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Remodeling the Working-Kaldor...
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Volatilität
Commodity derivative
60
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MPRA Paper
Finance research letters
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157
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51
International review of financial analysis
33
Economic modelling
31
International review of economics & finance : IREF
29
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25
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1
Does institutional trading drive commodities prices away from their fundamentals : evidence from a nonparametric causality-in-quantiles test
Babalos, Vassilios
;
Balcilar, Mehmet
- In:
Finance research letters
21
(
2017
),
pp. 126-131
Persistent link: https://www.econbiz.de/10011807522
Saved in:
2
How do bond, equity and commodity cycles interact?
Narayan, Paresh Kumar
;
Thuraisamy, Kannan Sivananthan
; …
- In:
Finance research letters
21
(
2017
),
pp. 151-156
Persistent link: https://www.econbiz.de/10011807742
Saved in:
3
Dynamic co-movement in major commodity markets during crisis periods : a wavelet local multiple correlation analysis
Bouri, Elie
;
Nekhili, Ramzi
;
Todorova, Neda
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473528
Saved in:
4
Does Bitcoin hedge crude oil implied volatility and structural shocks? : a comparison with gold, commodity and the US Dollar
Das, Debojyoti
;
Le Roux, Corlise L.
;
Jana, R. K.
; …
- In:
Finance research letters
36
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012483345
Saved in:
5
Do spillover effects between crude oil and natural gas markets disappear? : evidence from option markets
Zhu, Fangfei
;
Zhu, Yabei
;
Jin, Xuejun
;
Luo, Xingguo
- In:
Finance research letters
24
(
2018
),
pp. 25-33
Persistent link: https://www.econbiz.de/10011982448
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6
Terrorism and oil markets : a cross-sectional evaluation
Orbaneja, José R. Valdivia
;
Iyer, Subramanian Rama
; …
- In:
Finance research letters
24
(
2018
),
pp. 42-48
Persistent link: https://www.econbiz.de/10011982456
Saved in:
7
Dynamic spillovers between Shanghai and London nonferrous metal futures markets
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Finance research letters
19
(
2016
),
pp. 181-188
Persistent link: https://www.econbiz.de/10011657617
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8
Predicting volatility of the Shanghai silver futures market : what is the role of the U.S. options market?
Luo, Xingguo
;
Ye, Zinan
- In:
Finance research letters
15
(
2015
),
pp. 68-77
Persistent link: https://www.econbiz.de/10011552969
Saved in:
9
Time-frequency volatility transmission among energy commodities and financial markets during the COVID-19 pandemic : a novel TVP-VAR frequency connectedness approach
Huang, Jionghao
;
Chen, Baifan
;
Xu, Yushi
;
Xia, Xiaohua
- In:
Finance research letters
53
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014472432
Saved in:
10
Multiscale correlation analysis of Sino-US corn futures markets and the impact of international crude oil price : a new perspective from the multifractal method
Feng, Yun
;
Yang, Jie
;
Huang, Qian
- In:
Finance research letters
53
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014472534
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