Search Results - subject:"Energy Commodity Markets"

Hedging efficiency of energy commodities between Indian and american commodity exchanges : constant and time-varying approaches

Rajesh, R.; Nandini, A. Satya - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 6, pp. 537-546

Persistent link: https://www.econbiz.de/10014435254

A cross-quantile correlation and causality-in-quantile analysis on the relationship between green investments and energy commodities during the COVID-19 pandemic period

Sharma, Aarzoo; Tiwari, Aviral Kumar; Abakah, Emmanuel … - In: Studies in economics and finance 41 (2024) 3, pp. 478-501

Persistent link: https://www.econbiz.de/10015049699

Spillovers beyond the variance : exploring the higher order risk linkages between commodity markets and global financial markets

Gómez González, José Eduardo; Hirs-Garzon, Jorge; … - In: Journal of commodity markets 28 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10014335258

Oil and non-energy commodity markets: An empirical analysis of volatility spillovers and hedging effectiveness

Dutta, Anupam; Noor, Md Hasib - In: Cogent Economics & Finance 5 (2017) 1, pp. 1-15

this gap by investigating the volatility cross effects between oil and three different non-energy commodity markets. Using …Although a large number of empirical papers have examined the price spillover in global oil and non-energy commodity … markets, very little is known about the volatility transmission between these two markets. The present study aims to conceal …

Persistent link: https://www.econbiz.de/10011988747

Oil and non-energy commodity markets : an empirical analysis of volatility spillovers and hedging effectiveness

Dutta, Anupam; Noor, Md Hasib - In: Cogent economics & finance 5 (2017) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10011881040

On the predictability of energy commodity markets by an entropy-based computational method

Benedetto, F.; Giunta, G.; Mastroeni, L. - In: Energy economics 54 (2016), pp. 302-312

Persistent link: https://www.econbiz.de/10011662915