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Pricing of derivatives on commodity indices
Rauch, Johannes; Krayzler, Mikhail; Brunner, Bernhard; … - In: International review of financial analysis 29 (2013), pp. 143-151
Persistent link: https://www.econbiz.de/10010244113
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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
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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
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An analysis of time-varying commodity market price discovery
Narayan, Paresh Kumar; Sharma, Susan Sunila - In: International review of financial analysis 57 (2018), pp. 122-133
Persistent link: https://www.econbiz.de/10012006333
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Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries
Bouri, Elie; DeBoyrie, Maria Eugenia; Pavlova, Ivelina - In: International review of financial analysis 49 (2017), pp. 155-165
Persistent link: https://www.econbiz.de/10011741285
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Pricing commodity futures options in the Schwartz multi factor model with stochastic volatility : an asymptotic method
Chen, Jilong; Ewald, Christian-Oliver - In: International review of financial analysis 52 (2017), pp. 144-151
Persistent link: https://www.econbiz.de/10011868721
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Financialization and de-financialization of commodity futures: a quantile regression approach
Bianchi, Robert; Fan, John Hua; Todorova, Neda - In: International review of financial analysis 68 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012300938
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Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?
Zhang, Yue-jun; Lin, Jia-Juan - In: International review of financial analysis 66 (2019), pp. 1-11
Persistent link: https://www.econbiz.de/10012209039
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Commodity markets dynamics : what do cross-commodities over different nearest-to-maturities tell us?
Amar, Amine Ben; Goutte, Stéphane; Isleimeyyeh, Mohammad; … - In: International review of financial analysis 82 (2022), pp. 1-31
Persistent link: https://www.econbiz.de/10013426294
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Financialization and speculators risk premia in commodity futures markets
Carter, Colin Andre; Revoredo Giha, César L. - In: International review of financial analysis 88 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014471971