[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]
IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
2016 | 0 | 0.53 | 0.25 | 0 | 20 | 20 | 370 | 5 | 5 | 0 | 0 | 1 | 20 | 5 | 0.25 | 0.21 | ||
2017 | 1.1 | 0.54 | 0.72 | 1.1 | 19 | 39 | 300 | 28 | 33 | 20 | 22 | 20 | 22 | 3 | 10.7 | 2 | 0.11 | 0.22 |
2018 | 1.92 | 0.56 | 1.65 | 1.92 | 24 | 63 | 147 | 104 | 137 | 39 | 75 | 39 | 75 | 17 | 16.3 | 11 | 0.46 | 0.24 |
2019 | 1.44 | 0.58 | 1.58 | 1.79 | 20 | 83 | 100 | 131 | 268 | 43 | 62 | 63 | 113 | 7 | 5.3 | 9 | 0.45 | 0.23 |
2020 | 1.02 | 0.7 | 1.74 | 1.8 | 21 | 104 | 144 | 181 | 449 | 44 | 45 | 83 | 149 | 9 | 5 | 11 | 0.52 | 0.33 |
2021 | 1.76 | 0.87 | 2.19 | 2.22 | 23 | 127 | 53 | 278 | 727 | 41 | 72 | 104 | 231 | 11 | 4 | 8 | 0.35 | 0.32 |
2022 | 1.95 | 1 | 1.92 | 1.83 | 44 | 171 | 49 | 329 | 1056 | 44 | 86 | 107 | 196 | 30 | 9.1 | 20 | 0.45 | 0.31 |
IF: | Two years Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for all series in RePEc in year y |
CIF: | Cumulative impact factor |
IF5: | Five years Impact Factor: C5Y / D5Y |
DOC: | Number of documents published in year y |
CDO: | Cumulative number of documents published until year y |
CIT: | Number of citations to papers published in year y |
NCI: | Number of citations in year y |
CCU: | Cumulative number of citations to papers published until year y |
D2Y: | Number of articles published in y-1 plus y-2 |
C2Y: | Cites in y to articles published in y-1 plus y-2 |
D5Y: | Number of articles published in y-1 until y-5 |
C5Y: | Cites in y to articles published in y-1 until y-5 |
SC: | selft citations in y to articles published in y-1 plus y-2 |
%SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
CiY: | Cites in year y to documents published in year y |
II: | Immediacy Index: CiY / Documents. |
AII: | Average Immediacy Index for series in RePEc in year y |
# | Year | Title | Cited |
---|---|---|---|
1 | 2016 | The connectedness between crude oil and financial markets: Evidence from implied volatility indices. (2016). Awartani, Basel ; Aktham, Maghyereh ; Cherif, Guermat . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:4:y:2016:i:1:p:56-69. Full description at Econpapers || Download paper | 168 |
2 | 2017 | Reassessing the role of precious metals as safe havensââ¬âWhat colour is your haven and why?. (2017). Lucey, Brian M ; Li, Sile . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:1-14. Full description at Econpapers || Download paper | 78 |
3 | 2016 | On the correlation between commodity and equity returns: Implications for portfolio allocation. (2016). Ravazzolo, Francesco ; Lombardi, Marco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:2:y:2016:i:1:p:45-57. Full description at Econpapers || Download paper | 55 |
4 | 2018 | Electricity markets around the world. (2018). Trueck, Stefan ; Truck, Stefan ; Mayer, Klaus . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:9:y:2018:i:c:p:77-100. Full description at Econpapers || Download paper | 42 |
5 | 2020 | Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture. (2020). Yahya, Muhammad ; Oglend, Atle ; Dahl, Roy Endre. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851319300765. Full description at Econpapers || Download paper | 41 |
6 | 2017 | Price discovery in agricultural commodity markets in the presence of futures speculation. (2017). Jung, Robert ; Flad, Michael ; Dimpfl, Thomas. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:5:y:2017:i:c:p:50-62. Full description at Econpapers || Download paper | 41 |
7 | 2016 | The impact of speculation on commodity futures markets ââ¬â A review of the findings of 100 empirical studies. (2016). Zimmermann, Heinz ; Haase, Marco . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:3:y:2016:i:1:p:1-15. Full description at Econpapers || Download paper | 40 |
8 | 2017 | Do sovereign wealth funds dampen the negative effects of commodity price volatility?. (2017). Mohaddes, Kamiar ; Raissi, Mehdi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:8:y:2017:i:c:p:18-27. Full description at Econpapers || Download paper | 39 |
9 | 2020 | Econometric modelling and forecasting of intraday electricity prices. (2020). Ziel, Florian ; Narajewski, Micha. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:19:y:2020:i:c:s2405851319300728. Full description at Econpapers || Download paper | 33 |
10 | 2016 | Increasing trends in the excess comovement of commodity prices. (2016). Okimoto, Tatsuyoshi ; Ohashi, Kazuhiko . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:1:y:2016:i:1:p:48-64. Full description at Econpapers || Download paper | 27 |
11 | 2018 | An update on speculation and financialization in commodity markets. (2018). Li, Bingxin ; Harris, Jeffrey H ; Boyd, Naomi E. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:91-104. Full description at Econpapers || Download paper | 25 |
12 | 2017 | A Markov regime-switching model of crude oil market integration. (2017). Kuck, Konstantin ; Schweikert, Karsten. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:6:y:2017:i:c:p:16-31. Full description at Econpapers || Download paper | 24 |
13 | 2017 | Agricultural price transmission: China relationships with world commodity markets. (2017). Gale, Fred ; Cooke, Bryce ; Arnade, Carlos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:28-40. Full description at Econpapers || Download paper | 18 |
14 | 2016 | Long-short commodity investing: A review of the literature. (2016). Miffre, Joelle. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:1:y:2016:i:1:p:3-13. Full description at Econpapers || Download paper | 18 |
15 | 2017 | Dynamic correlations between BRIC and U.S. stock markets: The asymmetric impact of volatility expectations in oil, gold and financial markets. (2017). Soytas, Ugur ; Sarñ, Ramazan ; Gormus, Alper ; Sari, Ramazan ; Kocaarslan, Baris. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:41-56. Full description at Econpapers || Download paper | 18 |
16 | 2020 | Stock market response to potash mine disasters. (2020). Kowalewski, Oskar ; Piewanowski, Piotr. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851320300015. Full description at Econpapers || Download paper | 17 |
17 | 2019 | Can agricultural commodity prices predict Nigerias inflation?. (2019). Salisu, Afees ; Chiemeke, Charles C ; Tule, Moses K. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851318301107. Full description at Econpapers || Download paper | 16 |
18 | 2017 | Portfolio investment: Are commodities useful?. (2017). Garcia, Philip ; Yan, Lei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:8:y:2017:i:c:p:43-55. Full description at Econpapers || Download paper | 15 |
19 | 2020 | Spillovers, integration and causality in LME non-ferrous metal markets. (2020). lucey, brian ; Yarovaya, Larisa ; Ciner, Cetin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:17:y:2020:i:c:s240585131730243x. Full description at Econpapers || Download paper | 15 |
20 | 2019 | A review of the evidence on the relation between crude oil prices and petroleum product prices. (2019). Lee, Thomas K ; Hoelscher, Seth A ; Fernando, Chitru S ; Ederington, Louis H ; Linn, Scott C. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:1-15. Full description at Econpapers || Download paper | 15 |
21 | 2016 | Global relationships across crude oil benchmarks. (2016). Sephton, Peter ; Mann, Janelle. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:2:y:2016:i:1:p:1-5. Full description at Econpapers || Download paper | 14 |
22 | 2017 | A review of the literature on commodity risk management. (2017). Simkins, Betty ; Treanor, Stephen D ; Rogers, Daniel A ; Carter, David A. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:8:y:2017:i:c:p:1-17. Full description at Econpapers || Download paper | 14 |
23 | 2016 | Structural models for coupled electricity markets. (2016). Kusterman, Michael ; Kiesel, Rudiger . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:3:y:2016:i:1:p:16-38. Full description at Econpapers || Download paper | 13 |
