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Commodities: flight in precious metals

In: Intereconomics : review of European economic policy 9 (1974) 4, pp. 101

Persistent link: https://www.econbiz.de/10011587958

Commodity futures price volatility, convenience yield and economic fundamentals

Power, Gabriel J.; Robinson, John R. C. - In: Applied economics letters 20 (2013) 10/12, pp. 1089-1095

Persistent link: https://www.econbiz.de/10010197057

Volatility and depth in commodity and FX futures markets

Aidov, Alexandre; Lobanova, Olesya - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-16

Prior theory suggests a positive relation between volatility and market depth, while past empirical research finds … contrasting results. This paper examines the relation between the volatility and the limit order book depth in commodity and … negative relation between volatility and depth and suggest that the depth in the limit order book decreases as volatility …

Persistent link: https://www.econbiz.de/10012795882

Are price limits cooling off agricultural futures markets?

He, Xinyue; Serra, Teresa - In: American journal of agricultural economics 104 (2022) 5, pp. 1724-1746

Persistent link: https://www.econbiz.de/10013466145

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

Financial speculation in energy and agriculture futures markets : a multivariate GARCH approach

Manera, Matteo; Nicolini, Marcella; Vignatti, Ilaria - In: The energy journal 34 (2013) 3, pp. 55-81

Persistent link: https://www.econbiz.de/10009771887

On the volatility-volume relationship in energy futures markets using intraday data

Chevallier, Julien; Sévi, Benoît - In: Energy economics 34 (2012) 6, pp. 1896-1909

Persistent link: https://www.econbiz.de/10009688936

Volatility regimes, asymmetric basis effects and forecasting performance : an empirical investigation of the WTI crude oil futures market

Chang, Kuang-liang - In: Energy economics 34 (2012) 1, pp. 294-306

Persistent link: https://www.econbiz.de/10009618842

Volatility transmission in oil futures markets and carbon emissions futures

Tanattrin Bunnag - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 3, pp. 647-659

Persistent link: https://www.econbiz.de/10011455969

Value-at-Risk estimation of energy commodities : a long-memory GARCH-EVT approach

Youssef, Manel; Belkacem, Lotfi; Mokni, Khaled - In: Energy economics 51 (2015), pp. 99-110

Persistent link: https://www.econbiz.de/10011564809