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Commodities returns' volatility in financialization era

Handika, Rangga; Putra, Iswahyudi Sondi - In: Studies in economics and finance 34 (2017) 3, pp. 344-362

Persistent link: https://www.econbiz.de/10011961063

The skewness of commodity futures returns

Fernandez-Perez, Adrian; Frijns, Bart; Fuertes, Ana María - In: Journal of banking & finance 86 (2018), pp. 127-142

Persistent link: https://www.econbiz.de/10011962440

Global commodity chains, financial markets, and local market structures : price risks in the coffee sector in Ethiopia

Tröster, Bernhard - 2015

Risks related to commodity price volatility are a major thread to actors in commodity chains, particularly to smallholder farmers in low income countries. Therefore, price setting and transmission within global commodity chains are of crucial importance from a developmental and distributional...

Persistent link: https://www.econbiz.de/10011931546

Is beta dead for commodities?

Westgaard, Sjur; Steen, Marie - In: The journal of investing 26 (2017) 4, pp. 16-26

Persistent link: https://www.econbiz.de/10011932167

A four-factor stochastic volatility model of commodity prices

Schöne, Max F.; Spinler, Stefan - In: Review of derivatives research 20 (2017) 2, pp. 135-165

Persistent link: https://www.econbiz.de/10011935975

Relative value arbitrage in European commodity markets

Hain, Martin; Hess, Julian; Uhrig-Homburg, Marliese - In: Energy economics 69 (2018), pp. 140-154

Persistent link: https://www.econbiz.de/10011941222

WTI and Brent futures pricing structure

Scheitrum, Daniel P.; Carter, Colin Andre; Revoredo … - In: Energy economics 72 (2018), pp. 462-469

Persistent link: https://www.econbiz.de/10011972355

Mapping algorithms, agricultural futures, and the relationship between commodity investment flows and crude oil futures prices

Yan, Lei; Irwin, Scott H.; Sanders, Dwight R. - In: Energy economics 72 (2018), pp. 486-504

Persistent link: https://www.econbiz.de/10011972365

The pricing efficiency of exchange-traded commodities

Dorfleitner, Gregor; Gerl, Anna; Gerer, Johannes - In: Review of managerial science 12 (2018) 1, pp. 255-284

Persistent link: https://www.econbiz.de/10011847132

Time-variations in commodity price jumps

Diewald, Laszlo; Prokopczuk, Marcel; Wese Simen, Chardin - In: Journal of empirical finance 31 (2015), pp. 72-84

Persistent link: https://www.econbiz.de/10011489343