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Asymmetric effects of market uncertainties on agricultural commodities
Bossman, Ahmed; Gubareva, Mariya; Teplova, Tamara V. - In: Energy economics 127 (2023) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10014490336
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Hedge fund return, volatility asymmetry, and systemic effects : a higher-moment factor-EGARCH model
Elyasiani, Elyas; Mansur, Iqbal - In: Journal of financial stability 28 (2017), pp. 49-65
Persistent link: https://www.econbiz.de/10011825507
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Does industrial concentration impact on the relationship between policies and volatility?
Moore, Winston; Walkes, Carlon - In: International review of applied economics 24 (2010) 2, pp. 179-202
Persistent link: https://www.econbiz.de/10008653318
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Analysis of systemic risk in the insurance industry
Bobtcheff, Catherine; Chaney, Thomas; Gollier, Christian - In: The Geneva risk and insurance review 41 (2016) 1, pp. 73-106
Persistent link: https://www.econbiz.de/10011447290
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Competitive threats, constraint, and contagion in the multiunit firm
Natividad, Gabriel; Sorenson, Olav - In: Organization science : a journal of the Institute for … 26 (2015) 6, pp. 1721-1733
Persistent link: https://www.econbiz.de/10011411692
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Bitcoin and liquidity risk diversification
Ghabri, Yosra; Guesmi, Khaled; Zantour, Ahlem - In: Finance research letters 40 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012819160
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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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An analysis of diversification benefits of commodity futures using Markov regime-switching approach
Jaiswal, Ritika; Uchil, Rashmi - In: Afro-Asian Journal of Finance and Accounting : AAJFA 8 (2018) 1, pp. 20-47
Persistent link: https://www.econbiz.de/10011933965
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US implied volatility as a predictor of international returns
Dicle, Mehmet F. - In: Quantitative finance and economics 1 (2017) 4, pp. 388-402
Persistent link: https://www.econbiz.de/10012137841
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The cyclical behaviour of commodities
Pereira, Marcelo; Ramos, Sofia B.; Dias, José G. - In: The European journal of finance 23 (2017) 10/12, pp. 1107-1128
Persistent link: https://www.econbiz.de/10011741466