24 | 2018 | Financialization and the returns to commodity investments. (2018). Smith, Aaron ; Sanders, Dwight R ; Irwin, Scott H ; Main, Scott. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:22-28. Full description at Econpapers || Download paper | 13 |
25 | 2017 | Heterogeneous traders, liquidity, and volatility in crude oil futures market. (2017). Ray, Rina ; Haugom, Erik. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:5:y:2017:i:c:p:36-49. Full description at Econpapers || Download paper | 12 |
26 | 2020 | Comovement in the commodity futures markets: An analysis of the energy, grains, and livestock sectors. (2020). Putnam, Kyle J ; Adhikari, Ramesh. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:18:y:2020:i:c:s2405851318300680. Full description at Econpapers || Download paper | 12 |
27 | 2016 | Momentum and mean-reversion in commodity spot and futures markets. (2016). Viswanathan, Vivek ; Chaves, Denis B. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:3:y:2016:i:1:p:39-53. Full description at Econpapers || Download paper | 11 |
28 | 2017 | The economics of commodity market manipulation: A survey. (2017). Pirrong, Craig. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:5:y:2017:i:c:p:1-17. Full description at Econpapers || Download paper | 11 |
29 | 2019 | Jumps in commodity markets. (2019). Prokopczuk, Marcel ; Benno, Duc Binh. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:55-70. Full description at Econpapers || Download paper | 11 |
30 | 2022 | Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe. (2022). Yang, Lu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000192. Full description at Econpapers || Download paper | 10 |
31 | 2021 | The price of crude oil and (conditional) out-of-sample predictability of world industrial production. (2021). Nonejad, Nima. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851321000015. Full description at Econpapers || Download paper | 10 |
32 | 2017 | Commodity market volatility in the presence of U.S. and Chinese macroeconomic news. (2017). Smales, L A. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:15-27. Full description at Econpapers || Download paper | 10 |
33 | 2018 | Globalization and commoditization: The transformation of the seafood market. (2018). Garlock, Taryn ; Asche, Frank ; Anderson, James L. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:12:y:2018:i:c:p:2-8. Full description at Econpapers || Download paper | 10 |
34 | 2017 | Modeling the multivariate dynamic dependence structure of commodity futures portfolios. (2017). Paraschiv, Florentina ; Erik, Tom ; Fuss, Roland ; ROLAND FÃSS, ; Aepli, Matthias D. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:6:y:2017:i:c:p:66-87. Full description at Econpapers || Download paper | 10 |
35 | 2019 | Price volatility and speculative activities in futures commodity markets: A combination of combinations of p-values test. (2019). Leccadito, Arturo ; Algieri, Bernardina. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:40-54. Full description at Econpapers || Download paper | 9 |
36 | 2016 | Determinants of the Atlantic salmon futures risk premium. (2016). Misund, BÃÆÃÂ¥rd ; Oglend, Atle ; Asche, Frank. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:2:y:2016:i:1:p:6-17. Full description at Econpapers || Download paper | 8 |
37 | 2019 | Are crude oil markets cointegrated? Testing the co-movement of weekly crude oil spot prices. (2019). Galay, Gregory. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851317302015. Full description at Econpapers || Download paper | 8 |
38 | 2020 | Price discovery in agricultural commodity markets: Do speculators contribute?. (2020). Wellenreuther, Claudia ; Stefan, Martin ; Siklos, Pierre L ; Bohl, Martin T. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:18:y:2020:i:c:s2405851318300941. Full description at Econpapers || Download paper | 8 |
39 | 2016 | Natural gas storage valuation, optimization, market and credit risk management. (2016). Thompson, Matt . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:2:y:2016:i:1:p:26-44. Full description at Econpapers || Download paper | 8 |
40 | 2018 | A particle filtering approach to oil futures price calibration and forecasting. (2018). Sgarra, Carlo ; Fileccia, Gaetano . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:9:y:2018:i:c:p:21-34. Full description at Econpapers || Download paper | 8 |
41 | 2019 | The impact of long-short speculators on the volatility of agricultural commodity futures prices. (2019). Sulewski, Christoph ; Bohl, Martin T. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851317301630. Full description at Econpapers || Download paper | 8 |
42 | 2018 | Emergence of sovereign wealth funds. (2018). Vermeulen, W N ; Carpantier, J.-F., . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:11:y:2018:i:c:p:1-21. Full description at Econpapers || Download paper | 8 |
43 | 2019 | How connected are the U.S. regional natural gas markets in the post-deregulation era? Evidence from time-varying connectedness analysis. (2019). Etienne, Xiaoli L ; Scarcioffolo, Alexandre Ribeiro. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:15:y:2019:i:c:1. Full description at Econpapers || Download paper | 8 |
44 | 2018 | On the spot-futures relationship in crude-refined petroleum prices: New evidence from an ARDL bounds testing approach. (2018). Arfaoui, Mongi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:11:y:2018:i:c:p:48-58. Full description at Econpapers || Download paper | 7 |
45 | 2022 | Spillovers among energy commodities and the Russian stock market. (2022). Lorusso, Marco ; Costola, Michele. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851322000071. Full description at Econpapers || Download paper | 7 |
46 | 2018 | Volatility spillover in seafood markets. (2018). Jonsson, Erlendur ; Dahl, Roy Endre . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:12:y:2018:i:c:p:44-59. Full description at Econpapers || Download paper | 7 |
47 | 2018 | Cod stories: Trade dynamics and duration for Norwegian cod exports. (2018). Straume, Hans-Martin ; Gaasland, Ivar ; Cojocaru, Andreea L ; Asche, Frank. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:12:y:2018:i:c:p:71-79. Full description at Econpapers || Download paper | 7 |
48 | 2016 | Commodities common factor: An empirical assessment of the markets drivers. (2016). Posch, Peter N ; Lubbers, Johannes . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:4:y:2016:i:1:p:28-40. Full description at Econpapers || Download paper | 6 |
49 | 2022 | Economic drivers of volatility and correlation in precious metal markets. (2022). Nguyen, Duc Khuong ; Goutte, Stéphane ; Walther, Thomas ; Dinh, Theu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s240585132100074x. Full description at Econpapers || Download paper | 6 |
50 | 2019 | The consignment mechanism in carbon markets: A laboratory investigation. (2019). Healy, Paul J ; Dormady, Noah . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:14:y:2019:i:c:p:51-65. Full description at Econpapers || Download paper | 6 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2016 | The connectedness between crude oil and financial markets: Evidence from implied volatility indices. (2016). Awartani, Basel ; Aktham, Maghyereh ; Cherif, Guermat . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:4:y:2016:i:1:p:56-69. Full description at Econpapers || Download paper | 85 |
2 | 2017 | Reassessing the role of precious metals as safe havensââ¬âWhat colour is your haven and why?. (2017). Lucey, Brian M ; Li, Sile . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:1-14. Full description at Econpapers || Download paper | 56 |
