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The Financialization of Commodity Markets. (2013). Xiong, Wei ; Cheng, Ing-Haw.
In: NBER Working Papers.
RePEc:nbr:nberwo:19642.

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  1. .

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  3. Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?. (2022). Benkraiem, Ramzi ; Isleimeyyeh, Mohammad ; Goutte, Stephane ; Amar, Amine.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-03672476.

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  4. Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets. (2022). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:85:y:2022:i:c:p:386-400.

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  5. Dynamic connectedness and optimal hedging strategy among commodities and financial indices. (2022). Prigent, Jean-Luc ; Bellalah, Makram ; ben Slimane, Ikrame ; ben Amar, Amine ; Hachicha, Nejib.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002460.

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  6. New evidence on commodity stocks. (2021). Daskalaki, Charoula.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:6:p:811-874.

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  7. African equity markets’ exposure to oil and other commodities - implications for global portfolio diversification. (2021). ALAGIDEDE, IMHOTEP ; Sjo, BO ; Boako, Gideon.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:45:y:2021:i:2:d:10.1007_s12197-020-09527-3.

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  8. Commodity markets dynamics: What do crosscommodities over different nearest-to-maturities tell us?. (2021). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-03211699.

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  9. Characterizing the hedging policies of commodity price‐sensitive corporations. (2020). Boroumand, Raphael H ; Ronn, Ehud I ; Goutte, Stephane.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:40:y:2020:i:8:p:1264-1281.

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  10. Do commodity price volatilities impact currency misalignments in commodity-exporting countries ?. (2020). Guillaumin, Cyriac ; Silanine, Alexandre ; Boubakri, Salem.
    In: Post-Print.
    RePEc:hal:journl:halshs-02935658.

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  11. Commodities price cycles and their interdependence with equity markets. (2020). Alagidede, Imhotep Paul ; Boako, Gideon ; Uddin, Gazi Salah ; Sjo, BO.
    In: Energy Economics.
    RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302243.

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  12. Unconventional monetary policy and financialization of commodities. (2020). Soytas, Ugur ; Ordu-Akkaya, Beyza Mina.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304844.

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  13. Do commodity price volatilities impact currency misalignments in commodity-exporting countries?. (2020). Guillaumin, Cyriac ; Silanine, Alexandre ; Boubakri, Salem.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-20-00234.

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  14. Time-varying diversification benefits of commodity futures. (2019). demiralay, sercan ; Bayraci, Selcuk ; Gencer, Gaye H.
    In: Empirical Economics.
    RePEc:spr:empeco:v:56:y:2019:i:6:d:10.1007_s00181-018-1450-7.

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  15. Non-linear relationship between real commodity price volatility and real effective exchange rate: The case of commodity-exporting countries. (2019). Guillaumin, Cyriac ; Silanine, Alexandre ; Boubakri, Salem.
    In: Post-Print.
    RePEc:hal:journl:halshs-02157574.

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  16. Volatility risk premia and future commodity returns. (2019). ORNELAS, JOSE ; Mauad, Roberto.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:96:y:2019:i:c:p:341-360.

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  17. Cross-asset relations, correlations and economic implications. (2019). McMillan, David G.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:41:y:2019:i:c:p:60-78.

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  18. In search of attention in agricultural commodity markets. (2019). Rajcaniova, Miroslava ; Ciaian, Pavel ; Pokrivak, Jan ; Rajaniova, Miroslava ; Mieka, Toma.
    In: Economics Letters.
    RePEc:eee:ecolet:v:184:y:2019:i:c:s0165176519303337.

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  19. Why Is the Correlation between Crude Oil Prices and the US Dollar Exchange Rate Time-Varying?—Explanations Based on the Role of Key Mediators. (2018). Xu, Xiangyun ; Shi, YU ; Liao, Jia.
    In: IJFS.
    RePEc:gam:jijfss:v:6:y:2018:i:3:p:61-:d:154226.

