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Financialization in commodity markets : a passing trend or the new normal?

Adams, Zeno; Glück, Thorsten - In: Journal of banking & finance 60 (2015), pp. 93-111

Persistent link: https://www.econbiz.de/10011544903

Frequency volatility connectedness and portfolio hedging of U.S. energy commodities

Kočenda, Evžen; Moravcová, Michala - 2024

We analyze (frequency) connectedness and portfolio hedging among U.S. energy commodities from 1997 to 2023. We show that the total connectedness increased over time, likely due to the increasing financialization of energy commodities. It fluctuates with respect to (i) different investment...

Persistent link: https://www.econbiz.de/10014456134

Model Averaging in Risk Management with an Application to Futures Markets

Pesaran, M. Hashem (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003641741

WTI crude oil Futures in portfolio diversification : the time-to-maturity effect

Geman, Hélyette; Kharoubi, Cécile - In: Journal of banking & finance 32 (2008) 12, pp. 2553-2559

Persistent link: https://www.econbiz.de/10003795775

An analysis of commodity markets : what gain for investors?

Narayan, Paresh Kumar; Narayan, Seema; Sharma, Susan Sunila - In: Journal of banking & finance 37 (2013) 10, pp. 3878-3889

Persistent link: https://www.econbiz.de/10010127429

Combining momentum with reversal in commodity futures

Bianchi, Robert; Drew, Michael E.; Fan, John Hua - In: Journal of banking & finance 59 (2015), pp. 423-444

Persistent link: https://www.econbiz.de/10011544644

Liquidity commonality in commodities

Marshall, Ben R.; Nguyen, Nhut H.; Visaltanachoti, Nuttawat - In: Journal of banking & finance 37 (2013) 1, pp. 11-20

Persistent link: https://www.econbiz.de/10009675559

Should investors include commodities in their portfolios after all? : new evidence

Daskalaki, Charoula; Skiadopoulos, George - In: Journal of banking & finance 35 (2011) 10, pp. 2606-2626

Persistent link: https://www.econbiz.de/10009273277

Fear of hazards in commodity futures markets

Fernandez-Perez, Adrian; Fuertes, Ana María; … - In: Journal of banking & finance 119 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012521191

Factor based commodity investing

Sakkas, Athanasios; Tessaromatis, Nikolaos P. - In: Journal of banking & finance 115 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012489156