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Risk-averse and risk-seeking investor preferences for oil spot and futures

Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - 2013

Persistent link: https://www.econbiz.de/10010191274

Commodity futures price volatility, convenience yield and economic fundamentals

Power, Gabriel J.; Robinson, John R. C. - In: Applied economics letters 20 (2013) 10/12, pp. 1089-1095

Persistent link: https://www.econbiz.de/10010197057

Commodity price dynamics and derivative valuation : a review

Back, Janis; Prokopczuk, Marcel - In: International journal of theoretical and applied finance 16 (2013) 6, pp. 1-30

Persistent link: https://www.econbiz.de/10010197182

Nonlinearity in the Indian commodity markets : evidence from a battery of tests

Soni, Tarun Kumar - In: International journal of financial engineering and risk … 1 (2013) 1, pp. 73-89

Persistent link: https://www.econbiz.de/10010197971

A portfolio insurance strategy for commodity futures

Lo, Chia Chun; Skindilias, Konstantinos - In: International journal of financial engineering and risk … 1 (2013) 1, pp. 55-72

Persistent link: https://www.econbiz.de/10010197980

Commodity futures and the US money supply

Azar, Samih Antoine - In: The empirical economics letters : a monthly … 11 (2012) 10, pp. 1039-1046

Persistent link: https://www.econbiz.de/10010198770

Limits to arbitrage and hedging : evidence from commodity markets

Acharya, Viral V.; Lochstoer, Lars A.; Ramadorai, Tarun - In: Journal of financial economics 109 (2013) 2, pp. 441-465

Persistent link: https://www.econbiz.de/10009784180

The role of oil speculation on the economy : the problem with the view of Fattouth, Kilian, And Mahadeva

Ajuzie, Emmanuel I. S. - In: Journal of business & economics research 11 (2013) 8, pp. 367-371

Persistent link: https://www.econbiz.de/10009792995

Monetary policy surprises, positions of traders, and changes in commodity futures prices

Gospodinov, Nikolaj; Jamali, Ibrahim - 2013

Using futures data for the period 1990 - 2008, this paper finds evidence that expansionary monetary policy surprises tend to increase crude and heating oil prices, and contractionary monetary policy shocks increase gold and platinum prices. Our analysis uncovers substantial heterogeneity in the...

Persistent link: https://www.econbiz.de/10010201348

Understanding momentum in commodity markets

Chevallier, Julien; Gatumel, Mathieu; Ielpo, Florian - In: Applied economics letters 20 (2013) 13/15, pp. 1383-1402

Persistent link: https://www.econbiz.de/10010203400