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Year of publication
Subject
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Rohstoffderivat 4,575 Commodity derivative 4,574 Warenbörse 1,473 Commodity exchange 1,468 Volatility 1,383 Volatilität 1,381 Welt 1,076 World 1,074 Theorie 949 Theory 949 Derivat 876 Derivative 876 Oil price 747 Ölpreis 747 Rohstoffmarkt 737 Commodity market 724 Hedging 718 Erdöl 616 Petroleum 616 Rohstoffpreis 605 Oil market 604 Ölmarkt 604 Commodity price 603 USA 596 United States 591 Estimation 509 Schätzung 508 ARCH model 484 ARCH-Modell 484 Börsenkurs 462 Share price 462 Forecasting model 433 Prognoseverfahren 433 Portfolio selection 355 Portfolio-Management 355 Speculation 323 Spekulation 319 Capital income 315 Kapitaleinkommen 315 Spot market 300
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Online availability
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Free 1,477 Undetermined 1,358 CC license 85
Type of publication
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Article 2,842 Book / Working Paper 1,879 Journal 6 Other 2
Type of publication (narrower categories)
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Article in journal 2,602 Aufsatz in Zeitschrift 2,602 Graue Literatur 512 Non-commercial literature 512 Working Paper 442 Arbeitspapier 437 Aufsatz im Buch 169 Book section 169 Hochschulschrift 99 Thesis 77 Collection of articles of several authors 26 Sammelwerk 26 Conference paper 25 Konferenzbeitrag 25 Amtsdruckschrift 24 Government document 24 Collection of articles written by one author 21 Sammlung 21 Aufsatzsammlung 18 Ratgeber 13 Guidebook 12 Lehrbuch 11 Textbook 11 Glossar enthalten 9 Glossary included 9 Handbook 8 Handbuch 8 Article 6 Konferenzschrift 6 Bibliografie enthalten 5 Bibliographie 5 Bibliography included 5 Statistics 5 Statistik 5 Interview 4 Market information 4 Marktinformation 4 Mikroform 4 Systematic review 4 research-article 4
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Language
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English 4,497 German 138 Undetermined 83 French 8 Spanish 5 Italian 4 Portuguese 4 Arabic 1
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Author
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Irwin, Scott H. 68 McAleer, Michael 56 Prokopczuk, Marcel 43 Till, Hilary 38 Pies, Ingo 36 Chang, Chia-Lin 34 Miffre, Joëlle 30 García, Philip 28 Ma, Feng 28 Sanders, Dwight R. 28 Xiong, Wei 26 Rouwenhorst, K. Geert 25 Tang, Ke 23 Hammoudeh, Shawkat 22 Manera, Matteo 22 Ji, Qiang 21 Lien, Da-hsiang Donald 20 Nguyen, Duc Khuong 20 Schwartz, Eduardo S. 20 Chevallier, Julien 19 Fernandez-Perez, Adrian 19 Glauben, Thomas 19 Bohl, Martin T. 18 Prehn, Sören 18 Tse, Yiuman 18 Karali, Berna 17 Bouri, Elie 16 Kang, Sang Hoon 16 Nikitopoulos, Christina Sklibosios 16 Cortazar, Gonzalo 15 Fan, John Hua 15 Gorton, Gary 15 Hamori, Shigeyuki 15 Roengchai Tansuchat 15 Brooks, Chris 14 Good, Darrel L. 14 Palaniappan Shanmugam, Velmurugan 14 Pennings, Joost M. E. 14 Robe, Michel A. 14 Smith, Aaron D. 14
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Institution
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International Monetary Fund (IMF) 33 National Bureau of Economic Research 24 International Energy Agency 11 International Monetary Fund 10 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 9 Federal Reserve Board (Board of Governors of the Federal Reserve System) 6 Commodity Research Bureau 5 OECD 4 UNCTAD / Secretariat 4 USA / Congress / Senate / Committee on Agriculture, Nutrition and Forestry 4 European Commission / Directorate-General for Communications Networks, Content and Technology 3 UNCTAD 3 University of Canterbury / Dept. of Economics and Finance 3 Université Paris-Dauphine (Paris IX) 3 Agricultural and Applied Economics Association - AAEA 2 Canadian Wheat Pool 2 Center for Nonlinear Dynamics in Economics and Finance (CeNDEF), Faculteit Economie en Bedrijfskunde 2 Federal Reserve Bank of New York 2 Finance Discipline Group, Business School 2 India / Forward Markets Commission 2 Institut for Finansiering <Frederiksberg> 2 Institute for Research in the Behavioral, Economic, and Management Sciences 2 Krannert Graduate School of Management 2 Multi Commodity Exchange of India Limited 2 Organization of American States 2 Schweizerischer Bankverein 2 USA / Subcommittee on Risk Management, Research, and Specialty Crops 2 University of British Columbia / Finance Division 2 University of Minnesota / Department of Applied Economics 2 World Bank 2 Österreichisches Institut für Wirtschaftsforschung 2 Alternative Investment Partner AG <Burgdorf> 1 Auswertungs- und Informationsdienst für Ernährung, Landwirtschaft und Forsten 1 Banco Central do Brasil 1 Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures 1 Bank of England 1 Barchart.com, Inc. 1 Basel Committee on Banking Supervision 1 Bundesforschungsinstitut für Lädliche Räume, Wald und Fischerei, Johann Heinrich von Thünen-Institut (vTI) 1 Börsen-Buchverlag 1