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  20. Oil consumption, economic growth, and oil futures: The impact of long-run oil supply uncertainty on asset prices. (2018). Ready, Robert C.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:94:y:2018:i:c:p:1-26.

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  21. Is food financialized? Yes, but only when liquidity is abundant. (2018). Oran, Adil ; Soytas, Ugur ; Ordu, Beyza Mina.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:95:y:2018:i:c:p:82-96.

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  22. Oil prices and news-based uncertainty: Novel evidence. (2018). Yin, Libo ; Su, Zhi ; Lu, Man.
    In: Energy Economics.
    RePEc:eee:eneeco:v:72:y:2018:i:c:p:331-340.

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  23. Oil and the short-term predictability of stock return volatility. (2018). Yin, Libo ; Wang, Yudong ; Wu, Chongfeng ; Wei, YU.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:47:y:2018:i:c:p:90-104.

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  24. Asymmetric volatility connectedness on the forex market. (2017). Vacha, Lukas ; Kocenda, Evzen ; Baruník, Jozef.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:956.

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  25. Asymmetric volatility connectedness on the forex market. (2017). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even ; Barunik, Jozef.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:77:y:2017:i:c:p:39-56.

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  26. Oil shocks and stock markets revisited: Measuring connectedness from a global perspective. (2017). Zhang, Dayong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:62:y:2017:i:c:p:323-333.

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  27. Identifying Speculative Demand Shocks in Commodity Futures Markets through Changes in Volatility. (2017). Rieth, Malte ; Hachula, Michael .
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1646.

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  28. Volatility risk premia and future commodities returns. (2017). ORNELAS, JOSE ; Mauad, Roberto ; Haas, Jose Renato.
    In: BIS Working Papers.
    RePEc:bis:biswps:619.

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  29. Volatility Risk Premia and Future Commodity Returns. (2017). ORNELAS, JOSE ; Mauad, Roberto ; Haas, Jose Renato.
    In: Working Papers Series.
    RePEc:bcb:wpaper:455.

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  30. Fundamentals, Derivatives Market Information and Oil Price Volatility. (2016). Robe, Michel ; Wallen, Jonathan.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:36:y:2016:i:4:p:317-344.

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  31. Strategies Based on Momentum and Term Structure in Financialized Commodity Markets. (2016). Zaremba, Adam.
    In: Business and Economics Research Journal.
    RePEc:ris:buecrj:0212.

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  32. What the investors need to know about forecasting oil futures return volatility. (2016). Wang, Yudong ; Wu, Chongfeng ; Ma, Feng ; Liu, LI.
    In: Energy Economics.
    RePEc:eee:eneeco:v:57:y:2016:i:c:p:128-139.

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  33. On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes. (2016). Uddin, Gazi ; Berger, Theo.
    In: Energy Economics.
    RePEc:eee:eneeco:v:56:y:2016:i:c:p:374-383.

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  34. Disentangling the determinants of real oil prices. (2016). Wu, Wenfeng ; Liu, LI ; Wang, Yudong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:56:y:2016:i:c:p:363-373.

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  35. Bubbling over! The behaviour of oil futures along the yield curve. (2016). Kellard, Neil ; Tsvetanov, Daniel ; Coakley, Jerry.
    In: Journal of Empirical Finance.
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  36. Treiben Indexfonds Agrarrohstoffpreise? Nein!. (2016). Martin, Bohl .
    In: Perspektiven der Wirtschaftspolitik.
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  37. Asymmetric volatility connectedness on forex markets. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef.
    In: Papers.
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  38. Volatility spillovers across petroleum markets. (2015). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Baruni, Jozef .
    In: William Davidson Institute Working Papers Series.
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  39. The impact of speculation on precious metals futures markets. (2015). Bosch, David ; Pradkhan, Elina .
    In: Resources Policy.
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  40. Financialization in commodity markets: A passing trend or the new normal?. (2015). Adams, Zeno ; Gluck, Thorsten .
    In: Journal of Banking & Finance.
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  41. Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies. (2015). Wolff, Dominik ; Bessler, Wolfgang .
    In: Journal of Banking & Finance.
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  42. Testing for asymmetric causality between U.S. equity returns and commodity futures returns. (2015). Sousa, Ricardo ; Nguyen, Duc Khuong ; Uddin, Gazi Salah.
    In: Finance Research Letters.
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  43. Commodity price excess co-movement from a historical perspective: 1900–2010. (2015). Fernandez, Viviana.
    In: Energy Economics.
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  44. Volatility Spillovers Across Petroleum Markets. (2015). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef.
    In: The Energy Journal.
    RePEc:aen:journl:ej36-3-barunik.

