Narrow search
Showing 1 - 10 of 27,269
Cover Image
Stochastic seasonality in commodity prices : the case of US natural gas
Chen, Sheng-Hung; Song Zan Chiou Wei; Zhu, Zhen - In: Empirical economics : a quarterly journal of the … 62 (2022) 5, pp. 2263-2284
Persistent link: https://www.econbiz.de/10013197300
Cover Image
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
This paper examines the connectedness between Bitcoin and commodity volatilities, including oil, wheat, and corn, during the period Oct. 2013-Jun. 2018, using time- and frequency-domain frameworks. The time-domain framework's results show that the connectedness is 23.49%, indicating a low level...
Persistent link: https://www.econbiz.de/10012305145
Cover Image
Functional effectiveness of commodity futures market : a comparative assessment of agricultural and metal commodities
Rout, Bhabani Sankar; Das, Nupur Moni; Rao, Kode … - In: Paradigm : the journal of Institute of Management Technology 25 (2021) 1, pp. 42-60
Persistent link: https://www.econbiz.de/10012590465
Cover Image
Portfolio speculation and commodity price volatility in a stochastic storage model
Vercammen, James Alfred; Doroudian, Ali - In: American journal of agricultural economics 96 (2014) 2, pp. 517-532
Persistent link: https://www.econbiz.de/10010411908
Cover Image
Do hedging and speculative pressures drive commodity prices, or the other way round?
Lehecka, Georg V. - In: Empirical economics : a journal of the Institute for … 49 (2015) 2, pp. 575-603
Persistent link: https://www.econbiz.de/10011333378
Cover Image
Limits to arbitrage and hedging : evidence from commodity markets
Acharya, Viral V.; Lochstoer, Lars A.; Ramadorai, Tarun - In: Journal of financial economics 109 (2013) 2, pp. 441-465
Persistent link: https://www.econbiz.de/10009784180
Cover Image
A dynamic model of hedging and speculation in the commodity futures markets
Cifarelli, Giulio; Paladino, Giovanna - In: Journal of financial markets 25 (2015), pp. 1-15
Persistent link: https://www.econbiz.de/10011477250
Cover Image
Hedging pressure and speculation in commodity markets
Ekeland, Ivar; Lautier, Delphine; Villeneuve, Bertrand - In: Economic theory : official journal of the Society for … 68 (2019) 1, pp. 83-123
Persistent link: https://www.econbiz.de/10012056046
Cover Image
Traders' motivation and hedging pressure in commodity futures markets
Bosch, David; Smimou, Kamal - In: Research in international business and finance 59 (2022), pp. 1-34
Persistent link: https://www.econbiz.de/10013402078