Similar Search Results

Dynamic co-movement in major commodity markets during crisis periods : a wavelet local multiple correlation analysis

Bouri, Elie; Nekhili, Ramzi; Todorova, Neda - In: Finance research letters 55 (2023) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10014473528

Uncertainty Connectedness between Oil and Commodities

Prachi, Jain; Maitra, Debasish; Kang, Sanghoon - 2022

The study examines the uncertainty connectedness between oil and a bouquet of commodities. We construct a news-based index that measures commodity-specific uncertainty at a weekly frequency from January 2000 to May 2021. We examine the uncertainty network between oil and commodities using the...

Persistent link: https://www.econbiz.de/10013289172

Are energy markets informationally smarter than equity markets? : evidence from the COVID-19 experience

Ashok, Shruti; Corbet, Shaen; Dhingra, Deepika; … - In: Finance research letters 47 (2022) 2, pp. 1-7

Persistent link: https://www.econbiz.de/10013553772

How commodity prices respond to macroeconomic news

Ghura, Dhaneshwar - 1990

Persistent link: https://www.econbiz.de/10000131331

Commodity prices and markets : [NBER East Asia Seminar on Economics, volume 20 ; collection of papers that were presented at the 20th Annual East Asia Seminar on Economics (EASE) ;...

Itō, Takatoshi (contributor); Rose, Andrew (contributor) - 2011

Forecasting currencies with commodity prices -- Commodity prices, commodity currencies, and global economic developments / Jan J. J. Groen and Paolo A. Pesenti -- Comments: Kalok Chan, Roberto S. Mariano -- The relationship between commodity prices and currency exchange rates: evidence from the...