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  • Search: subject:"Commodity futures pricing"
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Year of publication
Subject
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Agricultural Commodity Prices 2 Agricultural Markets 2 Commodity Futures Markets 2 Commodity Futures Pricing 2 Commodity Index Trading 2 Financialization 2 Global Commodity Crises 2 Anlageverhalten 1 Behavioural finance 1 Börsenkurs 1 Commodity derivative 1 Commodity futures pricing 1 Forecasting model 1 High-frequency data 1 Method of moments 1 Momentenmethode 1 Momentum reversal 1 Portfolio selection 1 Portfolio-Management 1 Prognoseverfahren 1 Realized semivariance 1 Rohstoffderivat 1 Share price 1 Theorie 1 Theory 1 Time series analysis 1 Time series momentum 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2 Undetermined 1
Author
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Girardi, Daniele 2 Li, Bo 1 Liu, Zhenya 1 Lu, Shanglin 1 Wang, Shixuan 1
Institution
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Dipartimento di Politica Economica, Finanza e Sviluppo (DEPFID), Facoltà di Economia "Richard M. Goodwin" 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Department of Economic Policy, Finance and Development (DEPFID) University of Siena 1 Journal of empirical finance 1 MPRA Paper 1
Source
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RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
Cover Image
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya; Lu, Shanglin; Li, Bo; Wang, Shixuan - In: Journal of empirical finance 72 (2023), pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
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Cover Image
Do financial investors affect commodity prices? The case of Hard Red Winter Wheat
Girardi, Daniele - Volkswirtschaftliche Fakultät, … - 2011
The aim of this paper is to assess empirically whether speculative financial investments have affected wheat price dynamics in recent years. To address this issue we will (1) analyze recent agricultural price dynamics and their drivers (2) outline the process of ‘financialization’ of...
Persistent link: https://www.econbiz.de/10009401058
Saved in:
Cover Image
Do financial investors affect commodity prices? The case of Hard Red Winter Wheat
Girardi, Daniele - Dipartimento di Politica Economica, Finanza e Sviluppo … - 2011
The aim of this paper is to assess empirically whether speculative financial investments have affected wheat price dynamics in recent years. To address this issue we will (1) analyze recent agricultural price dynamics and their drivers (2) outline the process of ‘financialization’ of...
Persistent link: https://www.econbiz.de/10009401185
Saved in:
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