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Chari, V. - 2017

growth rate and volatility of commodity spot prices. This view gained credence because in the 2000s trading volume increased …

Persistent link: https://www.econbiz.de/10012947591

Financialization in Commodity Markets

Chari, Varadarajan V. - 2017

an increase in the level and volatility of spot prices. We construct a large panel data set which includes commodities …

Persistent link: https://www.econbiz.de/10012948088

Financialization in Commodity Markets

Chari, V.V. - 2017

growth rate and volatility of commodity spot prices. This view gained credence because in the 2000s trading volume increased …

Persistent link: https://www.econbiz.de/10012453945

Financialization of commodity markets

Włodarczyk, Bogdan; Szturo, Marek - In: Contemporary Trends and Challenges in Finance : …, (pp. 99-108). 2018

Persistent link: https://www.econbiz.de/10013369125

Financialization of Commodity Markets

Cheng, Ing-Haw - 2014

The large inflow of investment capital to commodity futures markets in the past decade has generated a heated debate about whether financialization distorts commodity prices. Rather than focusing on the opposing views concerning whether investment flows caused a price bubble, we critically...

Persistent link: https://www.econbiz.de/10013043526

Does Futures Speculation Destabilize Spot Prices? New Evidence for Commodity Markets

Bohl, Martin T. - 2012

shares of futures speculators have destabilized commodity spot prices. We approximate conditional volatility and regress it …-periods, and document whether the speculative impact on conditional volatility has increased. However, with respect to six heavily …

Persistent link: https://www.econbiz.de/10013112917

The Determinants of Extreme Commodity Prices

Kuralbayeva, Karlygash - 2012

Fat-tailed commodity price innovations are well-documented in the literature and long recognized as disruptive for consumers and producers, yet little is known about what factors drive such extreme events. Utilizing a wide range of factors from the economics and finance literature and quantile...

Persistent link: https://www.econbiz.de/10013114046

Oil and non-energy commodity markets : an empirical analysis of volatility spillovers and hedging effectiveness

Dutta, Anupam; Noor, Md Hasib - In: Cogent economics & finance 5 (2017) 1, pp. 1-15

markets, very little is known about the volatility transmission between these two markets. The present study aims to conceal … this gap by investigating the volatility cross effects between oil and three different non-energy commodity markets. Using … the bivariate VAR-GARCH models, we do not find any evidence of volatility linkage between oil and agricultural product …

Persistent link: https://www.econbiz.de/10011881040

Do crude oil price shocks transmit to primary commodity markets?

Alagidede, Paul - In: Economics & finance notes 6 (2017) 1, pp. 83-90

Persistent link: https://www.econbiz.de/10011773661

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