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Published in...
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Energy economics 268 The journal of futures markets 228 Finance research letters 81 International review of financial analysis 66 Journal of banking & finance 56 International review of economics & finance : IREF 54 Applied economics 53 Economic modelling 48 Journal of commodity markets 46 American journal of agricultural economics 44 The energy journal 41 Research in international business and finance 39 Applied economics letters 36 Working paper 34 International Journal of Energy Economics and Policy : IJEEP 32 The handbook of commodity investing 29 Applied financial economics 28 Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg 28 IMF Working Papers 26 Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association 25 NBER working paper series 24 Working paper / National Bureau of Economic Research, Inc. 22 NBER Working Paper 21 Agricultural economics : the journal of the International Association of Agricultural Economists 20 Journal of agricultural and applied economics 19 Journal of international money and finance 19 The North American journal of economics and finance : a journal of financial economics studies 19 Pacific-Basin finance journal 17 Quantitative finance 17 The journal of alternative investments 17 Agricultural finance review 16 Journal of commodity markets : JCM 16 Journal of forecasting 16 The European journal of finance 16 Cogent economics & finance 14 Econometric Institute research papers 14 European review of agricultural economics : ERAE 14 International journal of finance & economics : IJFE 14 Journal of empirical finance 14 Journal of international financial markets, institutions & money 14
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Source
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ECONIS (ZBW) 4,579 RePEc 113 USB Cologne (EcoSocSci) 17 EconStor 11 BASE 5 Other ZBW resources 4
Showing 1 - 50 of 4,729
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Macroeconomic conditions, speculation, and commodity futures returns
Adhikari, Ramesh; Putnam, Kyle J. - 2025
This paper examines the dynamic relationships between speculative activities, commodity returns, and macroeconomic conditions across five sectors compassing 29 commodities. Using weekly data spanning from January 2000 to July 2023, we construct comprehensive measures of commodity market...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015338404
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Does market quality benefit from internationalization? : evidence from Chinese commodity futures markets
Xiong, Tao; Li, Miao - In: Research in international business and finance 70 (2024) 1, pp. 1-32
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Wisdom of crowds and commodity pricing
Fan, John Hua; Binnewies, Sebastian; Silva, Sanuri de - In: The journal of futures markets 43 (2023) 8, pp. 1040-1068
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The geopolitical risk premium in the commodity futures market
Cheng, Daxuan; Liao, Yin; Pan, Zheyao - In: The journal of futures markets 43 (2023) 8, pp. 1069-1090
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Analysis of comovement between China's commodity futures and world crude oil prices
Zhang, Tianding; Zeng, Song; Li, Jie - In: Prague economic papers : a bimonthly journal of … 32 (2023) 6, pp. 659-698
We Examine the Comovement between China's Commodity Futures and World Crude Oil Prices Based on Their Daily Return Series. Using a Dynamic Time-Varying Approach, We Combine the Generalized Autoregressive Score (Gas) Model with the Copula Approach, Allowing for Asymmetry and Tail Dependence. Our...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014516263
