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Speculation in commodity futures markets, inventories and the price of crude oil

Byun, Sung Je - In: The energy journal 38 (2017) 5, pp. 93-113

Persistent link: https://www.econbiz.de/10011791800

How is volatility in commodity markets linked to oil price shocks?

Ahmadi, Maryam; Behmiri, Niaz Bashiri; Manera, Matteo - 2015

This study investigates the effects of oil price shocks on volatility of selected agricultural and metal commodities. To achieve this goal, we decompose an oil price shock to its underlying components, including macroeconomics and oil specific shocks. The applied methodology is the structural...

Persistent link: https://www.econbiz.de/10011438674

Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index

Fernandez, Jose M. - 2015

Persistent link: https://www.econbiz.de/10011409070

Financialization and commodity prices : an empirical analysis for coffee, cotton, wheat and oil

Ederer, Stefan; Heumesser, Christine; Staritz, Cornelia - In: International review of applied economics 30 (2016) 4, pp. 462-487

Persistent link: https://www.econbiz.de/10011472537

Permanent and transitory price shocks in commodity futures markets and their relation to speculation

Haase, Marco; Seiler Zimmermann, Yvonne; Zimmermann, Heinz - In: Empirical economics : a journal of the Institute for … 56 (2019) 4, pp. 1359-1382

Persistent link: https://www.econbiz.de/10012052196

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

Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index

Fernandez-Diaz, Jose M.; Morley, Bruce - In: Research in international business and finance 47 (2019), pp. 174-194

Persistent link: https://www.econbiz.de/10012135526

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

Analyzing the time-frequency lead-lag relationship between oil and agricultural commodities

Tiwari, Aviral Kumar; Khalfaoui, Rabeh; Solarin Sakiru … - In: Energy economics 76 (2018), pp. 470-494

Persistent link: https://www.econbiz.de/10011976711

Crude oil and biofuel agricultural commodity prices

Coronado, Semei; Rojas, Omar; Romero, Rafael; Serletis, … - In: Uncertainty, expectations and asset price dynamics : …, (pp. 107-123). 2018

Persistent link: https://www.econbiz.de/10012015041

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