3 | 2020 | Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture. (2020). Yahya, Muhammad ; Oglend, Atle ; Dahl, Roy Endre. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851319300765. Full description at Econpapers || Download paper | 40 |
4 | 2020 | Econometric modelling and forecasting of intraday electricity prices. (2020). Ziel, Florian ; Narajewski, Micha. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:19:y:2020:i:c:s2405851319300728. Full description at Econpapers || Download paper | 30 |
5 | 2018 | Electricity markets around the world. (2018). Trueck, Stefan ; Truck, Stefan ; Mayer, Klaus . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:9:y:2018:i:c:p:77-100. Full description at Econpapers || Download paper | 24 |
6 | 2016 | On the correlation between commodity and equity returns: Implications for portfolio allocation. (2016). Ravazzolo, Francesco ; Lombardi, Marco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:2:y:2016:i:1:p:45-57. Full description at Econpapers || Download paper | 19 |
7 | 2017 | Price discovery in agricultural commodity markets in the presence of futures speculation. (2017). Jung, Robert ; Flad, Michael ; Dimpfl, Thomas. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:5:y:2017:i:c:p:50-62. Full description at Econpapers || Download paper | 19 |
8 | 2018 | An update on speculation and financialization in commodity markets. (2018). Li, Bingxin ; Harris, Jeffrey H ; Boyd, Naomi E. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:91-104. Full description at Econpapers || Download paper | 18 |
9 | 2017 | A Markov regime-switching model of crude oil market integration. (2017). Kuck, Konstantin ; Schweikert, Karsten. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:6:y:2017:i:c:p:16-31. Full description at Econpapers || Download paper | 18 |
10 | 2017 | Do sovereign wealth funds dampen the negative effects of commodity price volatility?. (2017). Mohaddes, Kamiar ; Raissi, Mehdi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:8:y:2017:i:c:p:18-27. Full description at Econpapers || Download paper | 17 |
11 | 2020 | Spillovers, integration and causality in LME non-ferrous metal markets. (2020). lucey, brian ; Yarovaya, Larisa ; Ciner, Cetin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:17:y:2020:i:c:s240585131730243x. Full description at Econpapers || Download paper | 14 |
12 | 2016 | Increasing trends in the excess comovement of commodity prices. (2016). Okimoto, Tatsuyoshi ; Ohashi, Kazuhiko . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:1:y:2016:i:1:p:48-64. Full description at Econpapers || Download paper | 13 |
13 | 2019 | A review of the evidence on the relation between crude oil prices and petroleum product prices. (2019). Lee, Thomas K ; Hoelscher, Seth A ; Fernando, Chitru S ; Ederington, Louis H ; Linn, Scott C. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:1-15. Full description at Econpapers || Download paper | 13 |
14 | 2016 | The impact of speculation on commodity futures markets ââ¬â A review of the findings of 100 empirical studies. (2016). Zimmermann, Heinz ; Haase, Marco . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:3:y:2016:i:1:p:1-15. Full description at Econpapers || Download paper | 12 |
15 | 2020 | Stock market response to potash mine disasters. (2020). Kowalewski, Oskar ; Piewanowski, Piotr. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851320300015. Full description at Econpapers || Download paper | 12 |
16 | 2017 | Agricultural price transmission: China relationships with world commodity markets. (2017). Gale, Fred ; Cooke, Bryce ; Arnade, Carlos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:28-40. Full description at Econpapers || Download paper | 11 |
17 | 2020 | Comovement in the commodity futures markets: An analysis of the energy, grains, and livestock sectors. (2020). Putnam, Kyle J ; Adhikari, Ramesh. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:18:y:2020:i:c:s2405851318300680. Full description at Econpapers || Download paper | 11 |
18 | 2022 | Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe. (2022). Yang, Lu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000192. Full description at Econpapers || Download paper | 10 |
19 | 2021 | The price of crude oil and (conditional) out-of-sample predictability of world industrial production. (2021). Nonejad, Nima. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851321000015. Full description at Econpapers || Download paper | 10 |
20 | 2019 | Can agricultural commodity prices predict Nigerias inflation?. (2019). Salisu, Afees ; Chiemeke, Charles C ; Tule, Moses K. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851318301107. Full description at Econpapers || Download paper | 9 |
21 | 2018 | Globalization and commoditization: The transformation of the seafood market. (2018). Garlock, Taryn ; Asche, Frank ; Anderson, James L. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:12:y:2018:i:c:p:2-8. Full description at Econpapers || Download paper | 8 |
22 | 2016 | Global relationships across crude oil benchmarks. (2016). Sephton, Peter ; Mann, Janelle. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:2:y:2016:i:1:p:1-5. Full description at Econpapers || Download paper | 8 |
23 | 2019 | Jumps in commodity markets. (2019). Prokopczuk, Marcel ; Benno, Duc Binh. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:55-70. Full description at Econpapers || Download paper | 8 |
24 | 2019 | Price volatility and speculative activities in futures commodity markets: A combination of combinations of p-values test. (2019). Leccadito, Arturo ; Algieri, Bernardina. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:40-54. Full description at Econpapers || Download paper | 8 |
25 | 2020 | Price discovery in agricultural commodity markets: Do speculators contribute?. (2020). Wellenreuther, Claudia ; Stefan, Martin ; Siklos, Pierre L ; Bohl, Martin T. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:18:y:2020:i:c:s2405851318300941. Full description at Econpapers || Download paper | 8 |
26 | 2022 | Spillovers among energy commodities and the Russian stock market. (2022). Lorusso, Marco ; Costola, Michele. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851322000071. Full description at Econpapers || Download paper | 7 |
27 | 2017 | Portfolio investment: Are commodities useful?. (2017). Garcia, Philip ; Yan, Lei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:8:y:2017:i:c:p:43-55. Full description at Econpapers || Download paper | 7 |
28 | 2019 | Are crude oil markets cointegrated? Testing the co-movement of weekly crude oil spot prices. (2019). Galay, Gregory. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851317302015. Full description at Econpapers || Download paper | 7 |
29 | 2019 | The impact of long-short speculators on the volatility of agricultural commodity futures prices. (2019). Sulewski, Christoph ; Bohl, Martin T. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851317301630. Full description at Econpapers || Download paper | 7 |
30 | 2019 | How connected are the U.S. regional natural gas markets in the post-deregulation era? Evidence from time-varying connectedness analysis. (2019). Etienne, Xiaoli L ; Scarcioffolo, Alexandre Ribeiro. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:15:y:2019:i:c:1. Full description at Econpapers || Download paper | 7 |
31 | 2017 | A review of the literature on commodity risk management. (2017). Simkins, Betty ; Treanor, Stephen D ; Rogers, Daniel A ; Carter, David A. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:8:y:2017:i:c:p:1-17. Full description at Econpapers || Download paper | 6 |
32 | 2022 | Economic drivers of volatility and correlation in precious metal markets. (2022). Nguyen, Duc Khuong ; Goutte, Stéphane ; Walther, Thomas ; Dinh, Theu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s240585132100074x. Full description at Econpapers || Download paper | 6 |
