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Permanent and transitory price shocks in commodity futures markets and their relation to speculation
Haase, Marco; Seiler Zimmermann, Yvonne; Zimmermann, Heinz - In: Empirical economics : a journal of the Institute for … 56 (2019) 4, pp. 1359-1382
Persistent link: https://www.econbiz.de/10012052196
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Do hedging and speculative pressures drive commodity prices, or the other way round?
Lehecka, Georg V. - In: Empirical economics : a journal of the Institute for … 49 (2015) 2, pp. 575-603
Persistent link: https://www.econbiz.de/10011333378
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Co-movements in commodity markets andimplications in diversification benefits
Cai, Xiao Jing; Fang, Zheng; Youngho, Chang; Tian, Shuairu - In: Empirical economics : a journal of the Institute for … 58 (2020) 2, pp. 393-425
Persistent link: https://www.econbiz.de/10012219019
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What color are commodity prices? : A fractal analysis
Cromwell, Jeff B.; Labys, Walter C.; Kouassi, Eugène - In: Empirical economics : a journal of the Institute for … 25 (2000) 4, pp. 563-580
Persistent link: https://www.econbiz.de/10001541671
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Effects of the agricultural commodity and the food price volatility on economic integration : an empirical assessment
Gozgor, Giray - In: Empirical economics : a journal of the Institute for … 56 (2019) 1, pp. 173-202
Persistent link: https://www.econbiz.de/10012040739
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Assessing the role of futures position substitutability in a monthly model of factor demand for softwood lumber
Babula, Ronald Alexander; Zhang, Daowei - In: Empirical economics : a journal of the Institute for … 56 (2019) 3, pp. 1097-1116
Persistent link: https://www.econbiz.de/10012041698
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Time-varying diversification benefits of commodity futures
Demiralay, Sercan; Bayraci, Selcuk; Gaye Gencer, H. - In: Empirical economics : a journal of the Institute for … 56 (2019) 6, pp. 1823-1853
Persistent link: https://www.econbiz.de/10012052224
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Intraday price information flows between the CSI300 and futures market : an application of wavelet analysis
Xu, Xiaojie - In: Empirical economics : a journal of the Institute for … 54 (2018) 3, pp. 1267-1295
Persistent link: https://www.econbiz.de/10011949520
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Forecasting the volatility of crude oil futures using high-frequency data : further evidence
Ma, Feng; Wei, Yu; Chen, Wang; He, Feng - In: Empirical economics : a journal of the Institute for … 55 (2018) 2, pp. 653-678
Persistent link: https://www.econbiz.de/10011949867
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Cointegration and price discovery in US corn cash and futures markets
Xu, Xiaojie - In: Empirical economics : a journal of the Institute for … 55 (2018) 4, pp. 1889-1923
Persistent link: https://www.econbiz.de/10011950344