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Information flows between the US and China's agricultural commodity futures markets : based on VAR-BEKK-skew-t model
Chen, Qian; Weng, Xin - In: Emerging markets finance & trade : a journal of the … 54 (2018) 1/2/3, pp. 71-87
Persistent link: https://www.econbiz.de/10012122852
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Degree of integration between brent oil spot and futures markets : intraday evidence
Inci, Ahmet Can; Seyhun, H. Nejat - In: Emerging markets finance & trade : a journal of the … 54 (2018) 7/8/9, pp. 1808-1826
Persistent link: https://www.econbiz.de/10012124554
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Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity
Tian, Fengping; Yang, Ke; Chen, Langnan - In: International journal of forecasting 33 (2017) 1, pp. 132-152
Persistent link: https://www.econbiz.de/10011754691
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Effect of crude oil futures trading on spot market volatility : a panel data-based counterfactual prediction analysis
Yao, Xin; Liu, Qiang - In: Emerging markets finance & trade : a journal of the … 53 (2017) 4, pp. 918-931
Persistent link: https://www.econbiz.de/10011764621
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The reaction of coffee futures price volatility to crop reports
Silveira, Rodrigo Lanna Franco da; Mattos, Fabio; Saes, … - In: Emerging markets finance & trade : a journal of the … 53 (2017) 10/11/12, pp. 2361-2376
Persistent link: https://www.econbiz.de/10011825353
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Does knowledge of the cost of carry model improve commodity futures prices forecasting ability? : A case study using the London Metal Exchange lead contract
Heaney, Richard A. - In: International journal of forecasting 18 (2002) 1, pp. 45-65
Persistent link: https://www.econbiz.de/10001641600
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A functional time series analysis of forward curves derived from commodity futures
Horváth, Lajos; Liu, Zhenya; Rice, Gregory; Wang, Shixuan - In: International journal of forecasting 36 (2020) 2, pp. 646-665
Persistent link: https://www.econbiz.de/10012415316
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Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu; Gupta, Rangan; McAleer, Michael - In: International journal of forecasting 36 (2020) 3, pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
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Forecasting crude oil futures market returns : a principal component analysis combination approach
Zhang, Yaojie; Wang, Yudong - In: International journal of forecasting 39 (2023) 2, pp. 659-673
Persistent link: https://www.econbiz.de/10014465079
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Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie; He, Mengxi; Wang, Yudong; Liang, Chao - In: International journal of forecasting 39 (2023) 3, pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282