Similar Search Results

Publications Events

Retain my current filters

Search options

Open Access only

Advanced Search history

My EconBiz

Favorites

Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold

Mensi, Walid; Beljid, Makram; Boubaker, Adel; Managi, … - In: Economic modelling 32 (2013), pp. 15-22

Persistent link: https://www.econbiz.de/10009760820

A study on the volatility spillovers, long memory effects and interactions between carbon and energy markets : the impacts of extreme weather

Liu, Hsiang-hsi; Chen, Yi-chun - In: Economic modelling 35 (2013), pp. 840-855

Persistent link: https://www.econbiz.de/10010338308

What does futures market interest tell us about the macroeconomy and asset prices?

Hong, Harrison G.; Yogo, Motohiro - 2011

"Open interest, or the amount of contracts outstanding in futures markets, has remarkable power to forecast commodity, currency, bond, and stock prices. Changes in open interest are highly pro-cyclical and predict asset-price fluctuations better than a number of alternative variables including...

Persistent link: https://www.econbiz.de/10008825325