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Understanding momentum in commodity markets

Chevallier, Julien; Gatumel, Mathieu; Ielpo, Florian - In: Applied economics letters 20 (2013) 13/15, pp. 1383-1402

Persistent link: https://www.econbiz.de/10010203400

The linkage between aggregate stock market investor sentiment and commodity futures returns

Zheng, Yao - In: Applied financial economics 24 (2014) 22/24, pp. 1491-1513

Persistent link: https://www.econbiz.de/10010460087

The linkage between aggregate investor sentiment and metal futures returns : a nonlinear approach

Zheng, Yao - In: The quarterly review of economics and finance : journal … 58 (2015), pp. 128-142

Persistent link: https://www.econbiz.de/10011574216

Does the stock market drive herd behavior in commodity futures markets?

Demirer, Rıza; Lee, Hsiang-Tai; Lien, Da-hsiang Donald - In: International review of financial analysis 39 (2015), pp. 32-44

Persistent link: https://www.econbiz.de/10011573052

Active trading strategies based on momentum and term structure signals in commodity futures market : evidence from India

Jaiswal, Ritika - In: Afro-Asian Journal of Finance and Accounting : AAJFA 11 (2021) 1, pp. 131-150

Persistent link: https://www.econbiz.de/10012503940

Momentum in asset returns : are commodity returns a special case?

Schneeweis, Thomas; Kazemi, Hossein; Spurgin, Richard - In: The journal of alternative investments 10 (2007/08) 4, pp. 23-36

Persistent link: https://www.econbiz.de/10003720762

Investor Sentiment and Forecasting Ability : Evidence from COT Reports in Precious Metal Futures Markets

Zhang, Yang - 2017

Exploring the information contained in Commodity Futures Trading Commission's (CFTC) Commitments of Traders (COT) reports, this analysis investigates the forecasting ability of investor sentiment index in three major precious metal futures markets, namely, Gold, Silver, and Platinum. A strong...

Persistent link: https://www.econbiz.de/10012973584

Intraday momentum in Chinese commodity futures markets

Zhang, Wei; Wang, Pengfei; Li, Yi - In: Research in international business and finance 54 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012581368

Time-varying conditional profitability of momentum strategies in commodity futures market : evidence from India

Jaiswal, Ritika; Uchil, Rashmi - In: Asian journal of business and accounting : AJBA 13 (2020) 2, pp. 245-276

Persistent link: https://www.econbiz.de/10012587261

Investor attention and crude oil prices : evidence from nonlinear Granger causality tests

Li, Sufang; Zhang, Hu; Yuan, Di - In: Energy economics 84 (2019), pp. 1-12

Persistent link: https://www.econbiz.de/10012183252

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