Similar Search Results

Oil and non-energy commodity markets : an empirical analysis of volatility spillovers and hedging effectiveness

Dutta, Anupam; Noor, Md Hasib - In: Cogent economics & finance 5 (2017) 1, pp. 1-15

markets, very little is known about the volatility transmission between these two markets. The present study aims to conceal … this gap by investigating the volatility cross effects between oil and three different non-energy commodity markets. Using … the bivariate VAR-GARCH models, we do not find any evidence of volatility linkage between oil and agricultural product …

Persistent link: https://www.econbiz.de/10011881040

Volatility in agricultural commodity and oil markets during times of crises

Morales, Lucia; Andréosso-O'Callaghan, Bernadette - In: Economics, management and financial markets 12 (2017) 4, pp. 59-82

Persistent link: https://www.econbiz.de/10011891529

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

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

The interplay between oil and food commodity prices : has it changed over time?

Peersman, Gert; Rüth, Sebastian; Van der Veken, Wouter - In: Journal of international economics 133 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013546183

Wars, cartels and COVID-19 : regime switching in commodity prices

Caputo, Rodrigo; Ordóñez, Félix - In: Applied economics letters 31 (2024) 4, pp. 338-345

Persistent link: https://www.econbiz.de/10014468840

The dynamics of commodity spot and futures markets : a primer

Pindyck, Robert S. - In: The energy journal 22 (2001) 3, pp. 1-29

Persistent link: https://www.econbiz.de/10001594337

Language sentiment in fundamental and noise trading : evidence from crude oil

Alfano, Simon; Feuerriegel, Stefan; Neumann, Dirk - In: Applied economics 52 (2020) 49, pp. 5343-5363

Persistent link: https://www.econbiz.de/10012307686

Does the impact of exchange-traded funds flows on commodities prices involve stockpiling as a signature? : an empirical investigation

Ohana, Steve; Huang, Xiaoying - In: The journal of energy markets 11 (2018) 2, pp. 37-60

Persistent link: https://www.econbiz.de/10011999489

Hedging China's energy oil market risks

Lau, Chi Keung; Su, Yongyang; Tan, Na; Zhang, Zhe - In: Eurasian economic review : a journal in applied … 4 (2014) 1, pp. 99-112

Persistent link: https://www.econbiz.de/10010512213