Similar Search Results

Nonlinear Intermediary Pricing in the Oil Futures Market

Bierbaumer, Daniel - 2018

We study the state-dependent trading behavior of financial intermediaries in the oil futures market, using structural vector autoregressions with Markov switching in heteroskedasticity. We decompose changes in futures price volatility into changes in the slopes of traders' demand curves and in...

Persistent link: https://www.econbiz.de/10012926240

Nonlinear intermediary pricing in the oil futures market

Bierbaumer, Daniel; Rieth, Malte; Velinov, Anton - 2018

Persistent link: https://www.econbiz.de/10011790776

Commodity financialisation and price co-movement : lessons from two centuries of evidence

Zaremba, Adam; Umar, Zaghum; Mikutowski, Mateusz - In: Finance research letters 38 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012490185

Univariate und Multivariate Modellierung täglicher Volatilitäten von Rohstoff-Futures

Füss, Roland; Glück, Thorsten; Tilmes, Rolf - In: Management von Rohstoffrisiken : Strategien, Märkte …, (pp. 425-441). 2010

Persistent link: https://www.econbiz.de/10003902619

Asymmetries, causality and correlation between FTSE100 spot and futures : a DCC-TGARCH-M analysis

Tao, Juan; Green, Christopher J. - In: International review of financial analysis 24 (2012), pp. 26-37

Persistent link: https://www.econbiz.de/10009688185

Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold

Mensi, Walid; Beljid, Makram; Boubaker, Adel; Managi, … - In: Economic modelling 32 (2013), pp. 15-22

Persistent link: https://www.econbiz.de/10009760820

Oil volatility spillover into oil dependent equity-sector stock returns : evidence from major oil producing countries

Bhuyan, Rafiqul; Robbani, Mohammad; Talukder, Bakhtear - In: Bulletin of applied economics 8 (2022) 1, pp. 149-165

Persistent link: https://www.econbiz.de/10013271050

Conditional correlations and volatility spillovers between crude oil and stock index returns

Chang, Chia-Lin; McAleer, Michael; Roengchai Tansuchat - In: The North American journal of economics and finance : a … 25 (2013), pp. 116-138

Persistent link: https://www.econbiz.de/10009777824

Crude oil and agricultural futures : an analysis of correlation dynamics

Silvennoinen, Annastiina; Thorp, Susan - 2015

Persistent link: https://www.econbiz.de/10011777147

Financial crises and the nature of correlation between commodity and stock markets

Öztek, Mehmet Fatih; Öcal, Nadir - In: International review of economics & finance : IREF 48 (2017), pp. 56-68

Persistent link: https://www.econbiz.de/10011747083

1
2
3
4
5
6
7
8
9
10
Next
Last