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Are oil, gold and the euro inter-related? : time series and neural network analysis
Malliaris, Anastasios G.; Malliaris, Mary E. - In: Review of quantitative finance and accounting 40 (2013) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10009699507
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Are Oil, Gold and the Euro Inter-Related? Time Series and Neural Network Analysis
Malliaris, A. (Tassos) G. - 2011
This paper investigates inter-relationships among the price behavior of oil, gold and the euro using time series and … neural network methodologies. Traditionally gold is a leading indicator of future inflation. Both the demand and supply of … are employed to test these hypotheses. We find that the markets for oil, gold and the euro are efficient but have limited …
Persistent link: https://www.econbiz.de/10013118008
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The Impact of Commodity Benchmarks on Derivatives Markets : The Case of the Dated Brent Assessment and Brent Futures
Frino, Alex - 2018
activity in the futures market intensifies during the benchmark assessment. We also find trading in the direction of the … critical elements of the financial market infrastructure …
Persistent link: https://www.econbiz.de/10012936590
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Regulatory Capture, Civil Society & Global Finance in Derivative Regulation : An Analysis of Commodity Derivative Regulation in Europe
Petry, Johannes - 2014
The paper analyses the divergent outcomes of post-crisis derivative regulation in Europe. In the aftermath of the financial crisis, most regulatory issues only represent incremental changes of existing practices and incentives, tweaking rather than reforming the financial system and, mostly,...
Persistent link: https://www.econbiz.de/10013052531
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The COVID-19 Pandemic and Speculation in Energy, Precious Metals, and Agricultural Futures
Sifat, Imtiaz; Ghafoor, Abdul; Ah Mand, Abdollah - 2021
We report new evidence that speculation in energy and precious metal futures are more prevalent in crisis periods and even more so during the COVID-19 pandemic. In contrast, agricultural futures attract more hedging pressure. Post-GFC patterns mirror the 1980s’ recessions. Using quantile...
Persistent link: https://www.econbiz.de/10013240256
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Effects of the agricultural commodity and the food price volatility on economic integration : an empirical assessment
Gozgor, Giray - In: Empirical economics : a journal of the Institute for … 56 (2019) 1, pp. 173-202
Persistent link: https://www.econbiz.de/10012040739