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Effects of speculation and interest rates in a “carry trade” model of commodity prices
Frankel, Jeffrey A. - In: Journal of international money and finance 42 (2014), pp. 88-112
Persistent link: https://www.econbiz.de/10010371827
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Effects of speculation and interest rates in a “carry trade” model of commodity prices
Frankel, Jeffrey A. - In: Journal of International Money and Finance 42 (2014) C, pp. 88-112
inventories and thereby on commodity prices and positive effects of expected future price gains on inventory demand and thereby on …The paper presents and estimates a model of the prices of oil and other storable commodities, a model that can be … research by bringing to bear new data sources: survey data to measure expectations of future changes in commodity prices and …
Persistent link: https://www.econbiz.de/10011048451
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Nonlinear and stochastic dynamical systems modeling price dynamics : aspects of financial economics in oil markets
Jäger, Simon - 2008
Persistent link: https://www.econbiz.de/10003719533
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Oil futures prices in a production economy with investment constraints
Kogan, Leonid (contributor); Livdan, Dmitry (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003727624
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The determinance of volatility on the American crude oil futures market
Lautier, Delphine; Riva, Fabrice - In: OPEC energy review 32 (2008) 2, pp. 105-122
Persistent link: https://www.econbiz.de/10003770492
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Modelling time-vaying conditionl correlations in the volatility of Tapus oil spot and forward returns
Manera, Matteo; McAleer, Michael; Grasso, Margherita - In: Applied financial economics 16 (2006) 7, pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
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Unspanned stochastic volatility and the pricing of commodity derivatives
Trolle, Anders B.; Schwartz, Eduardo S. - In: The review of financial studies 22 (2009) 11, pp. 4423-4461
Persistent link: https://www.econbiz.de/10003896317
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Oil futures prices in a production economy with investment constraints
Kogan, Leonid; Livdan, Dmitry; Yaron, Amir - In: The journal of finance : the journal of the American … 64 (2009) 3, pp. 1345-1375
Persistent link: https://www.econbiz.de/10003871952
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Financial investors and commodity markets
Domanski, Dietrich; Heath, Alexandra - In: BIS quarterly review : international banking and … (2007), pp. 53-67
Persistent link: https://www.econbiz.de/10003444289
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Impact of fluctuations in oil prices on Libyan economic growth
Yahia, Abdusalam; Metwally, Mokhtar Mohammed - In: The Middle East business and economic review 19 (2007) 1, pp. 39-55
Persistent link: https://www.econbiz.de/10003469153