33 | 2017 | Dynamic correlations between BRIC and U.S. stock markets: The asymmetric impact of volatility expectations in oil, gold and financial markets. (2017). Soytas, Ugur ; Sarñ, Ramazan ; Gormus, Alper ; Sari, Ramazan ; Kocaarslan, Baris. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:41-56. Full description at Econpapers || Download paper | 6 |
34 | 2016 | Structural models for coupled electricity markets. (2016). Kusterman, Michael ; Kiesel, Rudiger . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:3:y:2016:i:1:p:16-38. Full description at Econpapers || Download paper | 6 |
35 | 2021 | The impact of speculation on commodity prices: A Meta-Granger analysis. (2021). Rathgeber, Andreas ; Schmid, Florian ; Hutter, Marie ; Geyer-Klingeberg, Jerome ; Wimmer, Thomas. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:22:y:2021:i:c:s2405851320300258. Full description at Econpapers || Download paper | 6 |
36 | 2017 | The economics of commodity market manipulation: A survey. (2017). Pirrong, Craig. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:5:y:2017:i:c:p:1-17. Full description at Econpapers || Download paper | 6 |
37 | 2016 | Long-short commodity investing: A review of the literature. (2016). Miffre, Joelle. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:1:y:2016:i:1:p:3-13. Full description at Econpapers || Download paper | 6 |
38 | 2016 | Natural gas storage valuation, optimization, market and credit risk management. (2016). Thompson, Matt . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:2:y:2016:i:1:p:26-44. Full description at Econpapers || Download paper | 6 |
39 | 2019 | The consignment mechanism in carbon markets: A laboratory investigation. (2019). Healy, Paul J ; Dormady, Noah . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:14:y:2019:i:c:p:51-65. Full description at Econpapers || Download paper | 6 |
40 | 2018 | Volatility spillover in seafood markets. (2018). Jonsson, Erlendur ; Dahl, Roy Endre . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:12:y:2018:i:c:p:44-59. Full description at Econpapers || Download paper | 6 |
41 | 2017 | Commodity market volatility in the presence of U.S. and Chinese macroeconomic news. (2017). Smales, L A. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:15-27. Full description at Econpapers || Download paper | 5 |
42 | 2017 | Heterogeneous traders, liquidity, and volatility in crude oil futures market. (2017). Ray, Rina ; Haugom, Erik. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:5:y:2017:i:c:p:36-49. Full description at Econpapers || Download paper | 5 |
43 | 2020 | A comprehensive empirical analysis of the predictive impact of the price of crude oil on aggregate equity return volatility. (2020). Nonejad, Nima. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851319300868. Full description at Econpapers || Download paper | 5 |
44 | 2021 | When does USDA information have the most impact on crop and livestock markets?. (2021). Adjemian, Michael ; Irwin, Scott H ; Karali, Berna ; Cao, Xiang ; Isengildina-Massa, Olga ; Johansson, Robert C. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:22:y:2021:i:c:s2405851320300143. Full description at Econpapers || Download paper | 5 |
45 | 2019 | The ethanol mandate and crude oil and biofuel agricultural commodity price dynamics. (2019). Serletis, Apostolos ; Xu, Libo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:15:y:2019:i:c:3. Full description at Econpapers || Download paper | 5 |
46 | 2020 | The impact of oil shocks on innovation for alternative sources of energy: Is there an asymmetric response when oil prices go up or down?. (2020). Catal̮̣o-Lopes, Margarida ; Catalo-Lopes, Margarida ; Nunes, Ines Carrilho. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:19:y:2020:i:c:s240585131930073x. Full description at Econpapers || Download paper | 5 |
47 | 2018 | Financialization and the returns to commodity investments. (2018). Smith, Aaron ; Sanders, Dwight R ; Irwin, Scott H ; Main, Scott. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:22-28. Full description at Econpapers || Download paper | 5 |
48 | 2018 | Cod stories: Trade dynamics and duration for Norwegian cod exports. (2018). Straume, Hans-Martin ; Gaasland, Ivar ; Cojocaru, Andreea L ; Asche, Frank. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:12:y:2018:i:c:p:71-79. Full description at Econpapers || Download paper | 5 |
49 | 2018 | A particle filtering approach to oil futures price calibration and forecasting. (2018). Sgarra, Carlo ; Fileccia, Gaetano . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:9:y:2018:i:c:p:21-34. Full description at Econpapers || Download paper | 5 |
50 | 2021 | Are there price asymmetries in the U.S. beef market?. (2021). Schroeder, Ted ; Bachmeier, Lance J ; Pozo, Veronica F. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:21:y:2021:i:c:s2405851320300040. Full description at Econpapers || Download paper | 5 |
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2022 | An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting. (2022). Wang, Shixuan ; Liu, Zhenya ; Han, Xuyuan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000222. Full description at Econpapers || Download paper | |
2022 | Spillovers and interdependency across base metals: Evidence from Chinas futures and spot markets. (2022). Tongurai, Jittima ; Chen, Xiangyu. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004876. Full description at Econpapers || Download paper | |
2022 | The asymmetric effects of oil price shocks and uncertainty on non-ferrous metal market: Based on quantile regression. (2022). Li, Hailing ; Zhu, Xuehong ; Chen, Ying. In: Energy. RePEc:eee:energy:v:246:y:2022:i:c:s0360544222002687. Full description at Econpapers || Download paper | |
2022 | Normal and extreme interactions among nonferrous metal futures: A new quantile-frequency connectedness approach. (2022). Li, Xiafei ; Bai, Lan ; Wei, YU. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322001398. Full description at Econpapers || Download paper | |
2022 | Spillovers and hedging effectiveness of non-ferrous metals and sub-sectoral clean energy stocks in time and frequency domain. (2022). Chen, Jinyu ; Zhu, Xuehong. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002365. Full description at Econpapers || Download paper | |
2022 | Upward/downward multifractality and efficiency in metals futures markets: The impacts of financial and oil crises. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000940. Full description at Econpapers || Download paper | |
2022 | Dynamic volatility connectedness between industrial metal markets. (2022). Zhou, Zicheng ; Liu, Tangyong ; Xu, Jun ; Gong, XU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001498. Full description at Econpapers || Download paper | |
2022 | Food Prices, Ethics and Forms of Speculation. (2022). Bredin, Don ; Salvador, Enrique ; Poti, Valerio. In: Journal of Business Ethics. RePEc:kap:jbuset:v:179:y:2022:i:2:d:10.1007_s10551-021-04842-z. Full description at Econpapers || Download paper | |
2022 | Revisiting the relationship between spot and futures markets: evidence from commodity markets and NARDL framework. (2022). Louhichi, Wael ; Ftiti, Zied ; ben Ameur, Hachmi. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-021-04172-3. Full description at Econpapers || Download paper | |
2022 | Influences of Power Structure Evolution on Coffee Commodity Markets: Insights from Price Discovery and Volatility Spillovers. (2022). Reed, Michael ; Saghaian, Sayed ; Zhang, Wei. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:22:p:15268-:d:975998. Full description at Econpapers || Download paper | |
2022 | Effects of the Covid?19 pandemic on derivatives markets: Evidence from global futures and options exchanges. (2022). Ren, Honglin ; Ma, Han ; Gay, Gerald D ; Emm, Ekaterina E. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:5:p:823-851. Full description at Econpapers || Download paper | |
