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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
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
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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
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The time pattern of hedging and the volatility of futures prices
Anderson, Ronald W.; Danthine, Jean-Pierre - In: The review of economic studies 50 (1983) 2, pp. 249-266
Persistent link: https://www.econbiz.de/10001834563
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Dynamic spillover effects in futures markets : UK and US evidence
Antonakakis, Nikolaos; Floros, Christos; Kizys, Renatas - In: International review of financial analysis 48 (2016), pp. 406-418
Persistent link: https://www.econbiz.de/10011624538
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The diffusion of tractors on the Canadian prairies : the threshold model and the problem of uncertainty
Lew, Byron - In: Explorations in economic history : EEH 37 (2000) 2, pp. 189-216
Persistent link: https://www.econbiz.de/10001482932
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CAP reform, wheat instability and producer welfare
Thompson, Stanley; Gohout, Wolfgang - 1999
Persistent link: https://www.econbiz.de/10001418181
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Organic wheat prices and premium uncertainty : can cross hedging and forecasting play a role?
Drugova, Tatiana; Pozo, Veronica F.; Curtis, Kynda R.; … - In: Journal of agricultural and resource economics : JARE ; … 44 (2019) 3, pp. 551-570
Persistent link: https://www.econbiz.de/10012120114
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Seasonal stochastic volatility : implications for the pricing of commodity options
Back, Janis; Prokopczuk, Marcel; Rudolf, Markus - 2011
Persistent link: https://www.econbiz.de/10009375485
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Commodity futures price volatility, convenience yield and economic fundamentals
Power, Gabriel J.; Robinson, John R. C. - In: Applied economics letters 20 (2013) 10/12, pp. 1089-1095
Persistent link: https://www.econbiz.de/10010197057
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Time-variations in commodity price jumps
Diewald, Laszlo; Prokopczuk, Marcel; Wese Simen, Chardin - In: Journal of empirical finance 31 (2015), pp. 72-84
Persistent link: https://www.econbiz.de/10011489343