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Nonlinear dynamical analysis of metal futures price fluctuations : a recurrence quantification analysis approach
Sun, Xiaotian; Fang, Wei; Gao, Xiangyun; An, Sufang; Wu, Tao - In: Applied economics 55 (2023) 10, pp. 1142-1155
Persistent link: https://www.econbiz.de/10013499028
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Kalman filter and the demand for cigarettes
Tegene, Abebayehu - In: Applied economics 23 (1991) 7, pp. 1175-1182
Persistent link: https://www.econbiz.de/10001132395
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Testing the efficiency of the futures market for crude oil in the presence of a structural break
Stevens, Jason; Lamirande, P. de - In: Applied economics 46 (2014) 31/33, pp. 4053-4059
Persistent link: https://www.econbiz.de/10010421854
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Spillovers and portfolio optimization of agricultural commodity and global equity markets
Arreola Hernandez, Jose; Kang, Sang Hoon; Yoon, Seong-min - In: Applied economics 53 (2021) 12, pp. 1326-1341
Persistent link: https://www.econbiz.de/10012485196
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Risk contagions between global oil markets and China's agricultural commodity markets under structural breaks
Luo, Jiawen; Zhang, Qun - In: Applied economics 53 (2021) 5, pp. 628-649
Persistent link: https://www.econbiz.de/10012416078
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Time-frequency dynamics of return spillover from crude oil to agricultural commodities
Pal, Debdatta; Mitra, Subrata Kumar - In: Applied economics 52 (2020) 49, pp. 5426-5445
Persistent link: https://www.econbiz.de/10012307706
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Bad volatility is not always bad : evidence from the commodity markets
Indriawan, Ivan; Lien, Da-hsiang Donald; Roh, Tai-Yong; … - In: Applied economics 52 (2020) 40, pp. 4384-4402
Persistent link: https://www.econbiz.de/10012259062
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Bitcoin for energy commodities before and after the December 2013 crash : diversifier, hedge or safe haven?
Bouri, Elie; Jalkh, Naji; Molnár, Peter; Roubaud, David - In: Applied economics 49 (2017) 50, pp. 5063-5073
Persistent link: https://www.econbiz.de/10011844889
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Is economic policy uncertainty important to forecast the realized volatility of crude oil futures?
Ma, Feng; Wahab, M. I. M.; Liu, Jing; Liu, Li - In: Applied economics 50 (2018) 18, pp. 2087-2101
Persistent link: https://www.econbiz.de/10011849647
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The heterogeneous dependence between global crude oil and Chinese commodity futures markets : evidence from quantile regression
Zhu, Huiming; Duan, Rong; Peng, Cheng; Jia, Xianghua - In: Applied economics 51 (2019) 28, pp. 3031-3048
Persistent link: https://www.econbiz.de/10012196782