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Volatility risk premia and future commodity returns

Ornelas, José Renato Haas; Mauad, Roberto Baltieri - In: Journal of international money and finance 96 (2019), pp. 341-360

Persistent link: https://www.econbiz.de/10012139839

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

Inflation hedging with commodities : a wavelet analysis of seven centuries worth of data

Zaremba, Adam; Umar, Zaghum; Mikutowski, Mateusz - In: Economics letters 181 (2019), pp. 90-94

Persistent link: https://www.econbiz.de/10012121850

Commodity returns and their volatility in relation to speculation : a consistent empirical approach

Haase, Marco; Seiler Zimmermann, Yvonne; Zimmermann, Heinz - In: The journal of alternative investments 20 (2017) 2, pp. 76-91

Persistent link: https://www.econbiz.de/10011759945

Volatility risk premia and future commodities returns

Ornelas, José Renato Haas; Mauad, Roberto Baltieri - 2017 - Revised July 2017

Persistent link: https://www.econbiz.de/10011752576

Financialization and commodity market stability

Żelazny, Jan - In: E-Finanse : finansowy kwartalnik internetowy 12 (2016) 4, pp. 33-42

Stability in supply of commodities is essential for manufacturing and doing business. This fact is unchangeable despite the passage of time and only the ways of trading of commodities differ. Especially in recent decades, the global economy has changed significantly and one of the major factors...

Persistent link: https://www.econbiz.de/10011617049