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On the role of commodity futures in portfolio diversification
Hooi Hooi Lean; Nguyen, Duc Khuong; Sensoy, Ahmet; … - In: International transactions in operational research : a … 30 (2023) 5, pp. 2374-2394
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014259167
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A tale of two premiums revisited
Maréchal, Loïc - In: The journal of futures markets 43 (2023) 5, pp. 580-614
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Is liquidity provision informative? : evidence from agricultural futures markets
Ma, Richie R.; Serra, Teresa - In: American journal of agricultural economics 107 (2025) 1, pp. 125-151
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Media emotion intensity and commodity futures pricing
Chi, Yeguang; Jahel, Lina el; Vu, Thanh - In: Journal of commodity markets : JCM 37 (2025), pp. 1-21
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Using futures prices and analysts' forecasts to estimate agricultural commodity risk premiums
Cortazar, Gonzalo; Ortega, Hector; Pérez, José Antonio - In: Risks : open access journal 13 (2025) 1, pp. 1-21
This paper presents a novel 5-factor model for agricultural commodity risk premiums, an approach not explored in previous research. The model is applied to the specific cases of corn, soybeans, and wheat. Calibration is achieved using a Kalman filter and maximum likelihood, with data from...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015331232
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Spillover effects between China's new energy and carbon markets and international crude oil market : a look at the impact of extreme events
Zhang, Yong; Tang, Guangyuan; Li, Rong - In: International review of economics & finance : IREF 98 (2025), pp. 103939
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Multiscale dynamic interdependency between China’s crude oil futures and petrochemical-related commodity futures : an integrated perspective from the industry chain system
Yang, Jie; Feng, Yun; Yang, Hao - 2025
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Dynamic connectedness of climate risks, oil shocks, and China’s energy futures market : time-frequency evidence from Quantile-on-Quantile regression
Ren, Ying-hua; Wang, Nairong; Zhu, Huiming - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015337994
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Risk spillovers between Chinese new energy futures and carbon-intensive assets : asymmetric effect, time-frequency dynamics, and portfolio strategies
Su, Xianfang; Zhao, Yachao - 2025
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What drives commodity price variation?
Han, Meng; Dam, Lammertjan; Pohl, Walter - 2025
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Evaluating the hedging potential of energy, metals, and agricultural commodities for U.S. stocks post-COVID-19
Han, SeungOh - 2025
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Comparison of the interdependence relationship between crude oil futures and spot in China and international crude oil markets : evidence from time-frequency and quantile perspectives
Shi, Fengyuan; Deng, Yiwen; Guo, Yaoqi - 2025
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Term structure and risk premiums of commodity futures with linear regressions
Kim, Daejin - 2025
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Optimal versus naive diversification in commodity futures markets
Heide, Max; Auer, Benjamin R.; Schuhmacher, Frank - 2025
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Tail risk spillover of commodity futures markets
Ren, Xiaohang; Xiao, Shitong; Zhang, Wenxin; Sun, Xianming - In: Accounting and finance 65 (2025) 1, pp. 109-141
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015387000
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Comparative analysis of futures contract cross-hedging effectiveness for soybean : models and insights
Erasmus, M. C.; Geyser, J. M. - In: Agrekon 63 (2024) 4, pp. 319-336
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015189472
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Option listing and underlying commodity futures volatility in China
Guo, Jin; Wen, Xiaoqian - In: Economic modelling 141 (2024), pp. 1-22
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Risk spillovers among crude oil, gold, and China equity sub-sectors
