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Exploring the transmission mechanism of speculative and inventory arbitrage activity to commodity price volatility : novel evidence for the US economy
Yao, Wei; Alexiou, Constantinos - In: International review of financial analysis 80 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013366201
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The volatility linkage between energy and agricultural futures markets with external shocks
Han, Liyan; Jin, Jiayu; Wu, Lei; Zeng, Hongchao - In: International review of financial analysis 68 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012301084
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Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries : a VAR quantile analysis
Massaporn Cheuathonghua; DeBoyrie, Maria Eugenia; … - In: International review of financial analysis 80 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013366188