the prices they are willing to trade at. Models for prices of commodities attempt to capture three stylized features …

This study investigates the effects of oil price shocks on volatility of selected agricultural and metal commodities … power of oil shocks becomes stronger after the crisis. The different responses of commodities are described in detail by …

institutional funds into commodity futures markets, referred to as the financialization of commodities. In this paper, we explore …, with higher increases for index commodities. Within a framework additionally incorporating storage, we show how financial …