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Sources of commodity prices
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Estimation
USA
330,550
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288,860
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11,640
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Gupta, Rangan
141
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135
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111
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91
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75
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71
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71
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71
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66
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66
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65
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62
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61
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58
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56
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55
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54
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54
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54
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54
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50
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48
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47
Yilmazkuday, Hakan
46
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44
Chinn, Menzie David
43
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42
Massa, Massimo
39
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39
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38
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37
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35
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34
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34
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34
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33
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32
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Johns Hopkins University / Department of Economics
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Internationaler Währungsfonds / Research Department
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University of Hong Kong / School of Economics and Finance
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Federal Reserve Bank of Chicago
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Universität Mannheim
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Verlag Dr. Kovač
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5
Edward Elgar Publishing
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Innocenzo Gasparini Institute for Economic Research <Mailand>
5
Inter-American Development Bank / Research Department
5
Massachusetts Institute of Technology / Department of Economics
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1,765
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579
Discussion paper series / IZA
533
Applied economics
425
CESifo working papers
415
NBER working paper series
412
NBER Working Paper
326
Applied economics letters
272
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219
Energy economics
200
Journal of international money and finance
199
The review of economics and statistics
197
Economic modelling
188
The American economic review
186
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
172
Finance and economics discussion series
169
The journal of finance : the journal of the American Finance Association
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Economics letters
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Journal of applied econometrics
134
International review of economics & finance : IREF
130
Applied financial economics
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The journal of futures markets
118
CESifo Working Paper Series
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107
Finance research letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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89
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ECONIS (ZBW)
28,400
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1
Crude oil volatility transmission across food commodity markets : a multivariate BEKK-GARCH approach
Thenmozhi, M.
;
Maurya, Shipra
- In:
Journal of emerging market finance
20
(
2021
)
2
,
pp. 131-164
Persistent link: https://www.econbiz.de/10012592434
Saved in:
2
Propagation of commodity market shocks
Marini, Annalisa
;
McCorriston, Steve
-
2017
Persistent link: https://www.econbiz.de/10011898902
Saved in:
3
Price dissemination of international and domestic commodity markets
Thiyagarajan, S.
;
Mahalakshmi S.
;
Kirithiga S.
;
Naresh G.
- In:
International journal of bonds and derivatives
4
(
2021
)
3
,
pp. 179-195
Persistent link: https://www.econbiz.de/10012612643
Saved in:
4
Impact of macro economic factors on commodity futures price with reference to agricultural commodities in Indian and US markets
Raghu Kumari P. S.
- In:
International journal of applied business and economic …
13
(
2015
)
1
,
pp. 331-346
Persistent link: https://www.econbiz.de/10011376388
Saved in:
5
Long-run reversal in commodity returns : insights from seven centuries of evidence
Zaremba, Adam
;
Bianchi, Robert
;
Mikutowski, Mateusz
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013256444
Saved in:
6
The alpha momentum effect in commodity markets
Zaremba, Adam
;
Mikutowski, Mateusz
;
Szczygielski, Jan Jakub
- In:
Energy economics
93
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012643310
Saved in:
7
Does institutional trading drive commodities prices away from their fundamentals : evidence from a nonparametric causality-in-quantiles test
Babalos, Vassilios
;
Balcilar, Mehmet
- In:
Finance research letters
21
(
2017
),
pp. 126-131
Persistent link: https://www.econbiz.de/10011807522
Saved in:
8
How do bond, equity and commodity cycles interact?
Narayan, Paresh Kumar
;
Thuraisamy, Kannan Sivananthan
; …
- In:
Finance research letters
21
(
2017
),
pp. 151-156
Persistent link: https://www.econbiz.de/10011807742
Saved in:
9
Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index
Fernandez-Diaz, Jose M.
;
Morley, Bruce
- In:
Research in international business and finance
47
(
2019
),
pp. 174-194
Persistent link: https://www.econbiz.de/10012135526
Saved in:
10
Inflation hedging with commodities : a wavelet analysis of seven centuries worth of data
Zaremba, Adam
;
Umar, Zaghum
;
Mikutowski, Mateusz
- In:
Economics letters
181
(
2019
),
pp. 90-94
Persistent link: https://www.econbiz.de/10012121850
Saved in:
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