2022 | Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility). (2022). Nielsen, Joshua ; Karmakar, Sayar ; Gupta, Rangan ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:202228. Full description at Econpapers || Download paper | |
2022 | Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data. (2022). GUPTA, RANGAN ; Pierdzioch, Christian ; Karmakar, Sayar. In: Working Papers. RePEc:pre:wpaper:202201. Full description at Econpapers || Download paper | |
2022 | The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model. (2022). Salisu, Afees A ; Bouri, Elie ; Nel, Jacobus ; Gupta, Rangan. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003427. Full description at Econpapers || Download paper | |
2022 | Optimal bidding on hourly and quarter-hourly day-ahead electricity price auctions: trading large volumes of power with market impact and transaction costs. (2021). Narajewski, Michal ; Ziel, Florian. In: Papers. RePEc:arx:papers:2104.14204. Full description at Econpapers || Download paper | |
2022 | Integrated day-ahead and intraday self-schedule bidding for energy storage systems using approximate dynamic programming. (2022). Ziel, Florian ; Gonsch, Jochen ; Finnah, Benedikt. In: European Journal of Operational Research. RePEc:eee:ejores:v:301:y:2022:i:2:p:726-746. Full description at Econpapers || Download paper | |
2022 | Modelling the evolution of wind and solar power infeed forecasts. (2022). Paraschiv, Florentina ; Li, Wei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000234. Full description at Econpapers || Download paper | |
2022 | Short-term risk management of electricity retailers under rising shares of decentralized solar generation. (2022). Keles, Dogan ; Bertsch, Valentin ; Kraft, Emil ; Russo, Marianna. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001323. Full description at Econpapers || Download paper | |
2022 | Forecasting Electricity Prices. (2022). Weron, RafaÅ ; Uniejewski, Bartosz ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2204.11735. Full description at Econpapers || Download paper | |
2022 | Probabilistic forecasting of German electricity imbalance prices. (2022). Narajewski, Michal. In: Papers. RePEc:arx:papers:2205.11439. Full description at Econpapers || Download paper | |
2022 | Distributional neural networks for electricity price forecasting. (2022). Ziel, Florian ; Weron, Rafal ; Narajewski, Michal ; Marcjasz, Grzegorz. In: Papers. RePEc:arx:papers:2207.02832. Full description at Econpapers || Download paper | |
2022 | Optimal bidding in hourly and quarter-hourly electricity price auctions: Trading large volumes of power with market impact and transaction costs. (2022). Ziel, Florian ; Narajewski, Micha. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001505. Full description at Econpapers || Download paper | |
2022 | Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study. (2022). Wojcik, Edyta ; Janczura, Joanna. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001840. Full description at Econpapers || Download paper | |
2022 | Trading on short-term path forecasts of intraday electricity prices. (2022). Weron, Rafa ; Marcjasz, Grzegorz ; Serafin, Tomasz. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s014098832200281x. Full description at Econpapers || Download paper | |
2022 | Simultaneity of green energy and hydrogen production: Analysing the dispatch of a grid-connected electrolyser. (2022). Theile, Philipp ; Schlund, David. In: Energy Policy. RePEc:eee:enepol:v:166:y:2022:i:c:s0301421522002336. Full description at Econpapers || Download paper | |
2022 | Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, MichaÅ ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph | |
2022 | Short- and long-term forecasting of electricity prices using embedding of calendar information in neural networks. (2022). Michaeli, Hendrik ; Schirra, Florian ; Ramentol, Enislay ; Wagner, Andreas. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851322000046. Full description at Econpapers || Download paper | |
2022 | Probabilistic Forecasting of German Electricity Imbalance Prices. (2022). Narajewski, Micha. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:14:p:4976-:d:857870. Full description at Econpapers || Download paper | |
2022 | Flexible Short-Term Electricity CertificatesâAn Analysis of Trading Strategies on the Continuous Intraday Market. (2022). Naumann, Michael ; Baule, Rainer. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:17:p:6344-:d:902361. Full description at Econpapers || Download paper | |
2022 | Short-Term Electricity Price Forecasting Based on the Two-Layer VMD Decomposition Technique and SSA-LSTM. (2022). Guo, Fang ; Deng, Shangyun ; Zheng, Weijia ; Wen, AN ; Du, Jinfeng ; Huang, Guangshan ; Wang, Ruiyang. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:22:p:8445-:d:969965. Full description at Econpapers || Download paper | |
2022 | Does oil price affect corporate innovation? Evidence from new energy vehicle enterprises in China. (2022). Chen, Xing ; Zhao, Daiqing ; Li, Jingyi. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:156:y:2022:i:c:s1364032121012296. Full description at Econpapers || Download paper | |
2022 | The nexus between green innovations and natural resources commodity prices in China. (2022). Wu, Wenhan ; Ding, Chen. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722001672. Full description at Econpapers || Download paper | |
2022 | Oil price, green innovation and institutional pressure: A Chinas perspective. (2022). Wang, Kai-Hua ; Hu, Jinyan ; Su, Chiwei ; Umar, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002367. Full description at Econpapers || Download paper | |
2022 | The effects of environmental policy and technology transfer on GHG emissions: The case of Portugal. (2022). Catalão-Lopes, Margarida ; Catalo-Lopes, Margarida ; Carrilho-Nunes, Ines. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:61:y:2022:i:c:p:255-264. Full description at Econpapers || Download paper | |
2022 | Forecasting crude oil price volatility out-of-sample using news-based geopolitical risk index: What forms of nonlinearity help improve forecast accuracy the most?. (2022). Nonejad, Nima. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003408. Full description at Econpapers || Download paper | |
2022 | Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility. (2022). Nonejad, Nima. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000973. Full description at Econpapers || Download paper | |
2022 | Equity premium prediction using the price of crude oil: Uncovering the nonlinear predictive impact. (2022). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005242. Full description at Econpapers || Download paper | |
2022 | Infectious diseases tracking and sectoral stock market returns: A quantile regression analysis. (2022). Power, David M ; Ur, Mobeen ; al Rababa, Abdel Razzaq ; Alomari, Mohammad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s106294082100187x. Full description at Econpapers || Download paper | |
2022 | The COVID-19 storm and the energy sector: The impact and role of uncertainty. (2022). Bwanya, Princess Rutendo ; Charteris, Ailie ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988321001638. Full description at Econpapers || Download paper | |
2022 | The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets. (2022). Gil-Alana, Luis Alberiko ; Karikari, Nana Kwasi ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000857. Full description at Econpapers || Download paper | |
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2022 | Market uncertainty and sentiment around USDA announcements. (2022). Robe, Michel A ; A N, . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:2:p:250-275. Full description at Econpapers || Download paper | |
