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Exploring the dynamics of the equity-commodity nexus : a study of base metal futures
Saishree, Ipsita; Padhi, Puja - In: The journal of futures markets 42 (2022) 8, pp. 1573-1596
Persistent link: https://www.econbiz.de/10013288006
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Risk spillovers and hedge strategies between global crude oil markets and stock markets : do regime switching processes combining long memory and asymmetry matter?
Lin, Ling; Zhou, Zhongbao; Jiang, Yong; Ou, Yangchen - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-25
Persistent link: https://www.econbiz.de/10012822126
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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
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The relationship between Asian equity and commodity futures markets
Thuraisamy, Kannan S.; Sharma, Susan Sunila; Ali Ahmed, … - In: Journal of Asian economics 28 (2013), pp. 67-75
Persistent link: https://www.econbiz.de/10010400865
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An empirical examination of correlation dynamics between commodity and equity derivative indices : evidence from India using DCC-GARCH models
Swamy, Perumandla; Padma, Kurisetti - In: Afro-Asian Journal of Finance and Accounting : AAJFA 10 (2020) 2, pp. 207-234
Persistent link: https://www.econbiz.de/10012222641
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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
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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
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Revisiting the pricing impact of commodity market spillovers on equity markets
Pinto-Ávalos, Francisco; Bowe, Michael; Hyde, Stuart - In: Journal of commodity markets : JCM 33 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10014526496
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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
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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