Zou, Zong-feng; Zhang, Chao; Sun, Xi-yun - In: Cogent economics & finance 12 (2024) 1, pp. 1-20
This study investigates the time-varying return spillovers among the gold and oil markets and the Chinese equity subsectors using a network system representation. The results of the statics analysis show that crude oil and the majority of equity sectors are the net transmitters of spillovers in...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015192507
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The connectedness features of German electricity futures over short and long maturities
Gianfreda, Angelica; Scandolo, Giacomo; Bunn, Derek W. - In: Finance research letters 70 (2024), pp. 1-8
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Investigating the profit performance of quantitative timing trading strategies in the Shanghai copper futures market, 2020-2022
Tian, Hongyu; Wang, Wei; Yang, Mengxin; Yilmaz, Ali - In: International studies of economics 19 (2024) 4, pp. 589-616
In conducting an extensive examination, we scrutinize the efficacy of algorithmic trading strategies applied to Futures CopperMainContinuous in the Shanghai Futures Exchange, utilizing a comprehensive data set spanning from January 2020 to December 2022. To mitigate the potential risk of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015194169
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An entropic analysis of efficiency in the West Texas intermediate crude oil futures market
Yuhn, Ky-hyang; Sagul, Ryan - In: International journal of empirical economics 3 (2024) 3, pp. 1-31
For the last 50 years or so, the efficient market hypothesis (EMH) has been the central pillar of economic thought and the building block of portfolio theory. However, the validity of the EMH still remains controversial, and the methods of testing for market efficiency have been criticised. This...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015194255
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On the impact of feeding cost risk in aquaculture valuation and decision making
Ewald, Christian; Kamm, Kevin - In: Quantitative finance 24 (2024) 9, pp. 1341-1352
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Advancements in soybean price forecasting : impact of AI and critical research gaps in global markets
Mello, Fernando Dupin da Cunha; Kumar, Prashant; … - In: Economies : open access journal 12 (2024) 11, pp. 1-24
Soybeans, a vital source of protein for animal feed and an essential industrial raw material, are the most traded agricultural commodity worldwide. Accurate price forecasting is crucial for maintaining a resilient global food supply chain and has significant implications for agricultural...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015197816
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Price spillovers and interdependences in China's agricultural commodity futures market : evidence from the US-China trade dispute
Chen, Xiangyu; Tongurai, Jittima - In: International review of economics & finance : IREF 96 (2024) 1, pp. 1-30
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Regulatory changes in commodity futures market, FPI participation and market quality
Rajvanshi, Vivek; Sahoo, Gouri Sankar; Bansal, Avijit - 2024
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Equity, commodity, and distillate risks during industrial transformation : innovation in the oil & gas industry using GARCH difference-in-decompositions
Carson, Scott Alan - 2024
The oil and gas industry’s early 2000’s fracking and horizontal drilling revolution realigned the industry and larger economies. This study uses New Growth Theory to evaluate innovation across an industry with various integrated but distinct upstream, midstream, and downstream units. Two...
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Asymmetric TVP-VAR connectedness between highly traded commodities and hedging strategies : evidence from major contagions
Kamesh Anand K; Mishra, Aswini Kumar - In: Borsa Istanbul Review 24 (2024) 6, pp. 1248-1262
The objective of this study is to examine the return interconnectedness and asymmetric spillover effects in global commodity futures markets, with a focus on the impact of contagion. A competent asymmetric time-varying parameter vector autoregressive (TVP-VAR) model was employed for highly...
