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Commodity volatility breaks
Vivian, Andrew; Wohar, Mark E. - In: Journal of international financial markets, … 22 (2012) 2, pp. 395-422
Persistent link: https://www.econbiz.de/10009581694
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Commodity market based hedging against stock market risk in times of financial crisis : the case of crude oil and gold
Junttila, Juha; Pesonen, Juho; Raatikainen, Juhani - In: Journal of international financial markets, … 56 (2018), pp. 255-280
Persistent link: https://www.econbiz.de/10011984168
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Risk spillovers and hedging effectiveness between major commodities, and Islamic and conventional GCC banks
Mensi, Walid; Hammoudeh, Shawkat; Al-Jarrah, Idries … - In: Journal of international financial markets, … 60 (2019), pp. 68-88
Persistent link: https://www.econbiz.de/10012127964
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Volatility of commodity futures prices and market-implied inflation expectations
Orłowski, Lucjan T. - In: Journal of international financial markets, … 51 (2017), pp. 133-141
Persistent link: https://www.econbiz.de/10011896296
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Volatility forecasting of non-ferrous metal futures : covariances, covariates or combinations?
Lyócsa, Štefan; Molnár, Peter; Todorova, Neda - In: Journal of international financial markets, … 51 (2017), pp. 228-247
Persistent link: https://www.econbiz.de/10011896310
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Cross-market linkages between US and Japanese precious metals futures trading
Xu, Xiaoqing Eleanor; Fung, Hung-gay - In: Journal of international financial markets, … 15 (2005) 2, pp. 107-124
Persistent link: https://www.econbiz.de/10002739130
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Realized correlations, betas and volatility spillover in the agricultural commodity market : what has changed?
Bonato, Matteo - In: Journal of international financial markets, … 62 (2019), pp. 184-202
Persistent link: https://www.econbiz.de/10012262524
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Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets
Dai, Yun-Shi; Dai, Peng-Fei; Zhou, Wei-Xing - In: Journal of international financial markets, … 88 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014482970