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Does Bitcoin hedge commodity uncertainty?

Hoang, Khanh; Nguyen, Cuong; Poch, Kongchheng; Nguyen, … - In: Journal of risk and financial management : JRFM 13 (2020) 6/119, pp. 1-14

This paper examines the connectedness between Bitcoin and commodity volatilities, including oil, wheat, and corn, during the period Oct. 2013-Jun. 2018, using time- and frequency-domain frameworks. The time-domain framework's results show that the connectedness is 23.49%, indicating a low level...

Persistent link: https://www.econbiz.de/10012305145

Commodity financialization and sector ETFs : Evidence from crude oil futures

Liu, Pan; Vedenov, Dmitrij V.; Power, Gabriel J. - In: Research in international business and finance 51 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012208332

Speculatively constrained optimal commodity policies

MacLaren, John Edward - 1997

Persistent link: https://www.econbiz.de/10000972525

Speculation, hedging and commodity price forecasts

Labys, Walter C.; Granger, C. W. J. - 1970

Persistent link: https://www.econbiz.de/10000571163

An Evidence of Speculation in Indian Commodity Markets

Varadi, Vijay Kumar - 2012

commodity markets), and financialization i.e., financial investors (portfolio investment and speculation) attitude. This paper … is an attempt to investigate for the evidence and impact of speculation on volatility of commodity prices in Indian … commodity markets. And, results exhibit that speculation has played decisive role in the commodity price bubble during the …

Persistent link: https://www.econbiz.de/10014041005

A Staggered Pricing Approach to Modeling Speculative Storage : Implications for Commodity Price Dynamics

Assa, Hirbod; Dabbous, Amal; Gospodinov, Nikolaj - 2015

This paper embeds a staggered price feature into the standard speculative storage model of Deaton and Laroque (1996). Intermediate goods inventory speculators are added as an additional source of intertemporal linkage, which helps us to replicate the stylized facts of the observed commodity...

Persistent link: https://www.econbiz.de/10014048922

An Update on Speculation and Financialization in Commodity Markets

Boyd, Naomi E.; Harris, Jeffrey H.; Li, Bingxin - 2021

This paper reviews the more recent literature addressing different facets of speculation in commodity markets …, including the role of speculators and the impact that financialization in recent years. While speculation and financialization …

Persistent link: https://www.econbiz.de/10013240211

Futures Price Volatility in Commodities Markets : The Role of Short Term vs Long Term Speculation

Manera, Matteo - 2013

This paper evaluates how different types of speculation affect the volatility of commodities' futures prices. We adopt … four indexes of speculation: Working's T, the market share of non-commercial traders, the percentage of net long … speculators over total open interest in future markets, which proxy for long term speculation, and scalping, which proxies for …

Persistent link: https://www.econbiz.de/10013081164

Speculation, hedging and commodity price forecasts

Labys, Walter C.; Granger, C. W. J. - 1970 - 2. print.

Persistent link: https://www.econbiz.de/10014416600

Long-short speculator sentiment in agricultural commodity markets

Borgards, Oliver; Czudaj, Robert - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3511-3528

Persistent link: https://www.econbiz.de/10014429137