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Persistent link: https://www.econbiz.de/10011430469

Forecasting stock returns : do commodity prices help?

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Persistent link: https://www.econbiz.de/10011282841

Co-movements in commodity prices : global, sectoral and commodity-specific factors

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Persistent link: https://www.econbiz.de/10011376427

Oil commodity returns and macroeconomic factors : a time-varying approach

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Persistent link: https://www.econbiz.de/10011325859

Nexus between returns in commodity market and equity market : a case of Indian steel industry

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Persistent link: https://www.econbiz.de/10010401295

On the correlation between commodity and equity returns : implications for portfolio allocation

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Forecasting Stock Returns : Do Commodity Prices Help?

Black, Angela J. - 2014

This paper examines the relationship between stock prices and commodity prices and whether this can be used to forecast stock returns. As both prices are linked to expected future economic performance they should exhibit a long-run relationship. Moreover, changes in sentiment towards commodity...

Persistent link: https://www.econbiz.de/10013050821

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

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

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