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Gupta, Apoorv; Rajib, Prabina - In: IIMB management review 30 (2018) 4, pp. 369-384

Persistent link: https://www.econbiz.de/10012042010

Crude oil volatility transmission across food commodity markets : a multivariate BEKK-GARCH approach

Thenmozhi, M.; Maurya, Shipra - In: Journal of emerging market finance 20 (2021) 2, pp. 131-164

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Volatility contagion and connectedness between WTI and commodity markets

Boroumand, Raphaël Homayoun; Porcher, Thomas - In: Finance research letters 58 (2023) 1, pp. 1-11

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Predicting gold volatility : exploring the impact of extreme risk in the international commodity market

Tang, Yusui; Zhong, Juandan - In: Finance research letters 58 (2023) 2, pp. 1-6

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Price volatility spillovers in commodities market : an analytical study of selected commodities

Pillai, Raji; Lokanadha Reddy M - In: Finance India : the quarterly journal of Indian … 36 (2022) 3, pp. 971-982

Persistent link: https://www.econbiz.de/10013477560

Intraday liquidity in soybean complex futures markets

Boer, Thomas A. P. de; Gardebroek, Cornelis; Pennings, … - In: The journal of futures markets 42 (2022) 7, pp. 1189-1211

Persistent link: https://www.econbiz.de/10013287941

Financialization and the rise in co-movement of commodity prices

Pradhananga, Manisha - In: International review of applied economics 30 (2016) 5, pp. 547-566

Persistent link: https://www.econbiz.de/10011569282

A four-factor stochastic volatility model of commodity prices

Schöne, Max F.; Spinler, Stefan - In: Review of derivatives research 20 (2017) 2, pp. 135-165

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Distributional predictability between commodity spot and futures : evidence from nonparametric causality-in-quantiles tests

Jena, Sangram Keshari; Tiwari, Aviral Kumar; Hammoudeh, … - In: Energy economics 78 (2019), pp. 615-628

Persistent link: https://www.econbiz.de/10012160046

Maturity effect in commodity market : empirical evidences from Multi-Commodity Exchange (MCX)

Bamba, Meera; Aggarwal, Mamta; Verma, Monika - In: Thailand and the world economy 40 (2022) 1, pp. 69-87

The current paper examines the maturity effect which states that “the futures prices volatility increases as the … (energy, bullion, base metal and agriculture) of the Indian Commodity Market. This paper examines all the futures contracts … prices for the analysis. The empirical results of the relationship of maturity effect and price volatility indicate that …

Persistent link: https://www.econbiz.de/10013348969