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Food prices, ethics and forms of speculation

Bredin, Donal; Potì, Valerio; Salvador, Enrique - 2020

Persistent link: https://www.econbiz.de/10012418353

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

This paper examines the connectedness between Bitcoin and commodity volatilities, including oil, wheat, and corn, during the period Oct. 2013-Jun. 2018, using time- and frequency-domain frameworks. The time-domain framework's results show that the connectedness is 23.49%, indicating a low level...

Persistent link: https://www.econbiz.de/10012305145

Pricing of forwards and other derivatives in cointegrated commodity markets

Benth, Fred Espen; Koekebakker, Steen - In: Energy economics 52 (2015) 1, pp. 104-117

Persistent link: https://www.econbiz.de/10011568135

Impact of speculation and economic uncertainty on commodity markets

Andreasson, Pierre; Bekiros, Stelios; Nguyen, Duc Khuong; … - In: International review of financial analysis 43 (2016), pp. 115-127

Persistent link: https://www.econbiz.de/10011623721

Hedging pressure and speculation in commodity markets

Ekeland, Ivar; Lautier, Delphine; Villeneuve, Bertrand - In: Economic theory : official journal of the Society for … 68 (2019) 1, pp. 83-123

Persistent link: https://www.econbiz.de/10012056046

Futures trading and the excess co-movement of commodity prices

LePen, Yannick; Sévi, Benoît - In: Review of finance : journal of the European Finance … 22 (2018) 1, pp. 381-418

Persistent link: https://www.econbiz.de/10011990798

The pricing efficiency of exchange-traded commodities

Dorfleitner, Gregor; Gerl, Anna; Gerer, Johannes - In: Review of managerial science 12 (2018) 1, pp. 255-284

Persistent link: https://www.econbiz.de/10011847132

On the behavior of commodity prices when speculative storage is bounded

Oglend, Atle; Kleppe, Tore Selland - In: Journal of economic dynamics & control 75 (2017), pp. 52-69

Persistent link: https://www.econbiz.de/10011817139

Is beta dead for commodities?

Westgaard, Sjur; Steen, Marie - In: The journal of investing 26 (2017) 4, pp. 16-26

Persistent link: https://www.econbiz.de/10011932167

Internet, noise trading and commodity prices

Peri, Massimo; Vandone, Daniela; Baldi, Lucia - 2012

Persistent link: https://www.econbiz.de/10011759934