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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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Can oil prices forecast exchange rates? : an empirical analysis of the relationship between commodity prices and exchange rates
Ferraro, Domenico; Rogoff, Kenneth S.; Rossi, Barbara - In: Journal of international money and finance 54 (2015), pp. 116-141
Persistent link: https://www.econbiz.de/10011476084
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Understanding international commodity price fluctuations
Arezki, Rabah; Loungani, Prakash; Ploeg, Frederick van der - In: Journal of international money and finance 42 (2014), pp. 1-8
Persistent link: https://www.econbiz.de/10010371843
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Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons
Issler, João Victor; Rodrigues, Claudia; Burjack, Rafael - In: Journal of international money and finance 42 (2014), pp. 310-335
Persistent link: https://www.econbiz.de/10010372650
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A factor model for co-movements of commodity prices
West, Kenneth D.; Wong, Ka-fu - In: Journal of international money and finance 42 (2014), pp. 289-309
Persistent link: https://www.econbiz.de/10010372655
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Forecasting oil price realized volatility using information channels from other asset classes
Degiannakis, Stavros; Filis, George - In: Journal of international money and finance 76 (2017), pp. 28-49
Persistent link: https://www.econbiz.de/10011788055