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Volatility transmission in agricultural futures markets
Beckmann, Joscha; Czudaj, Robert - In: Economic modelling 36 (2014), pp. 541-546
Persistent link: https://www.econbiz.de/10010416370
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Regime-dependent adjustment in energy spot and futures markets
Beckmann, Joscha; Belke, Ansgar; Czudaj, Robert - In: Economic modelling 40 (2014), pp. 400-409
Persistent link: https://www.econbiz.de/10010425585
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Futures basis, inventory and commodity price volatility : an empirical analysis
Symeonidis, Lazaros; Prokopczuk, Marcel; Brooks, Chris; … - In: Economic modelling 29 (2012) 6, pp. 2651-2663
Persistent link: https://www.econbiz.de/10009673627
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The role of financial speculation in the energy future markets : a new time-varying coefficient approach
Li, Haiqi; Kim, Hyung-Gun; Park, Sung Y. - In: Economic modelling 51 (2015), pp. 112-122
Persistent link: https://www.econbiz.de/10011475857
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The impact of COVID-19 on commodity options market : evidence from China
Chen, Jilong; Xu, Liao; Xu, Hao - In: Economic modelling 116 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10014513142
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Convenience yield, realised volatility and jumps : evidence from non-ferrous metals
Omura, Akihiro; Li, Bin; Chung, Richard; Todorova, Neda - In: Economic modelling 70 (2018), pp. 496-510
Persistent link: https://www.econbiz.de/10012027980
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Optimal hedge ratios for clean energy equities
Ahmad, Wasim; Sadorsky, Perry A.; Sharma, Amit - In: Economic modelling 72 (2018), pp. 278-295
Persistent link: https://www.econbiz.de/10012100422
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Financial contagion and volatility spillover : an exploration into Indian commodity derivative market
Roy, Rudra Prosad; Roy, Saikat Sinha - In: Economic modelling 67 (2017), pp. 368-380
Persistent link: https://www.econbiz.de/10011813840
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Media effects matter : macroeconomic announcements in the gold futures market
Liang, Qi; Sun, Wenjia; Li, Wenyu; Yu, Fengyan - In: Economic modelling 96 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012745217
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Forecasting gold futures market volatility using macroeconomic variables in the United States
Fang, Libing; Yu, Honghai; Xiao, Wen - In: Economic modelling 72 (2018), pp. 249-259
Persistent link: https://www.econbiz.de/10012100333