavelet analysis of seven centuries worth of data

Zaremba, Adam; Umar, Zaghum; Mikutowski, Mateusz - In: Economics letters 181 (2019), pp. 90-94

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Commodity spread option with cointegration

Nakajima, Katsushi; Ōhashi, Kazuhiko - In: Asia-Pacific financial markets 23 (2016) 1, pp. 1-44

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Impact of speculation and economic uncertainty on commodity markets

Andreasson, Pierre; Bekiros, Stelios; Nguyen, Duc Khuong; … - In: International review of financial analysis 43 (2016), pp. 115-127

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Financialization and commodity market stability

Żelazny, Jan - In: E-Finanse : finansowy kwartalnik internetowy 12 (2016) 4, pp. 33-42

Stability in supply of commodities is essential for manufacturing and doing business. This fact is unchangeable despite the passage of time and only the ways of trading of commodities differ. Especially in recent decades, the global economy has changed significantly and one of the major factors...

Persistent link: https://www.econbiz.de/10011617049

Pricing of forwards and other derivatives in cointegrated commodity markets

Benth, Fred Espen; Koekebakker, Steen - In: Energy economics 52 (2015) 1, pp. 104-117

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Financialization and the rise in co-movement of commodity prices

Pradhananga, Manisha - In: International review of applied economics 30 (2016) 5, pp. 547-566

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