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Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications

Naeem, Muhammad Abubakr; Hasan, Mudassar; Arif, Muhammad; … - In: Energy economics 105 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013201963

Price explosiveness in nonferrous metal futures markets

Ma, Richie Ruchuan; Xiong, Tao - In: Economic modelling 94 (2021), pp. 75-90

Persistent link: https://www.econbiz.de/10012694717

The forward pricing function of industrial metal futures : evidence from cointegration and smooth transition regression analysis

Beckmann, Joscha; Czudaj, Robert - In: International review of applied economics 27 (2013) 4, pp. 472-490

Persistent link: https://www.econbiz.de/10009781087

Futures markets and fundamentals of base metals

Fernández, Viviana - In: International review of financial analysis 45 (2016), pp. 215-229

Persistent link: https://www.econbiz.de/10011581979

Hedging and speculative pressures and the transition of the spot-futures relationship in energy and metal markets

Park, Jin Suk; Shi, Yukun - In: International review of financial analysis 54 (2017), pp. 176-191

Persistent link: https://www.econbiz.de/10011878213

Examining the metal futures price discovery in China from multi-scale time

Zhu, Yongguang; Li, Ya; Gong, Yuna; Xu, Deyi - In: Mineral economics : raw materials report 37 (2024) 1, pp. 173-188

Persistent link: https://www.econbiz.de/10014536735

Price-determination and -setting in global production networks of critical minerals : the London Metal Exchange, price reporting agencies and digital trading platforms

Wojewska, Aleksandra; Staritz, Cornelia; Tröster, Bernhard - 2023

with sociological approaches to price-making and an infrastructural perspective. While the London Metal Exchange (LME) has …

Persistent link: https://www.econbiz.de/10014389060

Efficiency of price risk management : the case of futures markets for metals and energy in India

Kumar, M. Ajoy; Harshini, C.; Ahamed, Sadath A.; Raj, … - In: International journal of business and systems research … 18 (2024) 3, pp. 295-305

Persistent link: https://www.econbiz.de/10015064217

The role of outliers and oil price shocks on volatility of metal prices

Behmiri, Niaz Bashiri; Manera, Matteo - 2015

This study investigates the price volatility of metals, using the GARCH and GJR models. First we examine the persistence of volatility and the leverage effect across metal markets taking into account the presence of outliers, and second we estimate the effects of oil price shocks on the price...

Persistent link: https://www.econbiz.de/10011327443

Commodities and commodity derivatives : modeling and pricing for agriculturals, metals and energy

Geman, Hélyette - 2005

Fundamentals of commodity spot and futures markets -- Equilibrium relationships between spot prices and forward prices -- Stochastic modelling of commodity price processes -- Plain-vanilla option pricing and hedging -- Risk-neutral valuation of plain-vanilla options -- Monte-Carlo simulations...

Persistent link: https://www.econbiz.de/10002392736

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