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Volatility returns with vengeance : financial markets vs. commodities
Aboura, Sofiane; Chevallier, Julien - In: Research in international business and finance 33 (2015), pp. 334-354
Persistent link: https://www.econbiz.de/10011325853
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On the links between stock and commodity markets' volatility
Creti, Anna; Joëts, Marc; Mignon, Valérie - In: Energy economics 37 (2013), pp. 16-28
Persistent link: https://www.econbiz.de/10009759403
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Market risk in commodity markets : a VaR approach
Giot, Pierre; Laurent, Sébastien - In: Energy economics 25 (2003) 5, pp. 435-457
Persistent link: https://www.econbiz.de/10001790694
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Market risk in commodity markets : a VaR approach
Giot, Pierre; Laurent, Sébastien - 2003
Persistent link: https://www.econbiz.de/10001791292
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How Does Oil Price Volatility Affect Non-Energy Commodity Markets?
Ji, Qiang - 2016
The influence of price volatility in the crude oil market is expanding to non-energy commodity markets. With the substitution of fossil fuels by bio-fuel and hedge strategies against inflation induced by high oil prices, the link between crude oil market and agriculture markets and metal markets...
Persistent link: https://www.econbiz.de/10012987572
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World commodity prices and economic activity in advanced and emerging economies
Liu, Jinan; Serletis, Apostolos - In: Open economies review 33 (2022) 2, pp. 347-374
Persistent link: https://www.econbiz.de/10013273194
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The impact of COVID-19 on the volatility transmission across equity and commodity markets
Tarchella, Salma; Mzoughi, Hela; Belaid, Fateh - In: Financial Market Dynamics after COVID 19 : The …, (pp. 123-137). 2022
Persistent link: https://www.econbiz.de/10013198545
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Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed; Mensi, Walid; Al-Jarrah, … - In: The North American journal of economics and finance : a … 49 (2019), pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
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Commodities returns' volatility in financialization era
Handika, Rangga; Putra, Iswahyudi Sondi - In: Studies in economics and finance 34 (2017) 3, pp. 344-362
Persistent link: https://www.econbiz.de/10011961063
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Oil and non-energy commodity markets : an empirical analysis of volatility spillovers and hedging effectiveness
Dutta, Anupam; Noor, Md Hasib - In: Cogent economics & finance 5 (2017) 1, pp. 1-15
Although a large number of empirical papers have examined the price spillover in global oil and non-energy commodity markets, very little is known about the volatility transmission between these two markets. The present study aims to conceal this gap by investigating the volatility cross effects...
Persistent link: https://www.econbiz.de/10011881040