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On the comparison of Schwartz and Smith's two- and three-factor models on commodity prices
Aiube, Fernando Antônio Lucena; Samanez, Carlos P. - In: Applied economics 46 (2014) 28/30, pp. 3736-3749
Persistent link: https://www.econbiz.de/10010419938
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Dependence risk analysis in energy, agricultural and precious metals commodities : a pair vine copula approach
Kumar, Satish; Tiwari, Aviral Kumar; Raheem, I. D.; Ji, … - In: Applied economics 52 (2020) 28, pp. 3055-3072
Persistent link: https://www.econbiz.de/10012221480
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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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Pairs trading of Chinese and international commodities
Fernandez-Perez, Adrian; Frijns, Bart; Indriawan, Ivan; … - In: Applied economics 52 (2020) 48, pp. 5203-5217
Persistent link: https://www.econbiz.de/10012307208
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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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Common dynamics of nonenergy commodity prices and their relation to uncertainty
Poncela, Pilar; Senra, Eva; Sierra, Lya Paola - In: Applied economics 46 (2014) 28/30, pp. 3724-3735
Persistent link: https://www.econbiz.de/10010419943
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Long-run prices of primary commodities and oil prices
Chaudhuri, Kausik - In: Applied economics 33 (2001) 4, pp. 531-538
Persistent link: https://www.econbiz.de/10001573261
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Commodity currencies and commodity prices : modelling static and time-varying dependence
Ignatieva, Ekaterina; Ponomareva, Natalia - In: Applied economics 49 (2017) 15, pp. 1491-1512
Persistent link: https://www.econbiz.de/10011813615
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Uncertainty diffusion across commodity markets
Cadoret, Isabelle; Minlend, Jacques; Razafindrabe, Tovonony - In: Applied economics 55 (2023) 38, pp. 4377-4401
Persistent link: https://www.econbiz.de/10014301245
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Testing for weak-form efficiency of crude palm oil spot and future markets : new evidence from a GARCH unit root test with multiple structural breaks
Hooi Hooi Lean; Smyth, Russell - In: Applied economics 47 (2015) 16/18, pp. 1710-1721
Persistent link: https://www.econbiz.de/10010511983