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U.S. equity and commodity futures markets : hedging or financialization?
Nguyen, Duc Khuong; Sensoy, Ahmet; Sousa, Ricardo M.; … - In: Energy economics 86 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012511797
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Macroeconomic factors and the cross-section of commodity futures returns
Shang, Hua; Ping, Yuan; Huang, Lin - In: International review of economics & finance : IREF 45 (2016), pp. 316-332
Persistent link: https://www.econbiz.de/10011626418
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Do Dow Jones Islamic equity indices undergo speculative pressure? : new insights from a nonlinear and asymmetric analysis
Arfaoui, Mongi; Raggad, Bechir - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 1582-1601
Persistent link: https://www.econbiz.de/10014253426
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Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models : evidence from the first commitment period (2008-2012)
Zeitlberger, Alexander C. M.; Brauneis, Alexander - In: Central European journal of operations research : CEJOR … 24 (2016) 1, pp. 149-176
Persistent link: https://www.econbiz.de/10011665786
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Trading volume and return relationship in the crude oil futures markets
Abba Abdullahi, Saada; Kouhy, Reza; Muhammad, Zahid - In: Studies in economics and finance 31 (2014) 4, pp. 426-438
Persistent link: https://www.econbiz.de/10011339592
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Investor attention and crude oil prices : evidence from nonlinear Granger causality tests
Li, Sufang; Zhang, Hu; Yuan, Di - In: Energy economics 84 (2019), pp. 1-12
Persistent link: https://www.econbiz.de/10012183252
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Comovement of fear index, stock returns, brent oil prices in BRIC countries : the case of COVID-19
Sharma, Sakshi; Malik, Kunjana - In: The Indian economic journal 70 (2022) 4, pp. 559-576
Persistent link: https://www.econbiz.de/10013475299
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Nonlinear granger causality : guidelines for multivariate analysis
Diks, Cees G. H.; Wolski, Marcin - In: Journal of applied econometrics 31 (2016) 7, pp. 1333-1351
Persistent link: https://www.econbiz.de/10011687494
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Inter-linkages between liquidity and stock returns : an empirical investigation through panel cointegration
Saeed, Sadia; Hassan, Arshad - In: Pakistan journal of commerce and social sciences 12 (2018) 2, pp. 617-637
This study examines long term and short term inter-linkage between liquidity dimensions and equity returns in oil and gas sector of an emerging stock market for the time period 2009-2015.Conventional liquidity ratio and Amihud ratio are used to capture Price impact. Roll estimator is employed to...
Persistent link: https://www.econbiz.de/10011934263
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Carbon future price return, oil future price return and stock index future price return in the U.S.
Wei, Ching Chun; Lin, Ya-Ling - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 4, pp. 655-662
Persistent link: https://www.econbiz.de/10011550607