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Diversifying crude oil price risk with crude oil volatility index : the role of volatility-of-volatility
Li, Leon; Miu, Peter - In: Journal of commodity markets : JCM 36 (2024), pp. 1-25
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When Chinese mania meets global frenzy : commodity price bubbles
Fan, John Hua; Fernandez-Perez, Adrian; Indriawan, Ivan; … - In: Journal of commodity markets : JCM 36 (2024), pp. 1-24
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Importance of geopolitical risk in volatility structure : new evidence from biofuels, crude oil, and grains commodity markets
Karkowska, Renata; Urjasz, Szczepan - In: Journal of commodity markets : JCM 36 (2024), pp. 1-15
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Market- and future-level sentiment and futures returns in Chinese agricultural futures markets
Li, Yuan - In: Borsa Istanbul Review 24 (2024) 5, pp. 869-885
This study examines market and future-level sentiment in the Chinese agricultural futures market, distinguishing between contagious and idiosyncratic sentiment. Our analysis reveals that agricultural future-level sentiment is significantly affected by market-level sentiment and domestic stock...
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Network analysis of price comovements among corn futures and cash prices
Xu, Xiaojie; Zhang, Yun - In: Journal of agricultural & food industrial organization 22 (2024) 1, pp. 53-81
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Frequency volatility connectedness and portfolio hedging of U.S. energy commodities
Kočenda, Evžen; Moravcová, Michala - 2024
We analyze (frequency) connectedness and portfolio hedging among U.S. energy commodities from 1997 to 2023. We show that the total connectedness increased over time, likely due to the increasing financialization of energy commodities. It fluctuates with respect to (i) different investment...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014456134
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Volatility transmission and market connectivity of metals and energy commodities : insights from the spillover index
Tessmann, Mathias; Gutiérrez, Carlos Enrique Carrasco; … - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 3, pp. 609-618
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The influence of uncertainty on commodity futures returns and trading behaviour
Laubsch, Joshua; Smales, Lee A.; Duc Hong Vo - In: The quarterly review of economics and finance 98 (2024), pp. 1-16
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015188618
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Hedging with physical or cash settlement under transient multiplicative price impact
Becherer, Dirk; Bilarev, Todor - In: Finance and stochastics 28 (2024) 2, pp. 285-328
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Quantile coherency of futures prices in palm and soybean oil markets
Fousekis, Panajiotis - In: Journal of economics and finance : JEF 48 (2024) 1, pp. 129-141
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015097308
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Is there a time-series momentum effect in the Asian crude oil futures market?
Zhong, Hao; He, Xiaoxiao; Li, Yuqi - In: Pacific-Basin finance journal 86 (2024), pp. 1-10
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015097405
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Regret-aversion over different maturities : application to energy futures markets
Bellalah, Makram; Amar, Amine Ben; Clark, Ephraim - In: Economics letters 241 (2024), pp. 1-4
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015078552
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Dynamic link between liquidity and return in the crude oil market
Okoroafor, Ugochi C.; Leirvik, Thomas - In: Cogent economics & finance 12 (2024) 1, pp. 1-16
In this study, we investigate the dynamic relationship between return and liquidity in the Brent and the West Texas Intermediate (WTI) oil markets. The research utilises daily oil price and volume data and monthly macroeconomic data from January 1, 1996 to April 28, 2023 obtained from the Energy...
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Hedging pressure and oil volatility : insurance versus liquidity demands
Nikitopoulos, Christina Sklibosios; Thomas, Alice Carole; … - In: The journal of futures markets 44 (2024) 2, pp. 252-280
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Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes
Rezitis, Anthony N.; Andrikopoulos, Panagiotis; Daglis, … - In: The journal of futures markets 44 (2024) 3, pp. 451-483
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Time-varying multilayer networks analysis of frequency connectedness in commodity futures markets
Zhou, Xuewei; Ouyang, Zisheng; Gupta, Rangan; Ji, Qiang - 2024
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Revisiting the pricing impact of commodity market spillovers on equity markets
Pinto-Ávalos, Francisco; Bowe, Michael; Hyde, Stuart - In: Journal of commodity markets : JCM 33 (2024), pp. 1-22
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Quantifying spillovers and connectedness among commodities and cryptocurrencies : evidence from a Quantile-VAR analysis
Kyriazēs, Nikos K.; Papadamou, Stephanos; Tzeremes, … - In: Journal of commodity markets : JCM 33 (2024), pp. 1-14
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