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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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The forward pricing function of industrial metal futures : evidence from cointegration and smooth transition regression analysis
Beckmann, Joscha; Czudaj, Robert - In: International review of applied economics 27 (2013) 4, pp. 472-490
Persistent link: https://www.econbiz.de/10009781087
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Volatility transmission in agricultural futures markets
Beckmann, Joscha; Czudaj, Robert - In: Economic modelling 36 (2014), pp. 541-546
Persistent link: https://www.econbiz.de/10010416370
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Regime-dependent adjustment in energy spot and futures markets
Beckmann, Joscha; Belke, Ansgar; Czudaj, Robert - In: Economic modelling 40 (2014), pp. 400-409
Persistent link: https://www.econbiz.de/10010425585
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Non-linearities in the relationship of agricultural futures prices
Beckmann, Joscha; Czudaj, Robert - In: European review of agricultural economics : ERAE 41 (2014) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10010426042
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Linear and non-linear Granger causality between oil spot and futures prices : a wavelet based test
Alzahrani, Mohammed; Masih, Mansur; Al-Titi, Omar - In: Journal of international money and finance 48 (2014), pp. 175-201
Persistent link: https://www.econbiz.de/10010464001
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Crude oil futures trading and uncertainty
Czudaj, Robert - In: Energy economics 80 (2019), pp. 793-811
Persistent link: https://www.econbiz.de/10012173728
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Long-short speculator sentiment in agricultural commodity markets
Borgards, Oliver; Czudaj, Robert - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3511-3528
Persistent link: https://www.econbiz.de/10014429137