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Nexus between returns in commodity market and equity market : a case of Indian steel industry

Memdani, Laila Amir; Kandukuri, Rajya Lakshmi - In: Acta Universitatis Danubius / Oeconomica 10 (2014) 3, pp. 59-72

Persistent link: https://www.econbiz.de/10010401295

Commodities price cycles and their interdependence with equity markets

Boako, Gideon; Alagidede, Imhotep Paul; Sjo, Bo; Uddin, … - In: Energy economics 91 (2020), pp. 1-26

Persistent link: https://www.econbiz.de/10012518586

Commodities price cycles and their interdependence with equity markets

Boako, Gideon; Alagidede, Imhotep Paul - 2021

Persistent link: https://www.econbiz.de/10012631215

The "necessary evil" in Chinese commodity markets

Fan, John Hua; Mo, Di; Zhang, Tingxi - In: Journal of commodity markets 25 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013204452

On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes

Berger, Theo; Uddin, Mohammed Gazi Salah - In: Energy economics 56 (2016), pp. 374-383

Persistent link: https://www.econbiz.de/10011664267

Commodity market based hedging against stock market risk in times of financial crisis : the case of crude oil and gold

Junttila, Juha; Pesonen, Juho; Raatikainen, Juhani - In: Journal of international financial markets, … 56 (2018), pp. 255-280

Persistent link: https://www.econbiz.de/10011984168

Measurement of volatility spillovers and asymmetric connectedness on commodity and equity markets

Palanska, Tereza - 2018

We study volatility spillovers among commodity and equity markets by employing a recently developed approach based on …-autoregressions. This enables us to measure total, directional and net volatility spillovers as well as the asymmetry of responses to … global financial crisis of 2008. Our empirical analysis reveals that on average, the volatility shocks related to other …

Persistent link: https://www.econbiz.de/10011914776

Impact of implied volatilitiy of Indian stock market on commodity and foreign exchange markets in India : an empricial investigation

B. N., Girish; H., Nagaraj - In: Global journal of business management : GJBM 11 (2017) 2, pp. 21-33

Persistent link: https://www.econbiz.de/10011859899

Shock transmission and volatility spillover in stock and commodity markets : evidence from advanced and emerging markets

Vardar, Gülin; Coş̦kun, Yener; Yelkenci, Tezer - In: Eurasian economic review : a journal in applied … 8 (2018) 2, pp. 231-288

Persistent link: https://www.econbiz.de/10011892913

Where did the GARCH models perform best in terms of volatility forecasting? : equity vs. commodities markets

Lolea, Iulian - In: Academic journal of economic studies 3 (2017) 3, pp. 79-86

Persistent link: https://www.econbiz.de/10011737933

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