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Does institutional trading drive commodities prices away from their fundamentals : evidence from a nonparametric causality-in-quantiles test

Babalos, Vassilios; Balcilar, Mehmet - In: Finance research letters 21 (2017), pp. 126-131

Persistent link: https://www.econbiz.de/10011807522

How do bond, equity and commodity cycles interact?

Narayan, Paresh Kumar; Thuraisamy, Kannan Sivananthan; … - In: Finance research letters 21 (2017), pp. 151-156

Persistent link: https://www.econbiz.de/10011807742

Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index

Fernandez-Diaz, Jose M.; Morley, Bruce - In: Research in international business and finance 47 (2019), pp. 174-194

Persistent link: https://www.econbiz.de/10012135526

Volatility risk premia and future commodity returns

Ornelas, José Renato Haas; Mauad, Roberto Baltieri - In: Journal of international money and finance 96 (2019), pp. 341-360

Persistent link: https://www.econbiz.de/10012139839

The economic drivers of commodity market volatility

Prokopczuk, Marcel; Stancu, Andrei; Symeonidis, Lazaros - In: Journal of international money and finance 98 (2019), pp. 1-13

Persistent link: https://www.econbiz.de/10012140078

Inflation hedging with commodities : a wavelet analysis of seven centuries worth of data

Zaremba, Adam; Umar, Zaghum; Mikutowski, Mateusz - In: Economics letters 181 (2019), pp. 90-94

Persistent link: https://www.econbiz.de/10012121850

Volatility risk premia and future commodities returns

Ornelas, José Renato Haas; Mauad, Roberto Baltieri - 2017 - Revised July 2017

Persistent link: https://www.econbiz.de/10011752576

Financialization and commodity market stability

Żelazny, Jan - In: E-Finanse : finansowy kwartalnik internetowy 12 (2016) 4, pp. 33-42

Stability in supply of commodities is essential for manufacturing and doing business. This fact is unchangeable despite the passage of time and only the ways of trading of commodities differ. Especially in recent decades, the global economy has changed significantly and one of the major factors...

Persistent link: https://www.econbiz.de/10011617049

Cross market predictions for commodity prices

Ding, Shusheng; Zhang, Yongmin - In: Economic modelling 91 (2020), pp. 455-462

Persistent link: https://www.econbiz.de/10012429115

Commodity financialisation and price co-movement : lessons from two centuries of evidence

Zaremba, Adam; Umar, Zaghum; Mikutowski, Mateusz - In: Finance research letters 38 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012490185