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Financial crises and the nature of correlation between commodity and stock markets

Öztek, Mehmet Fatih; Öcal, Nadir - In: International review of economics & finance : IREF 48 (2017), pp. 56-68

Persistent link: https://www.econbiz.de/10011747083

The information content of a nonlinear macro-finance model for commodity prices

Khan, Saqib; Khokher, Zeigham; Simin, Timothy T. - In: The review of financial studies 30 (2017) 8, pp. 2818-2850

Persistent link: https://www.econbiz.de/10011755633

Are commodity futures prices barometers of the global economy?

Hu, Conghui; Xiong, Wei - In: After the flood : how the Great Recession changed …, (pp. 209-242). 2017

Persistent link: https://www.econbiz.de/10011706652

Crude oil and agricultural futures : an analysis of correlation dynamics

Silvennoinen, Annastiina; Thorp, Susan - 2015

Persistent link: https://www.econbiz.de/10011777147

Futures contract implementation and the impact on commodity spot price volatility : evidence from Latin America

Zavaleta-Vázquez, Osmar H.; Arenas, Laura - In: International journal of bonds and derivatives 2 (2016) 3, pp. 249-266

Persistent link: https://www.econbiz.de/10011742334

Introducing distances between commodity markets : the case of the US and UK natural gas

Geman, Hélyette; Liu, Bo - In: Advanced modelling in mathematical finance : in honour …, (pp. 93-105). 2016

Persistent link: https://www.econbiz.de/10011800340

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

Oil and non-energy commodity markets : an empirical analysis of volatility spillovers and hedging effectiveness

Dutta, Anupam; Noor, Md Hasib - In: Cogent economics & finance 5 (2017) 1, pp. 1-15

Although a large number of empirical papers have examined the price spillover in global oil and non-energy commodity markets, very little is known about the volatility transmission between these two markets. The present study aims to conceal this gap by investigating the volatility cross effects...

Persistent link: https://www.econbiz.de/10011881040

Volatility in agricultural commodity and oil markets during times of crises

Morales, Lucia; Andréosso-O'Callaghan, Bernadette - In: Economics, management and financial markets 12 (2017) 4, pp. 59-82

Persistent link: https://www.econbiz.de/10011891529

Interest rates and the volatility and correlation of commodity prices

Gruber, Joseph W.; Vigfusson, Robert J. - In: Macroeconomic dynamics 22 (2018) 3, pp. 600-619

Persistent link: https://www.econbiz.de/10011916666