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The role of financial investors in determining the commodity futures risk premium

Isleimeyyeh, Mohammad - In: Journal of Futures Markets 40 (2020) 9, pp. 1375-1397

Persistent link: https://www.econbiz.de/10012273024

Asymmetric cyclical connectedness on the commodity markets : further insights from bull and bear markets

Amar, Amine Ben; Goutte, Stéphane; Isleimeyyeh, Mohammad - In: The quarterly review of economics and finance : journal … 85 (2022), pp. 386-400

Persistent link: https://www.econbiz.de/10013336303

Commodity markets dynamics : what do cross-commodities over different nearest-to-maturities tell us?

Amar, Amine Ben; Goutte, Stéphane; Isleimeyyeh, Mohammad; … - In: International review of financial analysis 82 (2022), pp. 1-31

Persistent link: https://www.econbiz.de/10013426294

Financial Investors and Cross-Commodity Markets Integration

ISLEIMEYYEH, MOHAMMAD - 2022

I develop a model to investigate linkages between cross-commodity markets arising from the operation of financial investors in commodity markets, by studying the integration between hedgers and investors in different commodity markets. I find that cross-commodity correlation is a significant...

Persistent link: https://www.econbiz.de/10013492362