Similar Search Results - EconBiz

Volatility contagion and connectedness between WTI and commodity markets

Boroumand, Raphaël Homayoun; Porcher, Thomas - In: Finance research letters 58 (2023) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10014582223

Data at our fingertips, myths in our minds : recent grain price jumps as the "perfect storm"

Wright, Brian D. - In: The Australian journal of agricultural and resource … 58 (2014) 4, pp. 538-553

Persistent link: https://www.econbiz.de/10010463786

Marktintegration und Preisrisikoreduzierung durch den ungarischen Warenterminmarkt für Getreide

Peter, Günter - 2004 - 1. Aufl.

Persistent link: https://www.econbiz.de/10002129195

Components of Grain Futures Price Volatility

Karali, Berna - 2012

We analyze the determinants of daily futures price volatility in corn, soybeans, wheat, and oats markets from 1986 to … allows us to clearly distinguish among time-to-delivery effects, seasonality, calendar trend, and volatility persistence. We … find strong evidence of time-to-delivery (Samuelson) effects and systematic seasonal components with volatility increasing …

Persistent link: https://www.econbiz.de/10013116960

Agricultural commodity markets in the wake of the black sea grain initiative

Goyal, Raghav; Steinbach, Sandro - In: Economics letters 231 (2023), pp. 1-6

Persistent link: https://www.econbiz.de/10014461237

Agricultural commodity market response to Russia's withdrawal from the grain deal

Steinbach, Sandro; Yıldırım, Yasin - In: Journal of agricultural economics : JAE 75 (2024) 3, pp. 1004-1016

Persistent link: https://www.econbiz.de/10015049181

Mean and volatility transmission for commodity futures

Grieb, Terrance - In: Journal of economics and finance 39 (2015) 1, pp. 100-118

Persistent link: https://www.econbiz.de/10011326110

Volatility spillovers in commodity markets : a large t-vector autoregressive approach

Barbaglia, Luca; Croux, Christophe; Wilms, Ines - In: Energy economics 85 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012509561

The good, the bad and the ugly relation between oil and commodities : an analysis of asymmetric volatility connectedness and portfolio implications

Maitra, Debasish; Guhathakurta, Kousik; Kang, Sang Hoon - In: Energy economics 94 (2021), pp. 1-30

Persistent link: https://www.econbiz.de/10012649444

Return and volatility linkages between international energy markets and Chinese commodity market

Sun, Guanglin; Li, Jianfeng; Shang, Zezhong - In: Technological forecasting & social change : an … 179 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10013363895

A service of the