2022 | Asymmetric volatility dynamics in cryptocurrency markets on multi-time scales. (2022). Umeno, Ken ; Kakinaka, Shinji. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001404. Full description at Econpapers || Download paper | |
2022 | Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach. (2022). Herrera, Rodrigo ; Gaete, Michael. In: MPRA Paper. RePEc:pra:mprapa:115641. Full description at Econpapers || Download paper | |
2022 | Short-Term Speculation Effects on Agricultural Commodity Returns and Volatility in the European Market Prior to and during the Pandemic. (2022). Vaznonis, Bernardas ; Staugaitis, Algirdas Justinas. In: Agriculture. RePEc:gam:jagris:v:12:y:2022:i:5:p:623-:d:803771. Full description at Econpapers || Download paper | |
2022 | Commodity Futures Hedge Ratios: A Meta-Analysis. (2022). Bohl, Martin T ; Biakowski, Jdrzej ; Perera, Devmali. In: Working Papers in Economics. RePEc:cbt:econwp:22/12. Full description at Econpapers || Download paper | |
2022 | Do biofuel production and financial speculation in agricultural commodities influence African food prices? New evidence from a TVP-VAR extended joint connectedness approach. (2022). Tanaka, Tetsuji ; Guo, Jin. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005515. Full description at Econpapers || Download paper | |
2022 | The Trilogy of the Chinese Apple Futures Market: Price Discovery, Risk-Hedging and Cointegration. (2022). Hou, Xiaokang ; Fahad, Shah ; Zhao, Peipei ; Yan, Beibei ; Liu, Tianjun. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:19:p:12864-:d:936935. Full description at Econpapers || Download paper | |
2022 | Preference heterogeneity in Bitcoin and its forks network. (2022). Ahn, Kwangwon ; Ha, Chang Yong ; Kim, Hyeonoh. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:164:y:2022:i:c:s0960077922008980. Full description at Econpapers || Download paper | |
2022 | Measuring commodity market quality. (2022). Prokopczuk, Marcel ; Lauter, Tobias. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:145:y:2022:i:c:s0378426622002382. Full description at Econpapers || Download paper | |
2022 | Time-varying geopolitical risk and oil prices. (2022). Hailemariam, Abebe ; Ivanovski, Kris. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:206-221. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications. (2022). Kang, Sang Hoon ; Suleman, Muhammad Tahir ; Arif, Muhammad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006022. Full description at Econpapers || Download paper | |
2022 | Consumption- and speculation-led change in demand for oil and the response of base metals: A Markov-switching approach. (2022). Sah, Nilesh B ; Rahman, Md Abdur ; Alam, Md Rafayet. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000964. Full description at Econpapers || Download paper | |
2022 | The quantile dependence of the stock returns of âcleanâ and âdirtyâ firms on oil demand and supply shocks. (2022). Kassouri, Yacouba ; Altinta, Halil. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851321000714. Full description at Econpapers || Download paper | |
2022 | The COVID-19 Pandemic and Dynamics of Price Adjustment in the U.S. Beef Sector. (2022). Saghaian, Sayed H ; Erol, Erdal. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:8:p:4391-:d:788678. Full description at Econpapers || Download paper | |
2022 | Tail price risk spillovers along the US beef and pork supply chains. (2022). Tzaferi, Dimitra ; Fousekis, Panos. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:2:p:383-399. Full description at Econpapers || Download paper | |
2022 | The role of consumer data in marketing: A research agenda. (2022). Reyes-Menendez, Ana ; Alcaiz, Mariano ; Kastanakis, Minas N ; Lee, Hsin-Hsuan Meg ; Blasco-Arcas, Lorena. In: Journal of Business Research. RePEc:eee:jbrese:v:146:y:2022:i:c:p:436-452. Full description at Econpapers || Download paper | |
2022 | Impact of COVID-19 Pandemic on Vertical Price Transmission in the U.S. Fresh Banana Market. (2022). Saghaian, Sayed H ; Odiase, Solomon. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:10:p:6354-:d:821938. Full description at Econpapers || Download paper | |
2022 | Dynamic connectedness between clean energy stock markets and energy commodity markets during times of COVID-19: Empirical evidence from China. (2022). Li, Kang ; Chen, Hao ; Peng, Pin ; Ma, Lijun ; Qi, Haozhi. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005372. Full description at Econpapers || Download paper | |
2022 | New Findings Regarding the Out-of-Sample Predictive Impact of the Price of Crude Oil on the United States Industrial Production. (2022). Nonejad, Nima. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:18:y:2022:i:1:d:10.1007_s41549-022-00065-x. Full description at Econpapers || Download paper | |
2022 | U.S. grain commodity futures price volatility: Does trade policy uncertainty matter?. (2022). Mei, Dexiang ; Xie, Yutang. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002689. Full description at Econpapers || Download paper | |
2022 | Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures: A comparative study. (2022). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002095. Full description at Econpapers || Download paper | |
2022 | Risk spillovers and time-varying links between international oil and Chinaâs commodity futures markets: Fresh evidence from the higher-order moments. (2022). Maghyereh, Aktham ; Zou, Huiwen ; Goh, Mark ; Cui, Jinxin. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pb:s036054422101999x. Full description at Econpapers || Download paper | |
2022 | Financial implications of the EU Emission Trading System: an analysis of wavelet coherence and volatility spillovers. (2022). Romagnoli, Matteo ; de Ponti, Pietro. In: FEEM Working Papers. RePEc:ags:feemwp:323874. Full description at Econpapers || Download paper | |
2022 | Financial implications of the EU Emission Trading System: an analysis of wavelet coherence and volatility spillovers. (2022). Romagnoli, Matteo ; de Ponti, Pietro. In: Working Papers. RePEc:fem:femwpa:2022.22. Full description at Econpapers || Download paper | |
2022 | Breaks, trends and correlations in commodity prices in the very long-run. (2022). Smyth, Russell ; Ivanovski, Kris ; Inekwe, John ; Awaworyi-Churchill, Sefa. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001116. Full description at Econpapers || Download paper | |
2022 | Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities. (2022). Nepal, Rabindra ; Paltrinieri, Andrea ; Naeem, Muhammad Abubakr ; Farid, Saqib. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001384. Full description at Econpapers || Download paper | |
2022 | Does economic policy uncertainty drive nonlinear risk spillover in the commodity futures market?. (2022). Zhao, Wanru ; Zhu, Huiming ; Tan, Anqi ; Ren, Yinghua. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000552. Full description at Econpapers || Download paper | |
2022 | Dynamic correlation between crude oil and agricultural futures markets. (2022). Kang, Hanwen ; Yan, BO ; Chen, Zhuo. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:3:p:1798-1849. Full description at Econpapers || Download paper | |
2022 | Bubbles in US gasoline prices: Assessing the role of hurricanes and antiâprice gouging laws. (2022). Oladosu, Gbadebo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000520. Full description at Econpapers || Download paper | |
2022 | Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic. (2022). Gabauer, David ; de Gracia, Fernando Perez ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002195. Full description at Econpapers || Download paper | |
2022 | Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain. (2022). Kang, Sanghoon ; Lucey, Brian M ; Hasan, Mudassar ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003036. Full description at Econpapers || Download paper | |
