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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
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Commodity-price volatility and macroeconomic spillovers : evidence from nine emerging markets
Hegerty, Scott W. - In: The North American journal of economics and finance : a … 35 (2016), pp. 23-37
Persistent link: https://www.econbiz.de/10011672281
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The "Sell in May" effect : a review and new empirical evidence
Degenhardt, Thomas; Auer, Benjamin R. - In: The North American journal of economics and finance : a … 43 (2018), pp. 169-205
Persistent link: https://www.econbiz.de/10012036281
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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
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How far do shocks move across borders? : Examining volatility transmission in major agricultural futures markets
Hernandez, Manuel A.; Ibarra, Raul; Trupkin, Danilo R. - In: European review of agricultural economics : ERAE 41 (2014) 2, pp. 301-325
Persistent link: https://www.econbiz.de/10010426621
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Assessing risk contagion among the Brent crude oil market, London gold market and stock markets : Evidence based on a new wavelet decomposition approach
Lin, Ling; Kuang, Yuanpei; Jiang, Yong; Su, Xianfang - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-26
Persistent link: https://www.econbiz.de/10012203817
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The effects of dollar/sterling exchange rate volatility on futures markets for coffee and cocoa
Jumah, Adusei; Kunst, Robert M. - In: European review of agricultural economics : ERAE 28 (2001) 3, pp. 307-328
Persistent link: https://www.econbiz.de/10001613439
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Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin; McAleer, Michael; Roengchai Tansuchat - In: The North American journal of economics and finance : a … 25 (2013), pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
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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
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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