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How is volatility in commodity markets linked to oil price shocks?

Ahmadi, Maryam; Behmiri, Niaz Bashiri; Manera, Matteo - 2015

This study investigates the effects of oil price shocks on volatility of selected agricultural and metal commodities … functions, the response of volatility of each commodity to an oil price shock differs significantly depending on the underlying …

Persistent link: https://www.econbiz.de/10011438674

Time-variations in commodity price jumps

Diewald, Laszlo; Prokopczuk, Marcel; Wese Simen, Chardin - In: Journal of empirical finance 31 (2015), pp. 72-84

Persistent link: https://www.econbiz.de/10011489343

Nexus between returns in commodity market and equity market : a case of Indian steel industry

Memdani, Laila Amir; Kandukuri, Rajya Lakshmi - In: Acta Universitatis Danubius / Oeconomica 10 (2014) 3, pp. 59-72

Persistent link: https://www.econbiz.de/10010401295

Economic spillovers between related derivatives markets : the case of commodity and freight markets

Kavussanos, Manolis G.; Visvikis, Ilias D.; … - In: Transportation research / E : an international journal 68 (2014), pp. 79-102

Persistent link: https://www.econbiz.de/10010404535

Do long-short speculators destabilize commodity futures markets?

Miffre, Joëlle; Brooks, Chris - In: International review of financial analysis 30 (2013), pp. 230-240

Persistent link: https://www.econbiz.de/10010460310

Do volume and open interest explain volatility? : an inquiry into the Indian commodity markets

Maitra, Debasish - In: Journal of financial economic policy 6 (2014) 3, pp. 226-243

Persistent link: https://www.econbiz.de/10010490589

Volatility in commodity market

Kumar, Narender; Arora, Sunita - In: Finance India : the quarterly journal of Indian … 28 (2014) 4, pp. 1213-1228

Persistent link: https://www.econbiz.de/10010495235

Did long-short investors destabilize commodity markets

Miffre, Joëlle; Brooks, Chris - 2013

Persistent link: https://www.econbiz.de/10009782761

The financialization of commodity markets and commodity price volatility

Mayer, Jörg - In: The financial and economic crisis of 2008 - 2009 and …, (pp. 73-98). 2010

Persistent link: https://www.econbiz.de/10009515663

Commodity volatility breaks

Vivian, Andrew; Wohar, Mark E. - In: Journal of international financial markets, … 22 (2012) 2, pp. 395-422

Persistent link: https://www.econbiz.de/10009581694

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