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Global oil shocks and China's commodity markets : the role of OVX

Jin, Xuejun; Zhu, Fangfei - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 3, pp. 914-929

Persistent link: https://www.econbiz.de/10012483269

Does Bitcoin hedge crude oil implied volatility and structural shocks? : a comparison with gold, commodity and the US Dollar

Das, Debojyoti; Le Roux, Corlise L.; Jana, R. K.; … - In: Finance research letters 36 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012483345

Commodities returns' volatility in financialization era

Handika, Rangga; Putra, Iswahyudi Sondi - In: Studies in economics and finance 34 (2017) 3, pp. 344-362

Persistent link: https://www.econbiz.de/10011961063

Volatility spillovers arising from the financialization of commodities

Chan, Wing Hong; Shelton, Bryce; Wu, Yan Wendy - In: Journal of risk and financial management : JRFM 11 (2018) 4, pp. 1-12

(ETFs), amplified the volatility transmission channel introduced by financialization. This paper focuses on the volatility … an impact on the volatility of commodity prices, predominantly for non-energy commodities. However, the impact on … volatility is not symmetric across all commodities. The analysis of index investment and investors’ positions in futures markets …

Persistent link: https://www.econbiz.de/10011961264