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Persistent link: https://www.econbiz.de/10011662958

COVID-19 and tail risk contagion across commodity futures markets

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Roles of commodity futures derivatives and financial crises in global food security

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Contagion in crude oil future market and 3Y, 4Y and 5Y CDS markets for the post-Global Financial Crisis : A multivariate GARCH-cDCC approach

Tsiaras, Konstantinos - 2021

This paper seeks to investigate the time-varying conditional correlations to the crude oil futures contract returns and the private Credit Default Swap market returns of Germany and France. We employ a dynamic conditional correlation (DCC) Generalized Auto Regressive Conditional...

Persistent link: https://www.econbiz.de/10013228882

The crisis alpha of managed futures : myth or reality?

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The impact of liquidity risk in the Chinese banking system on the global commodity markets

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Baines, Joseph - In: Review of international political economy : RIPE 24 (2017) 3, pp. 497-537

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Bitcoin for energy commodities before and after the December 2013 crash : diversifier, hedge or safe haven?

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Understanding spread in the electronic futures markets : financial crisis perspective

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Commodities still in crisis?

Sapsford, David; Pfaffenzeller, Stephan; Bloch, Harry - In: Commodities, governance and economic development under …, (pp. 99-115). 2010

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