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Commodity channel index : evaluation of trading rule of agricultural commodities

Maitah, Mansoor; Procházka, Petr; Cermak, Michal; … - In: International journal of economics and financial issues … 6 (2016) 1, pp. 176-178

Persistent link: https://www.econbiz.de/10011694865

Large Shocks and Commodity Market Volatility

Hua, Jian - 2010

commodity index series, this study assesses the impact significant and unexpected news announcements had on volatility between … return and volatility estimates …

Persistent link: https://www.econbiz.de/10013146702

Return spillovers between white precious metal ETFs : the role of oil, gold, and global equity

Lau, Chi Keung; Vigne, Samuel A.; Wang, Shixuan; … - In: International review of financial analysis 52 (2017), pp. 316-332

Persistent link: https://www.econbiz.de/10011868764

Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications

Mensi, Walid; Aslan, Aylin; Xuan Vinh Vo; Kang, Sang Hoon - In: International review of economics & finance : IREF 83 (2023), pp. 219-232

Persistent link: https://www.econbiz.de/10014239971

What impacts the structural breaks in volatility transmission from crude oil to agricultural commodities?

Kumar, Dilip - In: Journal of economic research 24 (2019) 1, pp. 91-127

Persistent link: https://www.econbiz.de/10012027966

Price volatility, the maturity effect, and global oil prices : evidence from Chinese commodity futures markets

Ao, Jing; Chen, Jihui - In: Journal of economics and finance : JEF 44 (2020) 4, pp. 627-654

Persistent link: https://www.econbiz.de/10012297012

Global oil shocks and China's commodity markets : the role of OVX

Jin, Xuejun; Zhu, Fangfei - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 3, pp. 914-929

Persistent link: https://www.econbiz.de/10012483269

Volatility of international commodity prices in times of Covid-19 : effects of oil supply and global demand shocks

Ezeaku, Hillary Chijindu; Asongu, Simplice; Nnanna, Joseph - 2020

This study examines the effects of oil supply and global demand shocks on the volatility of commodity prices in the … shocks on the volatility of agricultural and metal commodities whereas the latter reflect the share of variation in the … volatility of each commodity arising from each structural shock. Various patterns are provided on how metal and agricultural …

Persistent link: https://www.econbiz.de/10012404401

How the financial market can dampen the effects of commodity price shocks

Kim, Myunghyun - In: European economic review : EER 121 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012264262

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

Ahmadi, Maryam; Behmiri, Niaz Bashiri; Manera, Matteo - In: Energy economics 59 (2016), pp. 11-23

Persistent link: https://www.econbiz.de/10011699432