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Causality between market liquidity and depth for energy and grains

Sari, Ramazan; Hammoudeh, Shawkat; Chang, Chia-Lin; … - 2011

Persistent link: https://www.econbiz.de/10009619369

Causality between market liquidity and depth for energy and grains

Sari, Ramazan; Hammoudeh, Shawkat; Chang, Chia-Lin; … - 2011

Persistent link: https://www.econbiz.de/10009012031

Speculation in commodity futures markets, inventories and the price of crude oil

Byun, Sung Je - In: The energy journal 38 (2017) 5, pp. 93-113

Persistent link: https://www.econbiz.de/10011791800

The stochastic behavior of commodity prices : implications for valuation and hedging

Schwartz, Eduardo S. - In: The journal of finance : the journal of the American … 52 (1997) 3, pp. 923-973

Persistent link: https://www.econbiz.de/10001225632

Forecasting ability of the rational expectations model in the commodity futures market

Akkina, Krishna Rao - In: The journal of economics 13 (1987), pp. 105-109

Persistent link: https://www.econbiz.de/10001250098

How is volatility in commodity markets linked to oil price shocks?

Ahmadi, Maryam; Behmiri, Niaz Bashiri; Manera, Matteo - 2015

This study investigates the effects of oil price shocks on volatility of selected agricultural and metal commodities. To achieve this goal, we decompose an oil price shock to its underlying components, including macroeconomics and oil specific shocks. The applied methodology is the structural...

Persistent link: https://www.econbiz.de/10011438674