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Marginal speculation and hedging in commodity markets

Ulusoy, Veysel; Onbirler, Özgür Ünal - In: Finance research letters 23 (2017), pp. 269-282

Persistent link: https://www.econbiz.de/10011808416

Investigating spillover effects between foreign exchange rate volatility and commodity price volatility in Uganda

Katusiime, Lorna - In: Economies : open access journal 7 (2019) 1/1, pp. 1-17

This study investigates the impact of commodity price volatility spillovers on financial sector stability. Specifically, the study investigates the spillover effects between oil and food price volatility and the volatility of a key macroeconomic indicator of importance to financial stability:...

Persistent link: https://www.econbiz.de/10012021528

Predicting volatility of the Shanghai silver futures market : what is the role of the U.S. options market?

Luo, Xingguo; Ye, Zinan - In: Finance research letters 15 (2015), pp. 68-77

Persistent link: https://www.econbiz.de/10011552969

Modeling dynamic conditional correlations in WTI oil forward and futures returns

Lanza, Alessandro; Manera, Matteo; McAleer, Michael - In: Finance research letters 3 (2006) 2, pp. 114-132

Persistent link: https://www.econbiz.de/10003333927

Global economic policy uncertainty and oil futures volatility prediction

Zhao, Ling - In: Finance research letters 54 (2023), pp. 1-6

Persistent link: https://www.econbiz.de/10014472626

Analyzing commodity futures and stock market indices : hedging strategies using asymmetric dynamic conditional correlation models

Alshammari, Saad; Obeid, Hassan - In: Finance research letters 56 (2023), pp. 1-7

Persistent link: https://www.econbiz.de/10014473654

The Chinese oil futures volatility : evidence from high-low estimator information

Huang, Xiaozhou; Wang, Yubao; Song, Juan - In: Finance research letters 56 (2023), pp. 1-4

Persistent link: https://www.econbiz.de/10014473684

Macroeconomic attention and oil futures volatility prediction

Liu, Shan; Li, Ziwei - In: Finance research letters 57 (2023), pp. 1-4

Persistent link: https://www.econbiz.de/10014505944

Modeling dynamic higher moments of crude oil futures

Huang, Zhuo; Liang, Fang; Wang, Tianyi; Li, Chao - In: Finance research letters 39 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012805140

China's crude oil futures : introduction and some stylized facts

Ji, Qiang; Zhang, Dayong - In: Finance research letters 28 (2019), pp. 376-380

Persistent link: https://www.econbiz.de/10012388348

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