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Monetary policy and price dynamics in a commodity futures market

Tai, Meng-Yi; Chao, Chi-Chur; Hu, Shih-Wen; Lai, Ching-chong - In: International review of economics & finance : IREF 29 (2014), pp. 372-379

Persistent link: https://www.econbiz.de/10010432345

Dependency, centrality and dynamic networks for international commodity futures prices

Wu, Fei; Zhao, Wan-Li; Ji, Qiang; Zhang, Dayong - In: International review of economics & finance : IREF 67 (2020), pp. 118-132

Persistent link: https://www.econbiz.de/10012485715

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

Persistent link: https://www.econbiz.de/10012121850

Financial crises and the nature of correlation between commodity and stock markets

Öztek, Mehmet Fatih; Öcal, Nadir - In: International review of economics & finance : IREF 48 (2017), pp. 56-68

Persistent link: https://www.econbiz.de/10011747083

Co-movements in commodity prices : global, sectoral and commodity-specific factors

Yin, Libo; Han, Liyan - In: Economics letters 126 (2015), pp. 96-100

Persistent link: https://www.econbiz.de/10011376427

The effects of uncertainty measures on commodity prices from a time-varying perspective

Huang, Jianbai; Li, Yingli; Zhang, Hongwei; Chen, Jinyu - In: International review of economics & finance : IREF 71 (2021), pp. 100-114

Persistent link: https://www.econbiz.de/10012627764

The Prebish-Singer hypothesis in the post-colonial era : evidence from panel cointegration

Di Iorio, Francesca; Fachin, Stefano - In: Economics letters 166 (2018), pp. 86-89

Persistent link: https://www.econbiz.de/10012011949

Accounting for real exchange rates in emerging economies : the role of commodity prices

Yépez, Carlos; Dzikpe, Francis - In: International review of economics & finance : IREF 79 (2022), pp. 476-492

Persistent link: https://www.econbiz.de/10013345745

Time-frequency analysis of financial stress and global commodities prices : insights from wavelet-based approaches

Armah, Mohammed; Amewu, Godfred; Bossman, Ahmed - In: Cogent economics & finance 10 (2022) 1, pp. 1-25

We examine the time-frequency lead-lag relationships and the degree of integration between the US financial stress index and global commodity prices (i.e., oil, gold, silver, and cocoa) with data covering over 47 decades (January 1975 to December 2021). For this purpose, we resort to the bi- and...

Persistent link: https://www.econbiz.de/10013389437

A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets

Manner, Hans; Rodriguez, Gabriel; Stöckler, Florian - In: International review of economics & finance : IREF 89 (2024) 1, pp. 1385-1403

Persistent link: https://www.econbiz.de/10014446630