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Comparison of commodity future pricing approaches with cointegration techniques
Stepanek, Christian - In: Journal of financial engineering 2 (2015) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10010528391
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An analysis of commodity markets : what gain for investors?
Narayan, Paresh Kumar; Narayan, Seema; Sharma, Susan Sunila - In: Journal of banking & finance 37 (2013) 10, pp. 3878-3889
Persistent link: https://www.econbiz.de/10010127429
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Extreme price co-movement of commodity futures and industrial production growth : an empirical evaluation
Wen, Xiaoqian; Xie, Yuxin; Pantelous, Athanasios A. - In: Energy economics 108 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013202950
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The first commodity futures index of 1933
Bhardwaj, Geetesh; Janardanan, Rajkumar; Rouwenhorst, … - In: Journal of commodity markets 23 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012879018
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Investment shocks and the commodity basis spread
Yang, Fan - In: Journal of financial economics 110 (2013) 1, pp. 164-184
Persistent link: https://www.econbiz.de/10010207751
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Investor structure and the informational efficiency of commodity futures prices
Chen, Yu-Lun; Chang, Ya-Kai - In: International review of financial analysis 42 (2015), pp. 358-367
Persistent link: https://www.econbiz.de/10011573530
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An autoregressive approach to modeling commodity prices as a quasi-fractional Brownian motion
Turvey, Calum Greig; Wongsasutthikul, Paitoon - In: Agricultural finance review 76 (2016) 1, pp. 54-75
Persistent link: https://www.econbiz.de/10011695541
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Mapping algorithms, agricultural futures, and the relationship between commodity investment flows and crude oil futures prices
Yan, Lei; Irwin, Scott H.; Sanders, Dwight R. - In: Energy economics 72 (2018), pp. 486-504
Persistent link: https://www.econbiz.de/10011972365
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Modeling and forecasting commodity market volatility with long-term economic and financial variables
Nguyen, Duc Khuong; Walther, Thomas - 2018
Persistent link: https://www.econbiz.de/10011946687
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Price discovery in commodity futures and cash markets with heterogeneous agents
Van Huellen, Sophie - In: Journal of international money and finance 95 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012135182