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Crude oil volatility transmission across food commodity markets : a multivariate BEKK-GARCH approach
Thenmozhi, M.; Maurya, Shipra - In: Journal of emerging market finance 20 (2021) 2, pp. 131-164
Persistent link: https://www.econbiz.de/10012592434
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Financialization in Commodity Markets
Chari, V.V. - 2017
growth rate and volatility of commodity spot prices. This view gained credence because in the 2000s trading volume increased …
Persistent link: https://www.econbiz.de/10012453945
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Financialization in Commodity Markets
Chari, V. - 2017
growth rate and volatility of commodity spot prices. This view gained credence because in the 2000s trading volume increased …
Persistent link: https://www.econbiz.de/10012947591
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Financialization in Commodity Markets
Chari, Varadarajan V. - 2017
an increase in the level and volatility of spot prices. We construct a large panel data set which includes commodities …
Persistent link: https://www.econbiz.de/10012948088
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Oil price fluctuations and energy commodity prices : an analysis of asymmetric effects
Thai-Ha Le; Youngho, Chang; Park, Donghyun - In: The Singapore economic review 67 (2022) 6, pp. 1811-1833
Persistent link: https://www.econbiz.de/10014240133
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Financialization of commodity markets
Włodarczyk, Bogdan; Szturo, Marek - In: Contemporary Trends and Challenges in Finance : …, (pp. 99-108). 2018
Persistent link: https://www.econbiz.de/10013369125
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Commodity correlation risk
Byrne, Joseph P.; Sakemoto, Ryuta - 2022
Persistent link: https://www.econbiz.de/10013478831
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Financialization of commodity markets ten years later
Kang, Wenjin; Tang, Ke; Wang, Ningli - In: Journal of commodity markets 30 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014426701
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Stochastic seasonality in commodity prices : the case of US natural gas
Chen, Sheng-Hung; Song Zan Chiou Wei; Zhu, Zhen - In: Empirical economics : a quarterly journal of the … 62 (2022) 5, pp. 2263-2284
Persistent link: https://www.econbiz.de/10013197300
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Macro news and commodity returns
Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola - 2015
Gold and Silver. Volatility spillovers are bigger in size and affect most commodity returns. Both first and second moment … financial assets, are sensitive to macro news (especially their volatility), and also suggest that the global financial crisis …
Persistent link: https://www.econbiz.de/10011336938