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Prices of commodities in 1910
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1
Portfolio speculation and commodity price volatility in a stochastic storage model
Vercammen, James Alfred
;
Doroudian, Ali
- In:
American journal of agricultural economics
96
(
2014
)
2
,
pp. 517-532
Persistent link: https://www.econbiz.de/10010411908
Saved in:
2
Price determination in markets for storable commodities
VanDuyne, Carl
-
1981
Persistent link: https://www.econbiz.de/10000082611
Saved in:
3
Boundedly rational exuberance on commodity markets
Munier, Bertrand
- In:
Risk and decision analysis
2
(
2010/11
)
1
,
pp. 33-50
Persistent link: https://www.econbiz.de/10009304886
Saved in:
4
Do hedging and speculative pressures drive commodity prices, or the other way round?
Lehecka, Georg V.
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
2
,
pp. 575-603
Persistent link: https://www.econbiz.de/10011333378
Saved in:
5
Price discovery in commodity markets
Peri, Massimo
;
Baldi, Lucia
;
Vandone, Daniela
- In:
Applied economics letters
20
(
2013
)
4/6
,
pp. 397-403
Persistent link: https://www.econbiz.de/10009708694
Saved in:
6
Limits to arbitrage and hedging : evidence from commodity markets
Acharya, Viral V.
;
Lochstoer, Lars A.
;
Ramadorai, Tarun
- In:
Journal of financial economics
109
(
2013
)
2
,
pp. 441-465
Persistent link: https://www.econbiz.de/10009784180
Saved in:
7
Time-variations in commodity price jumps
Diewald, Laszlo
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of empirical finance
31
(
2015
),
pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
Saved in:
8
Does herd behaviour exist in the commodities market?
Philippas, Nikolaos
- In:
International Journal of Portfolio Analysis and Management
1
(
2014
)
4
,
pp. 330-344
Persistent link: https://www.econbiz.de/10010472813
Saved in:
9
Bubble troubles? : rational storage, mean reversion, and runs in commodity prices
Bobenrieth H., Eugenio S.
;
Bobenrieth H., Juan R. A.
; …
- In:
The economics of food price volatility
,
(pp. 193-208)
.
2014
Persistent link: https://www.econbiz.de/10010434181
Saved in:
10
Investing in commodity futures markets : can pricing models help?
Paschke, Raphael
;
Prokopczuk, Marcel
- In:
The European journal of finance
18
(
2012
)
1/2
,
pp. 59-87
Persistent link: https://www.econbiz.de/10009565253
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