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Volatility forecasting in commodity markets using macro uncertainty

Bakas, Dimitrios; Triantafyllou, Athanasios - In: Energy economics 81 (2019), pp. 79-94

Persistent link: https://www.econbiz.de/10012172661

Commodity price uncertainty as a leading indicator of economic activity

Triantafyllou, Athanasios; Bakas, Dimitrios; … - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 4194-4219

Persistent link: https://www.econbiz.de/10014429302

The impact of uncertainty shocks on the volatility of commodity prices

Bakas, Dimitrios; Triantafyllou, Athanasios - In: Journal of international money and finance 87 (2018), pp. 96-111

Persistent link: https://www.econbiz.de/10012000843

Commodity price uncertainty and international trade

Bakas, Dimitrios; Konstantakopoulou, Ioanna; … - In: European review of agricultural economics 50 (2023) 4, pp. 1453-1481

Persistent link: https://www.econbiz.de/10014331349

Commodity price uncertainty comovement: Does it matter for global economic growth?

Ferrara, Laurent; Karadimitropoulou, Aikaterini; … - 2022

Persistent link: https://www.econbiz.de/10012878891

Commodity price volatility and the economic uncertainty of pandemics

Bakas, Dimitrios; Triantafyllou, Athanasios - 2020

Persistent link: https://www.econbiz.de/10012317453

Commodity price volatility and the economic uncertainty of pandemics

Bakas, Dimitrios; Triantafyllou, Athanasios - In: Economics letters 193 (2020), pp. 1-5

Persistent link: https://www.econbiz.de/10012509081

Commodity Price Volatility and the Economic Uncertainty of Pandemics

Bakas, Dimitrios - 2020

In this paper, we empirically investigate the impact of pandemics on commodity price volatility. In specific,we explore the impact of economic uncertainty related to global pandemics on the volatility of the S&P GSCI commodity index as well as on the sub-indexes of crude oil and gold. The...

Persistent link: https://www.econbiz.de/10012836326

Commodity currencies revisited: the role of global commodity price uncertainty

Bermpei, Theodora; Ferrara, Laurent; Karadimitropoulou, … - 2022

Persistent link: https://www.econbiz.de/10013466120

Volatility forecasting and time-varying variance risk premiums in grains commodity markets

Triantafyllou, Athanasios; Dotsis, George; Sarris, … - In: Journal of agricultural economics 66 (2015) 2, pp. 329-357

Persistent link: https://www.econbiz.de/10011299547