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The skewness of commodity futures returns

Fernandez-Perez, Adrian; Frijns, Bart; Fuertes, Ana María - In: Journal of banking & finance 86 (2018), pp. 127-142

Persistent link: https://www.econbiz.de/10011962440

Commodities still in crisis?

Sapsford, David; Pfaffenzeller, Stephan; Bloch, Harry - In: Commodities, governance and economic development under …, (pp. 99-115). 2010

Persistent link: https://www.econbiz.de/10003956248

Is Idiosyncratic Volatility Priced in Commodity Futures Markets?

Fernandez-Perez, Adrian - 2019

This article investigates the relationship between expected returns and past idiosyncratic volatility in commodity futures markets. Measuring the idiosyncratic volatility of 27 commodity futures contracts with traditional pricing models that fail to account for backwardation and contango leads...

Persistent link: https://www.econbiz.de/10012905579

Some estimates of Prebisch and Singer effects on the terms of trade between primary producers and manufacturers

Bloch, Harry - In: World development : the multi-disciplinary … 25 (1997) 11, pp. 1873-1884

Persistent link: https://www.econbiz.de/10001337134

Precious metals, oil and the exchange rate : contemporaneous spillovers

Fernandez-Perez, Adrian; Frijns, Bart; Tourani Rad, Alireza - In: Applied economics 49 (2017) 38, pp. 3863-3879

Persistent link: https://www.econbiz.de/10011819949

Commodity markets, long-run predictability, and intertemporal pricing

Fernandez-Perez, Adrian; Fuertes, Ana María; Miffre, … - In: Review of finance : journal of the European Finance … 21 (2017) 3, pp. 1159-1188

Persistent link: https://www.econbiz.de/10011803799

The impact of primary commodity prices on inflation in Australia

Bloch, Harry; Sapsford, David - 2001

Persistent link: https://www.econbiz.de/10001607396

Commodity prices, wages and US inflation in the 20th century

Bloch, Harry; Dockery, Alfred Michael; Sapsford, David - 2003

Persistent link: https://www.econbiz.de/10001830185

Commodity prices, wages, and U.S. inflation in the twentieth century

Bloch, Harry; Dockery, Alfred Michael; Sapsford, David - In: Journal of post-Keynesian economics : JPKE 26 (2003) 3, pp. 523-545

Persistent link: https://www.econbiz.de/10002010756

Commodity prices and the dynamics of inflation in Australia

Bloch, Harry; Sapsford, David - In: Contemporary post Keynesian analysis, (pp. 187-204). 2004

Persistent link: https://www.econbiz.de/10002712449

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