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1
The impact of macroeconomic uncertainty on international commodity prices : empirical analysis based on TVAR model
Tan, Xiaofen
;
Ma, Yongjiao
- In:
China finance review international
7
(
2017
)
2
,
pp. 163-184
Persistent link: https://www.econbiz.de/10011797779
Saved in:
2
Measuring persistent global economic factors with output, commodity price, and commodity currency data
Basistha, Arabinda
;
Startz, Richard
- In:
Journal of forecasting
43
(
2024
)
7
,
pp. 2860-2885
Persistent link: https://www.econbiz.de/10015110570
Saved in:
3
A model of financialization of commodities
Başak, Suleyman
;
Pavlova, Anna
-
2015
Persistent link: https://www.econbiz.de/10011299571
Saved in:
4
A model of financialization of commodities
Başak, Suleyman
;
Pavlova, Anna
- In:
The journal of finance : the journal of the American …
71
(
2016
)
4
,
pp. 1511-1555
Persistent link: https://www.econbiz.de/10011588922
Saved in:
5
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
Saved in:
6
Long-run commodity prices, economic growth, and interest rates: 17th century to the present day
Harvey, David I.
;
Kellard, Neil M.
;
Madsen, Jakob Brøchner
- In:
World development : the multi-disciplinary …
89
(
2017
),
pp. 57-70
Persistent link: https://www.econbiz.de/10011740933
Saved in:
7
A key determinant of commodity price Co-movement : the role of daily market liquidity
Zhang, Yongmin
;
Ding, Shusheng
;
Scheffel, Eric M.
- In:
Economic modelling
81
(
2019
),
pp. 170-180
Persistent link: https://www.econbiz.de/10012201921
Saved in:
8
Trend of commodity prices and exchange rate in Australian economy : time varying parameter model approach
Roy, Debasish
;
Bhar, Ramaprasad
- In:
Asia Pacific financial markets
27
(
2020
)
3
,
pp. 427-437
Persistent link: https://www.econbiz.de/10012271799
Saved in:
9
Volatility spillovers in commodity markets : a large t-vector autoregressive approach
Barbaglia, Luca
;
Croux, Christophe
;
Wilms, Ines
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012509561
Saved in:
10
Investigating properties of commodity price responses to real and nominal shocks
Kim, Hyeongwoo
;
Zhang, Yunxiao
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012659048
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