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Do long-short speculators destabilize commodity futures markets?
Miffre, Joëlle; Brooks, Chris - In: International review of financial analysis 30 (2013), pp. 230-240
Persistent link: https://www.econbiz.de/10010460310
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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
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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
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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
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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
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The statistical debate on the net barter terms of trade between primary commodities and manufactures : a comment and some additional evidence
Sapsford, David - In: The economic journal : the journal of the Royal … 95 (1985), pp. 781-788
Persistent link: https://www.econbiz.de/10001036509
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The IMF, the World Bank and commodity prices : a case of shifting sands?
Sapsford, David - In: World development : the multi-disciplinary … 26 (1998) 9, pp. 1653-1660
Persistent link: https://www.econbiz.de/10001250251
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World steel production : a new monthly indicator of global real economic activity
Ravazzolo, Francesco; Vespignani, Joaquin - 2017
Persistent link: https://www.econbiz.de/10011747396
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Global commodity prices and global stock volatility shocks : effects across countries
Kang, Wensheng; Ratti, Ronald A.; Vespignani, Joaquin - 2017
Persistent link: https://www.econbiz.de/10011747776
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World steel production : a new monthly indicator of global real economic activity
Ravazzolo, Francesco; Vespignani, Joaquin - 2017
Persistent link: https://www.econbiz.de/10011710952