This paper finds substantial risk diversification potential between certain commodity groups and stocks by exploring the dependence between their patterns of regime switching. None of the commodity groups share a common volatility regime with stocks, nor are the regime switching patterns of...

Die vorliegende Dissertation umfasst vier Aufsätze, die die Rohstoffterminmärkte untersuchen. Die Schwerpunkte der Studien liegen in den folgenden Bereichen: Volatilitätsmuster und Forecasting, Interdependenz von Rohstofftermin- und Aktienmärkten, Einfluss von Sentiment auf die Rendite von...

This thesis tries to establish first a comprehensive and realistic theoretical system in which trust changes, and then explores different interesting issues using different methods like comparison analysis, econometric analysis and agent-based modeling. The theoretical system restored in this...