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The shape of the treasury yield curve and commodity prices
Bayaa, Yasmeen; Qadan, Mahmoud - In: International review of financial analysis 94 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10014543998
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Forecasting the price of crude oil via convenience yield predictions
Knetsch, Thomas A. - In: Journal of forecasting 26 (2007) 7, pp. 527-549
Persistent link: https://www.econbiz.de/10003593902
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The forecasting efficacy of risk-neutral mopments for crude oil volatility
Chatrath, Arjun; Miao, Hong; Ramchander, Sanjay; Wang, … - In: Journal of forecasting 34 (2015) 3, pp. 177-190
Persistent link: https://www.econbiz.de/10011305272
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Forecasting the volatility of agricultural commodity futures : the role of co-volatility and oil volatility
Marfatia, Hardik A.; Ji, Qiang; Luo, Jiawen - In: Journal of forecasting 41 (2022) 2, pp. 383-404
Persistent link: https://www.econbiz.de/10012817783
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Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu; Ma, Feng; Hao, Jianyang; Gao, Xinxin - In: International review of financial analysis 76 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
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Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method
Gong, Xu; Liu, Yun; Wang, Xiong - In: International review of financial analysis 76 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012804753
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Do China's macro-financial factors determine the Shanghai crude oil futures market?
Lin, Boqiang; Su, Tong - In: International review of financial analysis 78 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013254489
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Forecasting oil futures realized range-based volatility with jumps, leverage effect, and regime switching : new evidence from MIDAS models
Lu, Xinjie; Ma, Feng; Wang, Jiqian; Liu, Jing - In: Journal of forecasting 41 (2022) 4, pp. 853-868
Persistent link: https://www.econbiz.de/10013287870
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The volatility linkage between energy and agricultural futures markets with external shocks
Han, Liyan; Jin, Jiayu; Wu, Lei; Zeng, Hongchao - In: International review of financial analysis 68 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012301084
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Do the crude oil futures of the Shanghai International Energy Exchange improve asset allocation of Chinese petrochemical-related stocks?
Lv, Fei; Yang, Chen; Fang, Libing - In: International review of financial analysis 71 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012436466