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An Empirical Investigation of the Inter-Linkages Between Different Indices of Multi Commodity Exchange of India

Shahani, Rakesh - 2019

the Multi Commodity Exchange of India (MCX), viz., MCX Agri, MCX Metal and MCX Energy. To study the above relation, the …

Persistent link: https://www.econbiz.de/10012869016

Handbook of futures markets : Commodity, financial, stock index, and options

Kaufman, Perry J. (ed.) - 1984

Persistent link: https://www.econbiz.de/10000583779

The war on terror and its impact on the long-term volatility of financial markets

Fernández, Viviana - In: International review of financial analysis 17 (2008) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10003765173

Variance risk premia in energy commodities

Trolle, Anders B.; Schwartz, Eduardo S. - In: The journal of derivatives : the official publication … 17 (2009/10) 3, pp. 15-32

Persistent link: https://www.econbiz.de/10003961013

Energy futures prices and commodity index investment : new evidence from firm-level position data

Sanders, Dwight R.; Irwin, Scott H. - In: Energy economics 46 (2014), pp. 57-68

Persistent link: https://www.econbiz.de/10011299351

Measuring index investment in commodity futures markets

Sanders, Dwight R.; Irwin, Scott H. - In: The energy journal 34 (2013) 3, pp. 105-127

Persistent link: https://www.econbiz.de/10009771880

Value-at-Risk estimation of energy commodities : a long-memory GARCH-EVT approach

Youssef, Manel; Belkacem, Lotfi; Mokni, Khaled - In: Energy economics 51 (2015), pp. 99-110

Persistent link: https://www.econbiz.de/10011564809

Multi-asset portfolio optimization and out-of-sample performance : an evaluation of Black-Littermann, mean variance and nai͏̈ve diversification approaches

Bessler, Wolfgang; Opfer, Heiko; Wolff, Dominik - 2012 - Current Version: March 1, 2012

The Black-Litterman (BL) model aims to enhance asset allocation decisions by overcoming the weaknesses of standard mean-variance (MV) portfolio optimization. In this study we implement the BL model in a multi-asset portfolio context. Using an investment universe of global stock indices, bonds,...

Persistent link: https://www.econbiz.de/10009671099

Exploratory study of select commodity and equity indices around the meltdown of 2008

Mukherjee, Diganta; Mallick, Arnab - In: International trade and international finance : …, (pp. 387-404). 2016

Persistent link: https://www.econbiz.de/10011496589

Energy shocks and financial markets

Huang, Roger D. - In: The journal of futures markets 16 (1996) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10001193439

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