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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
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How far do shocks move across borders? : Examining volatility transmission in major agricultural futures markets
Hernandez, Manuel A.; Ibarra, Raul; Trupkin, Danilo R. - In: European review of agricultural economics : ERAE 41 (2014) 2, pp. 301-325
Persistent link: https://www.econbiz.de/10010426621
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Sentiment-prone investors and volatility dynamics between spot and futures markets
Corredor, Pilar; Ferrer, Elena; Santamaría Aquilué, Rafael - In: International review of economics & finance : IREF 35 (2015), pp. 180-196
Persistent link: https://www.econbiz.de/10011333698
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Internet, noise trading and commodity futures prices
Peri, Massimo; Vandone, Daniela; Baldi, Lucia - In: International review of economics & finance : IREF 33 (2014), pp. 82-89
Persistent link: https://www.econbiz.de/10010531284
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Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano; Chang, Chia-Lin; McAleer, Michael - In: International review of economics & finance : IREF 59 (2019), pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
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Volatility forecasting of crude oil market : can the regime switching GARCH model beat the single-regime GARCH models?
Zhang, Yue-jun; Yao, Ting; He, Ling-yun; Ripple, Ronald D. - In: International review of economics & finance : IREF 59 (2019), pp. 302-317
Persistent link: https://www.econbiz.de/10012202881
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The time-varying spillover effect between WTI crude oil futures returns and hedge funds
Zhang, Yue-jun; Wu, Yao-Bin - In: International review of economics & finance : IREF 61 (2019), pp. 156-169
Persistent link: https://www.econbiz.de/10012205400
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The effects of dollar/sterling exchange rate volatility on futures markets for coffee and cocoa
Jumah, Adusei; Kunst, Robert M. - In: European review of agricultural economics : ERAE 28 (2001) 3, pp. 307-328
Persistent link: https://www.econbiz.de/10001613439
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Forecasting oil price volatility using high-frequency data : new evidence
Chen, Wang; Ma, Feng; Wei, Yu; Liu, Jing - In: International review of economics & finance : IREF 66 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012390514
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The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang; Lee, Chingnun - In: International review of economics & finance : IREF 69 (2020), pp. 374-388
Persistent link: https://www.econbiz.de/10012486979