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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

The stochastic behavior of commodity prices : implications for valuation and hedging

Schwartz, Eduardo S. - In: The journal of finance : the journal of the American … 52 (1997) 3, pp. 923-973

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

Fernandez, Jose M. - 2015

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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

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A dynamic model of hedging and speculation in the commodity futures markets

Cifarelli, Giulio; Paladino, Giovanna - In: Journal of financial markets 25 (2015), pp. 1-15

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Heavy metals : might as well jump

Wilmot, Neil A. - In: International Journal of Financial Studies : open … 7 (2019) 2/33, pp. 1-14

Financial times series, and commodity prices in particular, are known to exhibit fat tails in the distribution of prices. As with many natural resources price series, the arrival of new information can lead to unexpectedly rapid changes-or jump-in prices. This suggests that natural resource...

Persistent link: https://www.econbiz.de/10012038566