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The role of market expectations in commodity price dynamics : evidence from oil data

Jin, Xin - In: Journal of international money and finance 90 (2019), pp. 1-18

Persistent link: https://www.econbiz.de/10012132906

Volatility risk premia and future commodity returns

Ornelas, José Renato Haas; Mauad, Roberto Baltieri - In: Journal of international money and finance 96 (2019), pp. 341-360

Persistent link: https://www.econbiz.de/10012139839

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

The economic drivers of commodity market volatility

Prokopczuk, Marcel; Stancu, Andrei; Symeonidis, Lazaros - In: Journal of international money and finance 98 (2019), pp. 1-13

Persistent link: https://www.econbiz.de/10012140078

Speculators, commodities and cross-market linkages

Buyuksahin, Bahattin; Robe, Michel A. - In: Journal of international money and finance 42 (2014), pp. 38-70

Persistent link: https://www.econbiz.de/10010371838

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

How Commodity Price Curves and Inventories React to a Short-Run Scarcity Shock

Erbil, Nese - 2010

How does a commodity market adjust to a temporary scarcity shock which causes a shift in the slope of the futures price curve? We find long-run relationships between spot and futures prices, inventories and interest rates, which means that such shocks lead to an adjustment back towards a stable...

Persistent link: https://www.econbiz.de/10014397573

Euro Area and US external adjustment : the role of commodity prices and Emerging Market shocks

Giovannini, Massimo; Hohberger, Stefan; Kollmann, Robert; … - In: Journal of international money and finance 94 (2019), pp. 183-205

Persistent link: https://www.econbiz.de/10012135158

The commodity cycle : macroeconomic and financial stability implications : an introduction

Alberola, Enrique; Aizenman, Joshua; Moreno, Ramon; … - In: Journal of international money and finance 96 (2019), pp. 259-262

Persistent link: https://www.econbiz.de/10012139810