2022 | Factor volatility spillover and its implications on factor premia. (2022). Shi, Huai-Long ; Zhou, Wei-Xing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001068. Full description at Econpapers || Download paper | |
2022 | Time-frequency analysis between Bloomberg Commodity Index (BCOM) and WTI crude oil prices. (2022). Shahzad, Umer ; Jena, Sangram Keshari ; Tiwari, Aviral Kumar ; Doan, Buhari ; Magazzino, Cosimo. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002719. Full description at Econpapers || Download paper | |
2022 | The connectedness between natural resource commodities and stock market indices: Evidence from the Chinese economy. (2022). Chang, Chiu-Lan ; Fang, Ming. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002896. Full description at Econpapers || Download paper | |
2022 | Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak. (2022). Lee, Chien-Chiang ; Adewuyi, Adeolu O ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003796. Full description at Econpapers || Download paper | |
2022 | Do precious metals hedge crude oil volatility jumps?. (2022). Basu, Sankarshan ; Kumar, Surya Bhushan ; Bhatia, Vaneet ; Das, Debojyoti. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002150. Full description at Econpapers || Download paper | |
2022 | Risk connectedness between energy and stock markets: Evidence from oil importing and exporting countries. (2022). Lucey, Brian M ; Naeem, Muhammad Abubakr ; Karim, Sitara ; Benlagha, Noureddine ; Vigne, Samuel A. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004777. Full description at Econpapers || Download paper | |
2022 | Spillover effects between commodity and stock markets: A SDSES approach. (2022). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722003701. Full description at Econpapers || Download paper | |
2022 | Research on the Volatility of the Cotton Market under Different Term Structures: Perspective from Investor Attention. (2022). Zhou, Qingjie ; Zhu, Panpan ; Wu, You ; Zhang, Yinpeng. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:21:p:14389-:d:961941. Full description at Econpapers || Download paper | |
2022 | Hedging pressure and liquidity provision in commodity options markets. (2022). Zhang, Tianyang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:7:p:1212-1233. Full description at Econpapers || Download paper | |
2022 | Arbitrage breakdown in WTI crude oil futures: An analysis of the events on April 20, 2020. (2022). Kane, Stephen ; Burns, Christopher B. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s030142072200054x. Full description at Econpapers || Download paper | |
2022 | The impact of futures contract storage rate policy on convergence expectations in domestic commodity markets. (2022). Karali, Berna ; Adjemian, Michael K ; Goswami, Alankrita. In: Food Policy. RePEc:eee:jfpoli:v:111:y:2022:i:c:s0306919222000793. Full description at Econpapers || Download paper | |
2022 | Does Ownership Structure Moderate the Relationship between Systemic Risk and Corporate Governance? Evidence from Gulf Cooperation Council Countries. (2022). Hussainey, Khaled ; Nsaibi, Mariem ; Abidi, Ilyes. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:5:p:216-:d:814237. Full description at Econpapers || Download paper | |
2022 | Oil structural shocks, bank-level characteristics, and systemic risk: Evidence from dual banking systems. (2022). Maghyereh, Aktham ; Al-Shboul, Mohammad ; Abdoh, Hussein. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:4:s0939362522001005. Full description at Econpapers || Download paper |
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2022 | Could Exist a Causality Between the Most Traded Commodities and Futures Commodity Prices in the Agricultural Market?. (2022). Ligocka, Marie ; Ermak, Michal. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:330101. Full description at Econpapers || Download paper | |
2022 | COVID-19 pandemicâs impact on intraday volatility spillover between oil, gold, and stock markets. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:702-715. Full description at Econpapers || Download paper | |
2022 | Tail connectedness between lending/borrowing tokens and commercial bank stocks. (2022). Yousaf, Imran ; Esparcia, Carlos ; Jareo, Francisco. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003672. Full description at Econpapers || Download paper | |
2022 | Hedging Geopolitical Risks with Different Asset Classes: A Focus on the Russian Invasion of Ukraine. (2022). Zaremba, Adam ; Demir, Ender ; Bdowska-Sojka, Barbara. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322003981. Full description at Econpapers || Download paper | |
2022 | Regime-switching angular correlation diversification. (2022). Lee, Hsiang-Tai. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004330. Full description at Econpapers || Download paper | |
2022 | Impact of Russian-Ukraine war on clean energy, conventional energy, and metal markets: Evidence from event study approach. (2022). Yousaf, Imran ; Riaz, Yasir ; Umar, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004093. Full description at Econpapers || Download paper | |
2022 | Volatility spillovers between Turkish energy stocks and fossil fuel energy commodities based on time and frequency domain approaches. (2022). Taspinar, Nigar ; Coskun, Merve. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004111. Full description at Econpapers || Download paper | |
2022 | Dynamic connectedness between clean energy stock markets and energy commodity markets during times of COVID-19: Empirical evidence from China. (2022). Li, Kang ; Chen, Hao ; Peng, Pin ; Ma, Lijun ; Qi, Haozhi. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005372. Full description at Econpapers || Download paper | |
2022 | Asymmetric risk transmissions between oil, gold and US equities: Recent evidence from the realized variance of the futures prices. (2022). Maghyereh, Aktham ; Virk, Nader S ; Awartani, Basel. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005517. Full description at Econpapers || Download paper | |
2022 | Oil and gold price prediction using optimized fuzzy inference system based extreme learning machine. (2022). Janghel, Rekh Ram ; Sahu, Tirath Prasad ; Das, Sudeepa. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005529. Full description at Econpapers || Download paper | |
2022 | Interplay multifractal dynamics among metal commodities and US-EPU. (2022). Ferreira, Paulo ; Tabak, Benjamin Miranda ; Aslam, Faheem. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:606:y:2022:i:c:s0378437122006975. Full description at Econpapers || Download paper | |
2022 | Infectious disease equity market volatility, geopolitical risk, speculation, and commodity returns: Comparative analysis of five epidemic outbreaks. (2022). Guo, Jiaqi ; Long, Shaobo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922000770. Full description at Econpapers || Download paper | |
2022 | Model Analysis of Eco-Innovation for National Decarbonisation Transition in Integrated European Energy System. (2022). Lomachynska, Iryna ; Borodina, Oksana ; Koval, Viktor ; Matuszewska, Dominika ; Mumladze, Anzor ; Olczak, Piotr. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:9:p:3306-:d:807107. Full description at Econpapers || Download paper | |
2022 | Indirect Thermographic Temperature Measurement of a Power-Rectifying Diode Die Based on a Heat Sink Thermogram. (2022). Dombek, Grzegorz ; Druyski, Ukasz ; Hulewicz, Arkadiusz ; Dziarski, Krzysztof. In: Energies. RePEc:gam:jeners:v:16:y:2022:i:1:p:332-:d:1017644. Full description at Econpapers || Download paper | |
2022 | Impact of Changes in Membership on Prices of a Unified Carbon Market: Case Study of the European Union Emissions Trading System. (2022). Xu, Yue ; Zhai, Dayu. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:21:p:13806-:d:952077. Full description at Econpapers || Download paper | |
