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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

Volatility contagion and connectedness between WTI and commodity markets

Boroumand, Raphaël Homayoun; Porcher, Thomas - In: Finance research letters 58 (2023) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10014582223

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

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

Returns in Commodities Futures Markets and Financial Speculation : A Multivariate GARCH Approach

Manera, Matteo - 2013

This paper analyses futures prices for four energy commodities (light sweet crude oil, heating oil, gasoline and natural gas) and five agricultural commodities (corn, oats, soybean oil, soybeans and wheat), over the period 1986-2010. Using CCC and DCC multivariate GARCH models, we find that...

Persistent link: https://www.econbiz.de/10013091156