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Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1

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Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach

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

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Effects of index-fund investing on commodity futures prices

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Risk premia in crude oil futures prices

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

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Modeling and forecasting the volatility of petroleum futures prices

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Risk premia in crude oil futures prices

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Effects of index-fund investing on commodity futures prices

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

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Risk Premia in Crude Oil Futures Prices

Hamilton, James D. - 2013

If commercial producers or financial investors use futures contracts to hedge against commodity price risk, the arbitrageurs who take the other side of the contracts may receive compensation for their assumption of nondiversifiable risk in the form of positive expected returns from their...

Persistent link: https://www.econbiz.de/10013081835