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The role of market expectations in commodity price dynamics : evidence from oil data
Jin, Xin - In: Journal of international money and finance 90 (2019), pp. 1-18
Persistent link: https://www.econbiz.de/10012132906
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Price discovery in commodity futures and cash markets with heterogeneous agents
Van Huellen, Sophie - In: Journal of international money and finance 95 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012135182
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Analyzing the impacts of foreign exchange and oil price on biofuel commodity futures
Chiang, Shu-Mei; Chen, Chun-Da; Huang, Chien-Ming - In: Journal of international money and finance 96 (2019), pp. 37-48
Persistent link: https://www.econbiz.de/10012139604
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Volatility risk premia and future commodity returns
Ornelas, José Renato Haas; Mauad, Roberto Baltieri - In: Journal of international money and finance 96 (2019), pp. 341-360
Persistent link: https://www.econbiz.de/10012139839
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The relationship between fuel and food prices : methods, outcomes, and lessons for commodity price risk management
Janda, Karel; Krištoufek, Ladislav - 2019
Persistent link: https://www.econbiz.de/10012223736
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Price discovery in agricultural commodity markets : do speculators contribute?
Bohl, Martin T.; Siklos, Pierre L.; Stefan, Martin; … - 2019
Persistent link: https://www.econbiz.de/10012223987
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The economic drivers of commodity market volatility
Prokopczuk, Marcel; Stancu, Andrei; Symeonidis, Lazaros - In: Journal of international money and finance 98 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012140078
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Effects of speculation and interest rates in a “carry trade” model of commodity prices
Frankel, Jeffrey A. - In: Journal of international money and finance 42 (2014), pp. 88-112
Persistent link: https://www.econbiz.de/10010371827
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Speculators, commodities and cross-market linkages
Buyuksahin, Bahattin; Robe, Michel A. - In: Journal of international money and finance 42 (2014), pp. 38-70
Persistent link: https://www.econbiz.de/10010371838
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From low to high inflation : implications for emerging market and developing economies
Ha, Jongrim; Kose, M. Ayhan; Ohnsorge, Franziska - 2022
Persistent link: https://www.econbiz.de/10013184292