Facebook LinkedIn Youtube Twitter
Cited By
2020Journal of Futures Markets: Vol. 40, Issue 1Return dynamics during periods of high speculation in a thinly traded commodity marketMartin T. Bohl, Martin Stefanhttp://dx.doi.org/10.1002/fut.22063
2019Research in International Business and Finance: Vol. 47Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity indexJose M. Fernandez-Diaz, Bruce Morleyhttp://dx.doi.org/10.1016/j.ribaf.2018.07.009
2019Resources Policy: Vol. 61Speculation and its impact on liquidity in commodity marketsMichael Ludwighttp://dx.doi.org/10.1016/j.resourpol.2018.05.005
2019Journal of Commodity Markets: Vol. 16The impact of long-short speculators on the volatility of agricultural commodity futures pricesMartin T. Bohl, Christoph Sulewskihttp://dx.doi.org/10.1016/j.jcomm.2019.01.001
2019Journal of Commodity Markets: Vol. 13Price volatility and speculative activities in futures commodity markets: A combination of combinations of p-values testBernardina Algieri, Arturo Leccaditohttp://dx.doi.org/10.1016/j.jcomm.2018.05.008
2019The European Journal of Finance: Vol. 25, Issue 17Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specificationsEsther B. Del Brio, Andrés Mora-Valencia, Javier Perotehttp://dx.doi.org/10.1080/1351847X.2018.1559213
2019Finance Research LettersThe impact of China's macroeconomic determinants on commodity pricesTianding Zhang, Tianwen Du, Jie Lihttp://dx.doi.org/10.1016/j.frl.2019.101323
2019Journal of Commodity Markets: Vol. 14Characteristics of petroleum product prices: A surveyLouis H. Ederington, Chitru S. Fernando, Seth A. Hoelscher, Thomas K. Lee, Scott C. Linnhttp://dx.doi.org/10.1016/j.jcomm.2018.09.001
2018Journal of Mathematical Finance: Vol. 08, Issue 02Consistency of the Model Order Change-Point Estimator for GARCH ModelsIrene W. Irungu, Peter N. Mwita, Antony G. Waitituhttp://dx.doi.org/10.4236/jmf.2018.82018
2018Journal of Mathematical Finance: Vol. 08, Issue 02Limit Theory of Model Order Change-Point Estimator for GARCH ModelsIrene W. Irungu, Peter N. Mwita, Antony G. Waitituhttp://dx.doi.org/10.4236/jmf.2018.82027
2018SSRN Electronic Journal Characteristics of Petroleum Product Prices: A SurveyLouis H. Ederington, Chitru S. Fernando, Seth Hoelscher, Thomas K. Lee, Scott C. Linnhttp://dx.doi.org/10.2139/ssrn.3250476
2017American Journal of Agricultural Economics: Vol. 99, Issue 1The Financialization of Food?Valentina G. Bruno, Bahattin Büyükşahin, Michel A. Robehttp://dx.doi.org/10.1093/ajae/aaw059
2017Journal of Agricultural Economics: Vol. 68, Issue 3Volatility Effects of Index Trading and Spillovers on US Agricultural Futures Markets: A Multivariate GARCH ApproachAna I. Sanjuán-López, Philip J. Dawsonhttp://dx.doi.org/10.1111/1477-9552.12216
2017Journal of Futures Markets: Vol. 37, Issue 10The effects of investor attention on commodity futures marketsLiyan Han, Ziying Li, Libo Yinhttp://dx.doi.org/10.1002/fut.21853
2017Energy Economics: Vol. 62Assessing contagion risk from energy and non-energy commodity marketsBernardina Algieri, Arturo Leccaditohttp://dx.doi.org/10.1016/j.eneco.2017.01.006
2017Agricultural Economics: Vol. 48, Issue 1Monetary policy shocks and the dynamics of agricultural commodity prices: evidence from structural and factor-augmented VAR analysesMd Rafayet Alam, Scott Gilberthttp://dx.doi.org/10.1111/agec.12291
2016Journal of Futures Markets: Vol. 36, Issue 4Fundamentals, Derivatives Market Information and Oil Price VolatilityMichel A. Robe, Jonathan Wallenhttp://dx.doi.org/10.1002/fut.21732
2015SSRN Electronic JournalBig Fish: Oil Markets and SpeculationAlessandro Cologni, Elisa Scarpa, Francesco Giuseppe Sitziahttp://dx.doi.org/10.2139/ssrn.2615868
2015SSRN Electronic JournalThe Financialization of Food?Valentina Bruno, Bahattin Buyuksahin, Michel A. Robehttp://dx.doi.org/10.2139/ssrn.2323064
2015International Review of Economics & Finance: Vol. 39Does the euro area macroeconomy affect global commodity prices? Evidence from a SVAR approachSławomir Śmiech, Monika Papież, Marek A. Dąbrowskihttp://dx.doi.org/10.1016/j.iref.2015.07.012
2015Journal of Natural Gas Science and Engineering: Vol. 24Performance of generated moving average strategies in natural gas futures prices at different time scalesXiaojia Liu, Haizhong An, Lijun Wanghttp://dx.doi.org/10.1016/j.jngse.2015.03.031