This paper analyses futures prices for four energy commodities (light sweet crude oil, heating oil, gasoline and … natural gas) and five agricultural commodities (corn, oats, soybean oil, soybeans and wheat), over the period 1986-2010. Using … commodities futures while macroeconomic factors help explaining returns in commodities futures. Moreover, spillovers between …

spot prices for the selected metals, including aluminum, copper, lead, nickel, tin, zinc, gold, silver, palladium and …

This study investigates the effects of oil price shocks on volatility of selected agricultural and metal commodities … power of oil shocks becomes stronger after the crisis. The different responses of commodities are described in detail by …

We estimate dynamic conditional correlations between 10 commodities futures returns in energy, metals and agriculture …

This paper analyses futures prices for four energy commodities (light sweet crude oil, heating oil, gasoline and … natural gas) and five agricultural commodities (corn, oats, soybean oil, soybeans and wheat), over the period 1986-2010. Using … commodities futures while macroeconomic factors help explaining returns in commodities futures. Moreover, spillovers between …

spot prices for the selected metals, including aluminum, copper, lead, nickel, tin, zinc, gold, silver, palladium and …

This study investigates the effects of oil price shocks on volatility of selected agricultural and metal commodities … power of oil shocks becomes stronger after the crisis. The different responses of commodities are described in detail by …

We estimate dynamic conditional correlations between 10 commodities futures returns in energy, metals and agriculture …

This paper analyses futures prices for four energy commodities (light sweet crude oil, heating oil, gasoline and … natural gas) and five agricultural commodities (corn, oats, soybean oil, soybeans and wheat), over the period 1986-2010. Using … commodities futures while macroeconomic factors help explaining returns in commodities futures. Moreover, spillovers between …