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Price discovery and volatility spillover in spot and futures markets : evidences from steel-related commodities in China
Kim, Kyoungsu; Lim, Seok - In: Applied economics letters 26 (2019) 5, pp. 351-357
Persistent link: https://www.econbiz.de/10012204211
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Volatility spillovers in commodity markets
Chevallier, Julien; Ielpo, Florian - In: Applied economics letters 20 (2013) 13/15, pp. 1211-1227
Persistent link: https://www.econbiz.de/10010198563
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Understanding momentum in commodity markets
Chevallier, Julien; Gatumel, Mathieu; Ielpo, Florian - In: Applied economics letters 20 (2013) 13/15, pp. 1383-1402
Persistent link: https://www.econbiz.de/10010203400
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Wars, cartels and COVID-19 : regime switching in commodity prices
Caputo, Rodrigo; Ordóñez, Félix - In: Applied economics letters 31 (2024) 4, pp. 338-345
Persistent link: https://www.econbiz.de/10014468840
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Commodity futures price volatility, convenience yield and economic fundamentals
Power, Gabriel J.; Robinson, John R. C. - In: Applied economics letters 20 (2013) 10/12, pp. 1089-1095
Persistent link: https://www.econbiz.de/10010197057
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Macroeconomic uncertainty : does it matter for commodity prices?
Yin, Libo; Han, Liyan - In: Applied economics letters 21 (2014) 10/12, pp. 711-716
Persistent link: https://www.econbiz.de/10010416340
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Price volatility and price transmission in perishable commodity markets : evidence from Chinese lychee markets
Zheng, Xuyun; Pan, Zheng; Zhuang, Lijuan - In: Applied economics letters 27 (2020) 9, pp. 748-752
Persistent link: https://www.econbiz.de/10012205818
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Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment
Choi, Kyongwook; Hammoudeh, Shawkat - In: Energy policy 38 (2010) 8, pp. 4388-4399
Persistent link: https://www.econbiz.de/10008655098
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Butter mountains, milk lakes and optimal price limiters
Corron, Ned; He, Xue-zhong; Westerhoff, Frank H. - In: Applied economics letters 14 (2007) 13/15, pp. 1131-1136
Persistent link: https://www.econbiz.de/10003606918
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Correlation evidence in the dynamics of agricultural commodity prices
Boroumand, Raphaël Homayoun; Goutte, Stephane; … - In: Applied economics letters 21 (2014) 16/18, pp. 1238-1242
Persistent link: https://www.econbiz.de/10010465638