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  45. Why Do Hedgers Trade So Much?. (2014). Cheng, Ing-Haw ; Xiong, Wei.
    In: The Journal of Legal Studies.
    RePEc:ucp:jlstud:doi:10.1086/675720.

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  46. Testing for asymmetric causality from U.S. equity returns to commodity futures returns. (2014). Uddin, Gazi Salah.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-545.

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  47. Energy futures prices and commodity index investment: New evidence from firm-level position data. (2014). Irwin, Scott ; Sanders, Dwight R..
    In: Energy Economics.
    RePEc:eee:eneeco:v:46:y:2014:i:s1:p:s57-s68.

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  48. How does bad and good volatility spill over across petroleum markets?. (2014). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef.
    In: Papers.
    RePEc:arx:papers:1405.2445.

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  49. Factor Structure in Commodity Futures Return and Volatility. (2014). Christoffersen, Peter ; Olesen, Kasper V. ; Lunde, Asger.
    In: CREATES Research Papers.
    RePEc:aah:create:2014-31.

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  50. Why Do Hedgers Trade So Much?. (2013). Xiong, Wei ; Cheng, Ing-Haw.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19670.

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Cocites

Documents in RePEc which have cited the same bibliography

  1. Commodity Prices In Empirical Research. (2019). Carpantier, Jean-Franois.
    In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
    RePEc:ctl:louvir:2020021.

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  2. Nonlinear Intermediary Pricing in the Oil Futures Market. (2018). Rieth, Malte ; Velinov, Anton ; Bierbaumer, Daniel.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1722.

    Full description at Econpapers || Download paper

  3. Expected Spot Prices and the Dynamics of Commodity Risk Premia. (2017). Bianchi, Daniele ; Piana, Jacopo.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:1149.

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  4. Financialisation and the Term Structure of Commodity Risk Premiums. (2017). Hambur, Jonathan ; Stenner, Nick.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2017-03.

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  5. Financialization of metal markets: Does futures trading influence spot prices and volatility?. (2017). Mayer, Herbert ; Wanner, Markus ; Rathgeber, Andreas.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:53:y:2017:i:c:p:300-316.

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  6. Stockpiling cash when it takes time to build: Exploring price differentials in a commodity boom. (2017). Hansen, Erwin ; Wagner, Rodrigo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:77:y:2017:i:c:p:197-212.

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  7. Predictability and diversification benefits of investing in commodity and currency futures. (2017). Potì, Valerio ; cotter, john ; Poti, Valerio ; Eyiah-Donkor, Emmanuel .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:50:y:2017:i:c:p:52-66.

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  8. Identifying Speculative Demand Shocks in Commodity Futures Markets through Changes in Volatility. (2017). Rieth, Malte ; Hachula, Michael .
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1646.

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  9. An equilibrium model for spot and forward prices of commodities. (2017). Anthropelos, Michail ; Papapantoleon, Antonis ; Kupper, Michael.
    In: Papers.
    RePEc:arx:papers:1502.00674.

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  10. The relationship between distance-to-default and CDS spreads as measures of default risk for European banks. (2016). Ristolainen, Kim.
    In: Journal of Banking and Financial Economics.
    RePEc:sgm:jbfeuw:v:1:y:2016:i:5:p:121-143.

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  11. Hedging, arbitrage and the financialization of commodities markets. (2016). tropeano, domenica.
    In: Working Papers.
    RePEc:mcr:wpdief:wpaper00082.

