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Real and financial aspects of markets : an empirical assessment of commodity spot and futures trading
Slade, Margaret Emily; Thille, Henry - 2002
Persistent link: https://www.econbiz.de/10001667683
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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
. Bitcoin contributes only 2.55% to the connectedness, while the wheat volatility index accounts for 12.51% of the total … transmitter to the wheat volatility, while being the spillover receiver from the oil and corn volatilities. The findings suggest …
Persistent link: https://www.econbiz.de/10012305145
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Commodity spot prices : an explanatory assessment of market structure and forward-trading effects
Slade, Margaret Emily; Thille, Henry - In: Economica 73 (2006), pp. 229-256
Persistent link: https://www.econbiz.de/10003318095
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Commodity price volatility & time varying hedge ratios : evidence from notional commodity futures indices of India
Kumar, Santhosh; Lagesh, M. A. - In: Finance India : the quarterly journal of Indian … 28 (2014) 2, pp. 515-528
Persistent link: https://www.econbiz.de/10010421800
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A dynamic model of hedging and speculation in the commodity futures markets
Cifarelli, Giulio; Paladino, Giovanna - In: Journal of financial markets 25 (2015), pp. 1-15
Persistent link: https://www.econbiz.de/10011477250
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Momentum and Mean-Reversion in Commodity Spot and Futures Markets
Chaves, Denis B. - 2016
We study momentum and mean-reversion strategies in commodity futures prices and their relationship to momentum and mean-reversion in commodity spot prices. We find that momentum performs well in futures markets, but not in spot markets, and that mean-reversion performs well in spot markets, but...
Persistent link: https://www.econbiz.de/10012984051
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Does Bitcoin hedge crude oil implied volatility and structural shocks? : a comparison with gold, commodity and the US Dollar
Das, Debojyoti; Le Roux, Corlise L.; Jana, R. K.; … - In: Finance research letters 36 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012483345
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Hedging effectiveness of European wheat futures markets : an application of multivariate GARCH models
Zuppiroli, Marco; Revoredo Giha, César L. - In: International journal of applied management science 8 (2016) 2, pp. 132-148
Persistent link: https://www.econbiz.de/10011636094
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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
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Interaction between commodity market and cryptocurrencies
Jouini, Fathi; Messai, Ahlem Selma; Mhadheb, Ines - In: International journal of economics and business … 23 (2022) 4, pp. 465-481
Persistent link: https://www.econbiz.de/10013253525