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Common dynamics of nonenergy commodity prices and their relation to uncertainty
Poncela, Pilar; Senra, Eva; Sierra, Lya Paola - In: Applied economics 46 (2014) 28/30, pp. 3724-3735
Persistent link: https://www.econbiz.de/10010419943
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Effects of mineral-commodity price shocks on monetary policy in developed countries
Sekine, Atsushi - In: Applied economics 47 (2015) 31/33, pp. 3332-3346
Persistent link: https://www.econbiz.de/10011293558
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Precious metals, oil and the exchange rate : contemporaneous spillovers
Fernandez-Perez, Adrian; Frijns, Bart; Tourani Rad, Alireza - In: Applied economics 49 (2017) 38, pp. 3863-3879
Persistent link: https://www.econbiz.de/10011819949
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Commodity prices : how important are real and nominal shocks?
Bloch, Harry; Fraser, Patricia; McDonald, Garry A. - In: Applied economics 44 (2012) 16/18, pp. 2347-2357
Persistent link: https://www.econbiz.de/10009572733
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Commodity prices and inflation : an application of structural VAR
Shahrazi, Mahdi; Ghaderi, Saman; Sanginabadi, Bahram - In: Applied economics 55 (2023) 27, pp. 3110-3120
Persistent link: https://www.econbiz.de/10014299135
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Uncertainty diffusion across commodity markets
Cadoret, Isabelle; Minlend, Jacques; Razafindrabe, Tovonony - In: Applied economics 55 (2023) 38, pp. 4377-4401
Persistent link: https://www.econbiz.de/10014301245
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Estimating multi-period value at risk of oil futures prices
Zhou, Chunyang; Qin, Xiao; Diao, Xundi; He, Yingchen - In: Applied economics 48 (2016) 31/33, pp. 2994-3004
Persistent link: https://www.econbiz.de/10011615344
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Testing for weak-form efficiency of crude palm oil spot and future markets : new evidence from a GARCH unit root test with multiple structural breaks
Hooi Hooi Lean; Smyth, Russell - In: Applied economics 47 (2015) 16/18, pp. 1710-1721
Persistent link: https://www.econbiz.de/10010511983
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Forecasting realized volatility of crude oil futures with equity market uncertainty
Wen, Fenghua; Zhao, Yupei; Zhang, Minzhi; Hu, Chunyang - In: Applied economics 51 (2019) 59, pp. 6411-6427
Persistent link: https://www.econbiz.de/10012197349
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Dynamics of volatility transmission between the U.S. and the Chinese agricultural futures markets
Jiang, Huayun; Todorova, Neda; Roca, Eduardo; Su, Jen-je - In: Applied economics 49 (2017) 34/36, pp. 3435-3452
Persistent link: https://www.econbiz.de/10011774968