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Can Gaussian factor models of commodity prices capture the financialization phenomenon?
Aiube, Fernando Antônio Lucena; Faquieri, Winicius Botelho - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-10
Persistent link: https://www.econbiz.de/10012203674
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The "Sell in May" effect : a review and new empirical evidence
Degenhardt, Thomas; Auer, Benjamin R. - In: The North American journal of economics and finance : a … 43 (2018), pp. 169-205
Persistent link: https://www.econbiz.de/10012036281
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Picking winners to pick your winners : The momentum effect in commodity risk factors
Zaremba, Adam; Mikutowski, Mateusz; Karathanasopoulos, … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012203145
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Assessing risk contagion among the Brent crude oil market, London gold market and stock markets : Evidence based on a new wavelet decomposition approach
Lin, Ling; Kuang, Yuanpei; Jiang, Yong; Su, Xianfang - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-26
Persistent link: https://www.econbiz.de/10012203817
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Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin; McAleer, Michael; Roengchai Tansuchat - In: The North American journal of economics and finance : a … 25 (2013), pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
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Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations
Hammoudeh, Shawkat; Li, Huimin; Jeon, Bang-nam - In: The North American journal of economics and finance : a … 14 (2003) 1, pp. 89-114
Persistent link: https://www.econbiz.de/10001763330
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What do movements in financial traders' net long positions reveal about aggregate stock returns?
Dunbar, Kwamie; Jiang, Jing - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012659089
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Excess co-movement of agricultural futures prices : perspective from contagious investor sentiment
Zhou, Liyun; Huang, Jialiang - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012665101
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Forecasting oil futures market volatility in a financialized world : why speculative activities matter
Chan, Kam C.; Chan, Leo H.; Nguyen, Chi M. - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012667181
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Dynamic spillover and connectedness between oil futures and European bonds
Mensi, Walid; Al-Yahyaee, Khamis Hamed; Xuan Vinh Vo; … - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012822033