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Risk transmission between green markets and commodities

Naeem, Muhammad Abubakr; Sitara Karim; Jamasb, Tooraj; … - 2022

Persistent link: https://www.econbiz.de/10013173335

Volatility transmission and market connectivity of metals and energy commodities : insights from the spillover index

Tessmann, Mathias; Gutiérrez, Carlos Enrique Carrasco; … - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 3, pp. 609-618

Persistent link: https://www.econbiz.de/10014533484

Volatility transmissions between commodity futures contracts in short, medium and long term

Tessmann, Mathias Schneid; Ely, Regis Augusto; Canever, … - In: International Journal of Financial Markets and … 8 (2021) 1, pp. 79-99

Persistent link: https://www.econbiz.de/10012510336

Financialisation of agricultural commodity and its trading during COVID-19 pandemic

Mahalakshmi S.; Thiyagarajan, S.; Naresh G. - In: International journal of electronic finance : IJEF 10 (2021) 4, pp. 260-269

Persistent link: https://www.econbiz.de/10012798961

Understanding momentum in commodity markets

Chevallier, Julien; Gatumel, Mathieu; Ielpo, Florian - In: Applied economics letters 20 (2013) 13/15, pp. 1383-1402

Persistent link: https://www.econbiz.de/10010203400

How is volatility in commodity markets linked to oil price shocks?

Ahmadi, Maryam; Behmiri, Niaz Bashiri; Manera, Matteo - 2015

This study investigates the effects of oil price shocks on volatility of selected agricultural and metal commodities … functions, the response of volatility of each commodity to an oil price shock differs significantly depending on the underlying … power of oil shocks becomes stronger after the crisis. The different responses of commodities are described in detail by …

Persistent link: https://www.econbiz.de/10011438674

Variance risk in commodity markets

Prokopczuk, Marcel; Symeonidis, Lazaros; Wese Simen, Chardin - In: Journal of banking & finance 81 (2017), pp. 136-149

Persistent link: https://www.econbiz.de/10011816431

The economic drivers of commodity market volatility

Prokopczuk, Marcel; Stancu, Andrei; Symeonidis, Lazaros - In: Journal of international money and finance 98 (2019), pp. 1-13

Persistent link: https://www.econbiz.de/10012140078

Macroeconomic factors in oil futures markets

Heath, Davidson - In: Management science : journal of the Institute for … 65 (2019) 9, pp. 4407-4421

Persistent link: https://www.econbiz.de/10012118578

The pricing of variance risks in agricultural futures markets : do jumps matter?

He, Xinyue; Bian, Siyu; Serra, Teresa - In: European review of agricultural economics 50 (2023) 4, pp. 1428-1452

Persistent link: https://www.econbiz.de/10014331348

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