2022 | Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach. (2022). Herrera, Rodrigo ; Gaete, Michael. In: MPRA Paper. RePEc:pra:mprapa:115641. Full description at Econpapers || Download paper | |
2022 | Timeâfrequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic. (2022). Cui, Jinxin ; Maghyereh, Aktham. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00395-w. Full description at Econpapers || Download paper | |
2022 | Common Drivers of Commodity Futures?. (2022). Walther, Thomas ; Nguyen, Duc Khuong ; Klein, Tony ; Dudda, Tom. In: Working Papers. RePEc:use:tkiwps:2207. Full description at Econpapers || Download paper | |
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2021 | Impacts of COVID?19 and Price Transmission in U.S. Meat Markets. (2021). Ramsey, Austin ; Hahn, William ; Holt, Matthew T ; Goodwin, Barry K. In: Agricultural Economics. RePEc:bla:agecon:v:52:y:2021:i:3:p:441-458. Full description at Econpapers || Download paper | |
2021 | Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures: Some new empirical results. (2021). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004977. Full description at Econpapers || Download paper | |
2021 | The impact of the change in USDA announcement release procedures on agricultural commodity futures. (2021). Tse, Yiuman ; Martinez, Valeria ; Indriawan, Ivan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s240585132030026x. Full description at Econpapers || Download paper | |
2021 | Stock market volatility on shipping stock prices: GARCH models approach. (2021). Mokhtar, Kasypi ; Mhd, Siti Marsila. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000372. Full description at Econpapers || Download paper | |
2021 | Changes of gold prices in COVID-19 pandemic: Daily evidence from Turkeys monetary policy measures with selected determinants. (2021). Depren, Serpil Kili ; Kartal, Mustafa Tevfik. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:170:y:2021:i:c:s0040162521003164. Full description at Econpapers || Download paper | |
2021 | Exploring Spatial Price Relationships: The Case of African Swine Fever in China. (2021). Wang, Holly H ; Ma, Meilin ; Delgado, Michael. In: NBER Chapters. RePEc:nbr:nberch:14612. Full description at Econpapers || Download paper | |
2021 | The Rationality of USDA Forecasts under Multivariate Asymmetric Loss. (2021). Kuethe, Todd ; Katchova, Ani L ; Bora, Siddhartha S. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:103:y:2021:i:3:p:1006-1033. Full description at Econpapers || Download paper | |
2021 | Regional premiums in nonferrous metals markets. (2021). Gilbert, Christopher L. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:11:p:1693-1714. Full description at Econpapers || Download paper |
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2020 | Trading on short-term path forecasts of intraday electricity prices. (2020). Weron, RafaÅ ; Chawla, Yash ; Marcjasz, Grzegorz ; Serafin, Tomasz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2017. Full description at Econpapers || Download paper | |
2020 | Optimal Order Execution in Intraday Markets: Minimizing Costs in Trade Trajectories. (2020). Ziel, Florian ; Kath, Christopher. In: Papers. RePEc:arx:papers:2009.07892. Full description at Econpapers || Download paper | |
2020 | Ensemble forecasting for intraday electricity prices: Simulating trajectories. (2020). Ziel, Florian ; Narajewski, Micha. In: Applied Energy. RePEc:eee:appene:v:279:y:2020:i:c:s0306261920312824. Full description at Econpapers || Download paper | |
2020 | Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns. (2020). Alhammadi, Salah ; Al-Awadhi, Ahmad ; Alsaifi, Khaled. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020300800. Full description at Econpapers || Download paper | |
2020 | The impact of Coronavirus (COVID-19) outbreak on faith-based investments: An original analysis. (2020). Sherif, Mohamed. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303300. Full description at Econpapers || Download paper | |
2020 | Co-movements and spillovers between prices of precious metals and non-ferrous metals: A multiscale analysis. (2020). Vo, Xuan Vinh ; Mensi, Walid ; Wanas, Idries Mohammad ; Ur, Mobeen ; Al-Yahyaee, Khamis Hamed. In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420720301173. Full description at Econpapers || Download paper | |
2020 | Robust Optimization-Based Commodity Portfolio Performance. (2020). Panta, Humnath ; Putnam, Kyle J ; Adhikari, Ramesh. In: IJFS. RePEc:gam:jijfss:v:8:y:2020:i:3:p:54-:d:409459. Full description at Econpapers || Download paper | |
2020 | Algorithmic Sangfroid? The Decline of Sensitivity of Crude Oil Prices to News on Potentially Disruptive Terror Attacks and Political Unrest. (2020). Cymerski, Jarosaw ; Osiichuk, Dmytro ; Mielcarz, Pawe. In: Sustainability. RePEc:gam:jsusta:v:13:y:2020:i:1:p:52-:d:466898. Full description at Econpapers || Download paper | |
2020 | An international Comparison of the Economic Impacts of the COVID-19 Pandemic. (2020). Kirat, Yassine. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2818. Full description at Econpapers || Download paper | |
2020 | Does Trading Volume explain the Information Flow of Crude Palm Oil Futures Returns?. (2020). Lau, Wee-Yeap ; Go, You-How. In: The Review of Finance and Banking. RePEc:rfb:journl:v:12:y:2020:i:2:p:115-136. Full description at Econpapers || Download paper | |
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2019 | Efficiency and Forecast Performance of Commodity Futures Markets. (2019). Kalkuhl, Matthias ; Algieri, Bernardina. In: American Journal of Economics and Business Administration. RePEc:abk:jajeba:ajebasp.2019.19.34. Full description at Econpapers || Download paper | |
2019 | Determination of Causality in Prices of Crude Oil. (2019). Sarwat, Salman ; Ahmed, Farhan ; Aqil, Muhammad ; Kashif, Muhammad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-04-37. Full description at Econpapers || Download paper | |
2019 | Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?. (2019). Lin, Jia-Juan ; Zhang, Yue-Jun. In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s1057521919304387. Full description at Econpapers || Download paper | |
2019 | Assessing the inflation hedging of gold and palladium in OECD countries. (2019). Salisu, Afees ; Oloko, Tirimisiyu ; Ndako, Umar. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:357-377. Full description at Econpapers || Download paper | |
2019 | Assessing the inflation hedging potential of coal and iron ore in Australia. (2019). Salisu, Afees ; Adediran, Idris. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:53. Full description at Econpapers || Download paper | |
2019 | Modelling the symmetric and asymmetric relationships between oil prices and those of corn, barley, and rapeseed oil. (2019). al Refai, Hisham ; Eissa, Mohamad Abdelaziz. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s030142071930460x. Full description at Econpapers || Download paper | |
2019 | Measurement of Connectedness and Frequency Dynamics in Global Natural Gas Markets. (2019). Toyoshima, Yuki ; Nakajima, Tadahiro. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:20:p:3927-:d:277263. Full description at Econpapers || Download paper | |
2019 | How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch. (2019). Salisu, Afees ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201946. Full description at Econpapers || Download paper | |
2019 | Commodity dependence, global commodity chains, price volatility and financialisation: Price-setting and stabilisation in the cocoa sectors in Côte dIvoire and Ghana. (2019). Maile, Felix ; Grumiller, Jan ; Staritz, Cornelia ; Troster, Bernhard. In: Working Papers. RePEc:zbw:oefsew:62. Full description at Econpapers || Download paper |