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The dynamic spillover effects of macroeconomic and financial uncertainty on commodity markets uncertainties
Ben Haddad, Hedi; Mezghani, Imed; Gouider, Abdessalem - In: Economies : open access journal 9 (2021) 2, pp. 1-22
commodity price uncertainties are proven to be leading indicators of uncertainty rather than volatility in commodity markets. In …
Persistent link: https://www.econbiz.de/10012548331
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The effects of uncertainty measures on commodity prices from a time-varying perspective
Huang, Jianbai; Li, Yingli; Zhang, Hongwei; Chen, Jinyu - In: International review of economics & finance : IREF 71 (2021), pp. 100-114
Persistent link: https://www.econbiz.de/10012627764
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The impact of uncertainty shocks on the volatility of commodity prices
Bakas, Dimitrios; Triantafyllou, Athanasios - In: Journal of international money and finance 87 (2018), pp. 96-111
Persistent link: https://www.econbiz.de/10012000843
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Commodity correlation risk
Byrne, Joseph P.; Sakemoto, Ryuta - 2022
Persistent link: https://www.econbiz.de/10013478831
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On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes
Berger, Theo; Uddin, Mohammed Gazi Salah - In: Energy economics 56 (2016), pp. 374-383
Persistent link: https://www.econbiz.de/10011664267
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Model Uncertainty in Commodity Markets
Cartea, Álvaro - 2015
Agents who acknowledge that their models are incorrectly specified are said to be ambiguity averse, and this affects the prices they are willing to trade at. Models for prices of commodities attempt to capture three stylized features: seasonal trend, moderate deviations (a diffusive factor), and...
Persistent link: https://www.econbiz.de/10013022682
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Does Bitcoin hedge commodity uncertainty?
Hoang, Khanh; Nguyen, Cuong; Poch, Kongchheng; Nguyen, … - In: Journal of risk and financial management : JRFM 13 (2020) 6/119, pp. 1-14
. Bitcoin contributes only 2.55% to the connectedness, while the wheat volatility index accounts for 12.51% of the total … transmitter to the wheat volatility, while being the spillover receiver from the oil and corn volatilities. The findings suggest …
Persistent link: https://www.econbiz.de/10012305145
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Impact of speculation and economic uncertainty on commodity markets
Andreasson, Pierre; Bekiros, Stelios; Nguyen, Duc Khuong; … - In: International review of financial analysis 43 (2016), pp. 115-127
Persistent link: https://www.econbiz.de/10011623721
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Volatility forecasting in commodity markets using macro uncertainty
Bakas, Dimitrios; Triantafyllou, Athanasios - In: Energy economics 81 (2019), pp. 79-94
Persistent link: https://www.econbiz.de/10012172661
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The impact of macroeconomic uncertainty on international commodity prices : empirical analysis based on TVAR model
Tan, Xiaofen; Ma, Yongjiao - In: China finance review international 7 (2017) 2, pp. 163-184
Persistent link: https://www.econbiz.de/10011797779