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Seven centuries of commodity co-movement : a wavelet analysis approach
Umar, Zaghum; Zaremba, Adam; Olson, Dennis - In: Applied economics letters 29 (2022) 4, pp. 355-359
Persistent link: https://www.econbiz.de/10012803546
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Long-run reversal in commodity returns : insights from seven centuries of evidence
Zaremba, Adam; Bianchi, Robert; Mikutowski, Mateusz - In: Journal of banking & finance 133 (2021), pp. 1-25
Persistent link: https://www.econbiz.de/10013256444
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The alpha momentum effect in commodity markets
Zaremba, Adam; Mikutowski, Mateusz; Szczygielski, Jan Jakub - In: Energy economics 93 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012643310
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Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1
Kang, Sang Hoon; Tiwari, Aviral Kumar; Albulescu, … - In: Energy economics 84 (2019), pp. 1-14
Persistent link: https://www.econbiz.de/10012183270
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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
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Oil forecasting using artificial intelligence
Karathanasopoulos, Andreas; Zaremba, Adam; Osman, Mohammed - In: Theoretical economics letters 9 (2019) 7, pp. 2283-2290
Persistent link: https://www.econbiz.de/10012213641
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Commodity financialisation and price co-movement : lessons from two centuries of evidence
Zaremba, Adam; Umar, Zaghum; Mikutowski, Mateusz - In: Finance research letters 38 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012490185
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Do shipping freight markets impact commodity markets?
Tiwari, Aviral Kumar; Abakah, Emmanuel Joel Aikins; … - In: International review of economics & finance : IREF 91 (2024), pp. 986-1014
Persistent link: https://www.econbiz.de/10014492276
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A cross-quantile correlation and causality-in-quantile analysis on the relationship between green investments and energy commodities during the COVID-19 pandemic period
Sharma, Aarzoo; Tiwari, Aviral Kumar; Abakah, Emmanuel … - In: Studies in economics and finance 41 (2024) 3, pp. 478-501
Persistent link: https://www.econbiz.de/10015049699
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Patterns of spillover in energy, agricultural, and metal markets : a connectedness analysis for years 1780-2020
Umar, Zaghum; Riaz, Yasir; Zaremba, Adam - In: Finance research letters 43 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10014632468