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Commodity-price comovement and global economic activity

Alquist, Ron; Bhattarai, Saroj; Coibion, Olivier - In: Journal of monetary economics 112 (2020), pp. 41-56

Persistent link: https://www.econbiz.de/10012494783

Analyzing commodity prices in the context of COVID-19, high inflation, and the Ukrainian war

Hamilton, James D. (interviewee); Jawadi, Fredj (interviewer) - In: The energy journal 44 (2023) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10013540892

What do we learn from the price of crude oil futures?

Alquist, Ron; Kilian, Lutz - In: Journal of applied econometrics 25 (2010) 4, pp. 539-573

Persistent link: https://www.econbiz.de/10008667478

What do we learn from the price of crude oil futures

Alquist, Ron; Kilian, Lutz - 2007

Persistent link: https://www.econbiz.de/10003593232

Effects of index-fund investing on commodity futures prices

Hamilton, James D.; Wu, Jing Cynthia - In: International economic review 55 (2015) 1, pp. 187-205

Persistent link: https://www.econbiz.de/10011348556

The role of financial speculation in driving the price of crude oil

Alquist, Ron; Gervais, Olivier - In: The energy journal 34 (2013) 3, pp. 35-54

Persistent link: https://www.econbiz.de/10009771893

Risk premia in crude oil futures prices

Hamilton, James D.; Wu, Jing Cynthia - 2013

Persistent link: https://www.econbiz.de/10009753788

Risk premia in crude oil futures prices

Hamilton, James D.; Wu, Jing Cynthia - In: Journal of international money and finance 42 (2014), pp. 9-37

Persistent link: https://www.econbiz.de/10010371842

Effects of index-fund investing on commodity futures prices

Hamilton, James D.; Wu, Jing Cynthia - 2014

Persistent link: https://www.econbiz.de/10010254330

What does the convenience yield curve tell us about the crude oil market?

Alquist, Ron; Bauer, Gregory H.; Díez de los Ríos, Antonio - 2014

Using the prices of crude oil futures contracts, we construct the term structure of crude oil convenience yields out to one-year maturity. The crude oil convenience yield can be interpreted as the interest rate, denominated in barrels of oil, for borrowing a single barrel of oil, and it measures...

Persistent link: https://www.econbiz.de/10010401755