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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

Does commodity price volatility harm financial development? : evidence from developing commodity exporting countries

Houndoga, Fréjus-Ferry; Gabriel, Picone - In: Journal for studies in economics and econometrics : SEE 47 (2023) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10014319255

Crude oil market and global financial crisis : structural break and market volatility analysis

Singh, Archana; Singh, Narinder Pal - In: International journal of economics and business research 13 (2017) 2, pp. 203-216

Persistent link: https://www.econbiz.de/10011714391

Dynamics of volatility spillovers with structural breaks in Indian foreign exchange market

Kashyap, Suresh; Kashyap, Sachin - In: International journal of business innovation and … 22 (2020) 4, pp. 488-505

Persistent link: https://www.econbiz.de/10012270943

The meaning of structural breaks for risk management : new evidence, mechanisms, and innovative views for the post-COVID-19 era

Tsuji, Chikashi - In: Quantitative finance and economics 6 (2022) 2, pp. 270-302

Persistent link: https://www.econbiz.de/10013498954

Commodity spread option pricing and the economic fundamentals of crack spreads

Kolpakov, Ilya - 2014

Persistent link: https://www.econbiz.de/10010516044

Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression

Steen, Marie; Westgaard, Sjur; Gjølberg, Ole - In: The journal of risk model validation 9 (2015) 2, pp. 49-78

Persistent link: https://www.econbiz.de/10011326305

How strong do global commodity prices influence domestic food prices in developing countries? : a global price transmission and vulnerability mapping analysis

Kalkuhl, Matthias - 2014

This paper analyzes the transmission from global commodity to domestic food prices for a large set of countries. First, a theoretical model is developed to explain price transmission for different trade regimes. Drawing from the competitive storage model under rational expectations, it is shown...

Persistent link: https://www.econbiz.de/10010353578

The relative volatility of commodity prices : a reapraisal

Arezki, Rabah; Lederman, Daniel; Zhao, Hongyan - In: American journal of agricultural economics 96 (2014) 3, pp. 939-951

Persistent link: https://www.econbiz.de/10010413100

A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets

Manner, Hans; Rodriguez, Gabriel; Stöckler, Florian - 2021

Persistent link: https://www.econbiz.de/10012819659

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