Similar Search Results

Crude oil and agricultural futures : an analysis of correlation dynamics

Silvennoinen, Annastiina; Thorp, Susan - 2015

Persistent link: https://www.econbiz.de/10011777147

Futures contract implementation and the impact on commodity spot price volatility : evidence from Latin America

Zavaleta-Vázquez, Osmar H.; Arenas, Laura - In: International journal of bonds and derivatives 2 (2016) 3, pp. 249-266

Persistent link: https://www.econbiz.de/10011742334

Marginal speculation and hedging in commodity markets

Ulusoy, Veysel; Onbirler, Özgür Ünal - In: Finance research letters 23 (2017), pp. 269-282

Persistent link: https://www.econbiz.de/10011808416

Oil and non-energy commodity markets : an empirical analysis of volatility spillovers and hedging effectiveness

Dutta, Anupam; Noor, Md Hasib - In: Cogent economics & finance 5 (2017) 1, pp. 1-15

Although a large number of empirical papers have examined the price spillover in global oil and non-energy commodity markets, very little is known about the volatility transmission between these two markets. The present study aims to conceal this gap by investigating the volatility cross effects...

Persistent link: https://www.econbiz.de/10011881040