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The effects of economic news on commodity prices
Roache, Shaun K. - In: The quarterly review of economics and finance : journal … 50 (2010) 3, pp. 377-385
Persistent link: https://www.econbiz.de/10009247695
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Commodity futures prices : more evidence on forecast power, risk premia and the theory of storage
Brooks, Chris; Prokopczuk, Marcel; Wu, Yingying - In: The quarterly review of economics and finance : journal … 53 (2013) 1, pp. 73-85
Persistent link: https://www.econbiz.de/10009721369
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Time-varying monetary policy shocks and the dynamics of Chinese commodity prices
Lyu, Yongjian; Yi, Heling; Cao, Jin; Yang, Mo - In: Pacific-Basin finance journal 75 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013552469
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Risk contributions of trading and non-trading hours : evidence from Chinese commodity futures markets
Liu, Qingfu; An, Yunbi - In: Pacific-Basin finance journal 30 (2014), pp. 17-29
Persistent link: https://www.econbiz.de/10010495690
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Asymmetric information and volatility forecasting in commodity futures markets
Liu, Qingfu; Wong, Ieokhou; An, Yunbi; Zhang, Jinqing - In: Pacific-Basin finance journal 26 (2014), pp. 79-97
Persistent link: https://www.econbiz.de/10010498758
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Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures
Gong, Xiao-Li; Liu, Xi-Hua; Xiong, Xiong - In: Pacific-Basin finance journal 55 (2019), pp. 95-109
Persistent link: https://www.econbiz.de/10012169513
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Energy, precious metals, and GCC stock markets : is there any risk spillover?
Al-Yahyaee, Khamis Hamed; Mensi, Walid; Sensoy, Ahmet; … - In: Pacific-Basin finance journal 56 (2019), pp. 45-70
Persistent link: https://www.econbiz.de/10012169554
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Hedging, speculation, and risk management effect of commodity futures : Evidence from firm voluntary disclosures
Shao, Lili; Shao, Jun; Sun, Zheng; Xu, Huaxin - In: Pacific-Basin finance journal 57 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012170566
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News sentiment and jumps in energy spot and futures markets
Maslyuk-Escobedo, Svetlana; Rotaru, Kristian; … - In: Pacific-Basin finance journal 45 (2017), pp. 186-210
Persistent link: https://www.econbiz.de/10011800887
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Sheep in wolves' clothing? : Speculators and price volatility in petroleum futures
Weiner, Robert J. - In: The quarterly review of economics and finance : journal … 42 (2002) 2, pp. 391-400
Persistent link: https://www.econbiz.de/10001712155