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Trends and cycles in historical gold and silver prices
Gil-Alaña, Luis A.; Aye, Goodness C.; Gupta, Rangan - In: Journal of international money and finance 58 (2015), pp. 98-109
Persistent link: https://www.econbiz.de/10011478242
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Bubbles in food commodity markets : four decades of evidence
Etienne, Xiaoli L.; Irwin, Scott H.; García, Philip - In: Journal of international money and finance 42 (2014), pp. 129-155
Persistent link: https://www.econbiz.de/10010371822
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Effects of speculation and interest rates in a “carry trade” model of commodity prices
Frankel, Jeffrey A. - In: Journal of international money and finance 42 (2014), pp. 88-112
Persistent link: https://www.econbiz.de/10010371827
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Quantifying the speculative component in the real price of oil : the role of global oil inventories
Kilian, Lutz; Lee, Thomas - In: Journal of international money and finance 42 (2014), pp. 71-87
Persistent link: https://www.econbiz.de/10010371836
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Risk premia in crude oil futures prices
Hamilton, James D.; Wu, Jing Cynthia - In: Journal of international money and finance 42 (2014), pp. 9-37
Persistent link: https://www.econbiz.de/10010371842
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Analyzing the impacts of foreign exchange and oil price on biofuel commodity futures
Chiang, Shu-Mei; Chen, Chun-Da; Huang, Chien-Ming - In: Journal of international money and finance 96 (2019), pp. 37-48
Persistent link: https://www.econbiz.de/10012139604
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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
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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
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Forecasting oil price realized volatility using information channels from other asset classes
Degiannakis, Stavros; Filis, George - In: Journal of international money and finance 76 (2017), pp. 28-49
Persistent link: https://www.econbiz.de/10011788055
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Modeling exchange rate dependence dynamics at different time horizons
Dias, Alexandra; Embrechts, Paul - In: Journal of international money and finance 29 (2010) 8, pp. 1687-1705
Persistent link: https://www.econbiz.de/10009239631