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Oil commodity returns and macroeconomic factors : a time-varying approach

Schalck, Christophe; Chenavaz, Régis - In: Research in international business and finance 33 (2015), pp. 290-303

Persistent link: https://www.econbiz.de/10011325859

Mean and volatility transmission for commodity futures

Grieb, Terrance - In: Journal of economics and finance 39 (2015) 1, pp. 100-118

Persistent link: https://www.econbiz.de/10011326110

The role of outliers and oil price shocks on volatility of metal prices

Behmiri, Niaz Bashiri; Manera, Matteo - 2015

This study investigates the price volatility of metals, using the GARCH and GJR models. First we examine the … persistence of volatility and the leverage effect across metal markets taking into account the presence of outliers, and second we … estimate the effects of oil price shocks on the price volatility of metals, allowing for the asymmetric responses. We use daily …

Persistent link: https://www.econbiz.de/10011327443

Commodity price uncertainty in developing countries

Dehn, Jan - 2000

Persistent link: https://www.econbiz.de/10010524298

Commodity price volatility, poverty, and growth inclusiveness in Sub-Saharan African countries

Bourguignon, François - In: Commodity price volatility and inclusive growth in …, (pp. 205-222). 2012

Persistent link: https://www.econbiz.de/10009744388

Commodity price volatility : impact and policy challenges for low-income countries

Bredenkamp, Hugh; Bersch, Julia - In: Commodity price volatility and inclusive growth in …, (pp. 55-67). 2012

Persistent link: https://www.econbiz.de/10009744417

The natural resource curse : a survey of diagnoses and some prescriptions

Frankel, Jeffrey A. - In: Commodity price volatility and inclusive growth in …, (pp. 7-34). 2012

Persistent link: https://www.econbiz.de/10009744419

Policy responses to commodity price movements : 2

Gourinchas, Pierre-Olivier; Kose, M. Ayhan; Helbling, Thomas - In: IMF economic review 61 (2013) 1, pp. 1-5

Persistent link: https://www.econbiz.de/10009747794

Bubble troubles? : rational storage, mean reversion and runs in commodity prices

Bobenrieth H., Eugenio S.; Bobenrieth H., Juan R. A.; … - 2013

Persistent link: https://www.econbiz.de/10009749431

Volatility spillover between oil and agricultural commodity markets

Nazlıoğlu, Şaban; Erdem, Cumhur; Soytas, Ugur - In: Energy economics 36 (2013), pp. 658-665

Persistent link: https://www.econbiz.de/10009724616