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Impact of speculation and economic uncertainty on commodity markets
Andreasson, Pierre; Bekiros, Stelios; Nguyen, Duc Khuong; … - In: International review of financial analysis 43 (2016), pp. 115-127
Persistent link: https://www.econbiz.de/10011623721
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Co-movement between commodity and equity markets revisited - an application of the Thick Pen method
Wadud, Sania; Gronwald, Marc; Durand, Robert B.; Lee, … - In: International review of financial analysis 87 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014456370
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Commodity prices and GDP growth
Ge, Yiqing; Tang, Ke - In: International review of financial analysis 71 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012435803
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Global financial crisis and rising connectedness in the international commodity markets
Zhang, Dayong; Broadstock, David C. - In: International review of financial analysis 68 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012301047
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Modelling time varying volatility spillovers and conditional correlations across commodity metal futures
Karanasos, Menelaos; Ali, Faek Menla; Margaronis, Zannis; … - In: International review of financial analysis 57 (2018), pp. 246-256
Persistent link: https://www.econbiz.de/10012006357
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Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries
Bouri, Elie; DeBoyrie, Maria Eugenia; Pavlova, Ivelina - In: International review of financial analysis 49 (2017), pp. 155-165
Persistent link: https://www.econbiz.de/10011741285
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Predictability and diversification benefits of investing in commodity and currency futures
Cotter, John; Eyiah-Donkor, Emmanuel; Potì, Valerio - In: International review of financial analysis 50 (2017), pp. 52-66
Persistent link: https://www.econbiz.de/10011820656
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Return spillovers between white precious metal ETFs : the role of oil, gold, and global equity
Lau, Chi Keung; Vigne, Samuel A.; Wang, Shixuan; … - In: International review of financial analysis 52 (2017), pp. 316-332
Persistent link: https://www.econbiz.de/10011868764
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Can modeling the natural gas futures market as a threshold cointegrated system improve hedging and forecasting performance?
Root, Thomas H.; Lien, Da-hsiang Donald - In: International review of financial analysis 12 (2003) 2, pp. 117-133
Persistent link: https://www.econbiz.de/10001769973
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Short-run deviations and time-varying hedge ratios : evidence from agricultural futures markets
Choudhry, Taufiq - In: International review of financial analysis 18 (2009) 1/2, pp. 58-65
Persistent link: https://www.econbiz.de/10003850310