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An assessment of the causal relationship and price dissemination of commodity spot and futures contracts

Kirithiga S.; Naresh G.; Mahalakshmi S.; Thiyagarajan, S. - In: South Asian journal of management : SAJM 27 (2020) 1, pp. 103-121

Persistent link: https://www.econbiz.de/10012427535

Asymmetric spot‐futures prices adjustments in Quebec grain markets

Singbo, Alphonse G.; Sossou, Dislène Senan - 2023

Persistent link: https://www.econbiz.de/10014248519

Asymmetric price adjustment and price discovery in spot and futures markets of agricultural commodities

Chen, Zhuo; Yan, Bo; Kang, Hanwen; Liu, Liyu - In: Review of economic design 27 (2023) 1, pp. 139-162

Persistent link: https://www.econbiz.de/10013489698

Moody oil : what is driving the crude oil price?

Lechthaler, Filippo; Leinert, Lisa - 2012

The unparalleled surge of the crude oil price after 2003 has triggered a heated scientific and public debate about its ultimate causes. Unexpected demand growth particularly from emerging economies appears to be the most prominently supported reason among academics. We study the price dynamics...

Persistent link: https://www.econbiz.de/10009658018

Volatility and the hedging effectiveness of China fuel oil futures

Chen, Wei; Ford, James L. - 2010

Persistent link: https://www.econbiz.de/10009374212

Futures trading and commodity spot market volatility : empirical evidence on selected commodities in Indian market

Parsa, Masoud; Mallikarjunappa, T. - In: Risk and decision analysis 5 (2014) 1, pp. 43-61

Persistent link: https://www.econbiz.de/10010492584

The impact of the Chinese cornstarch futures on spot market and corn futures market

Agyekum, Crentsil Kofi; Haifeng, Huang; Chen, Jianshu - In: Cogent economics & finance 5 (2017) 1, pp. 1-30

This article investigates price transmission mechanism and volatility impact between Chinese cornstarch futures market … price and corn futures price. The launch of cornstarch futures market can slightly reduce volatility of domestic corn …

Persistent link: https://www.econbiz.de/10011887432

Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA

Chang, Chia-Lin; McAleer, Michael; Zuo, Guangdong - 2017 - Revised: May 2017

Persistent link: https://www.econbiz.de/10011965722

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

Modelling conditional correlations in the volatility of Asian rubber spot and futures returns

Khamkaew, Tanchanok; Tansuchat, Roengchai; Chang, Chia-Lin - 2009

Persistent link: https://www.econbiz.de/10003908711