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Impact of speculation and economic uncertainty on commodity markets

Andreasson, Pierre; Bekiros, Stelios; Nguyen, Duc Khuong; … - In: International review of financial analysis 43 (2016), pp. 115-127

Persistent link: https://www.econbiz.de/10011623721

Do long-short speculators destabilize commodity futures markets?

Miffre, Joëlle; Brooks, Chris - In: International review of financial analysis 30 (2013), pp. 230-240

Persistent link: https://www.econbiz.de/10010460310

Economic cycles and downside commodities risk

Powell, Robert; Duc Hong Vo; Thach Ngoc Pham - In: Applied economics letters 25 (2018) 4, pp. 258-263

Persistent link: https://www.econbiz.de/10011854446

Volatility spillovers arising from the financialization of commodities

Chan, Wing Hong; Shelton, Bryce; Wu, Yan Wendy - In: Journal of risk and financial management : JRFM 11 (2018) 4, pp. 1-12

This paper examines whether the proliferation of new index products, such as commodity-tracking exchange-traded funds (ETFs), amplified the volatility transmission channel introduced by financialization. This paper focuses on the volatility spillover effects among crude oil, metals, agriculture,...

Persistent link: https://www.econbiz.de/10011961264

Pricing European commodity swaptions

Järvinen, Sami; Toivonen, Harri - In: Applied economics letters 11 (2004) 15, pp. 925-929

Persistent link: https://www.econbiz.de/10002507442

Volatility spillovers in commodity markets

Chevallier, Julien; Ielpo, Florian - In: Applied economics letters 20 (2013) 13/15, pp. 1211-1227

Persistent link: https://www.econbiz.de/10010198563

Understanding momentum in commodity markets

Chevallier, Julien; Gatumel, Mathieu; Ielpo, Florian - In: Applied economics letters 20 (2013) 13/15, pp. 1383-1402

Persistent link: https://www.econbiz.de/10010203400

Price discovery in commodity markets

Peri, Massimo; Baldi, Lucia; Vandone, Daniela - In: Applied economics letters 20 (2013) 4/6, pp. 397-403

Persistent link: https://www.econbiz.de/10009708694

Chinese superstition in US commodity trading

Chung, Richard; Darrat, Ali F.; Li, Bin - In: Applied economics letters 21 (2014) 1/3, pp. 171-175

Persistent link: https://www.econbiz.de/10010239479

Co-movement between commodity and equity markets revisited - an application of the Thick Pen method

Wadud, Sania; Gronwald, Marc; Durand, Robert B.; Lee, … - In: International review of financial analysis 87 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014456370