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  12. The impact of speculation on commodity futures markets – 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.

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  13. Volatility risk premia and exchange rate predictability. (2016). Sarno, Lucio ; Ramadorai, Tarun ; Della Corte, Pasquale.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:120:y:2016:i:1:p:21-40.

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  14. The predictive performance of commodity futures risk factors. (2016). Ahmed, Shamim ; Tsvetanov, Daniel .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:71:y:2016:i:c:p:20-36.

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  15. The effects of margin changes on commodity futures markets. (2016). Skiadopoulos, George ; Daskalaki, Charoula.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:22:y:2016:i:c:p:129-152.

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  16. Psychological barriers in oil futures markets. (2016). Dowling, Michael ; Lucey, Brian M ; Cummins, Mark.
    In: Energy Economics.
    RePEc:eee:eneeco:v:53:y:2016:i:c:p:293-304.

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  17. A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil. (2016). Kilian, Lutz ; Baumeister, Christiane.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5782.

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  18. A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil. (2016). Kilian, Lutz ; Baumeister, Christiane.
    In: Staff Working Papers.
    RePEc:bca:bocawp:16-18.

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  19. Optimal Storage Capacity Allocation in Grain Merchandizing. (2016). Vorotnikova, Ekaterina .
    In: 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas.
    RePEc:ags:saea16:230128.

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  20. The relationship between distance-to-default and CDS spreads as measures of default risk for European banks. (2015). Ristolainen, Kim.
    In: Discussion Papers.
    RePEc:tkk:dpaper:dp102.

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  21. Dynamique de l’offre pétrolière, stratégies d’investissement et comportements de stockage : Un état des lieux [ Oil supply dynamics, investment strategy and storage behavior: the current situa. (2015). Jégourel, Yves ; Jegourel, Yves.
    In: Research papers & Policy papers.
    RePEc:ocp:rpaper:pp-15/14.

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  22. Commodity derivative valuation under a factor model with time-varying market prices of risk. (2015). Poblacion, Javier ; Serna, Gregorio ; Mirantes, Andres .
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:18:y:2015:i:1:p:75-93.

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  23. Multinationals Stockpiling Cash: Exploring a Commodity Boom. (2015). Hansen, Erwin ; Wagner, Rodrigo.
    In: IDB Publications (Working Papers).
    RePEc:idb:brikps:89920.

    Full description at Econpapers || Download paper

  24. Multinationals Stockpiling Cash: Exploring a Commodity Boom. (2015). Wagner, Rodrigo ; Hansen, Erwin.
    In: IDB Publications (Working Papers).
    RePEc:idb:brikps:7006.

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  25. Robustness of distance-to-default. (2015). Lando, David ; Jessen, Cathrine .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:50:y:2015:i:c:p:493-505.

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  26. A dynamic model of hedging and speculation in the commodity futures markets. (2015). Paladino, Giovanna ; Cifarelli, Giulio.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:25:y:2015:i:c:p:1-15.

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  27. Sentiment in oil markets. (2015). Deeney, Peter ; Bermingham, Adam ; Dowling, Michael ; Cummins, Mark.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:39:y:2015:i:c:p:179-185.

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  28. Market sentiment in commodity futures returns. (2015). Gao, Lin ; Suss, Stephan .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:33:y:2015:i:c:p:84-103.

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  29. A general approach to recovering market expectations from futures prices with an application to crude oil. (2014). Kilian, Lutz ; Baumeister, Christiane.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:466.

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  30. Sorting out commodity and macroeconomic risk in expected stock returns. (2014). Boons, M. F..
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:1ebdac58-bf37-499d-8835-1ba1e8153940.

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  31. Commodity Risk Factors and the Cross-Section of Equity Returns. (2014). Brooks, Chris ; Fernandez-Perez, Adrian ; Nneji, Ogonna ; Miffre, Joelle.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2014-09.

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  32. The Effects of Margin Changes on Commodity Futures Markets. (2014). Skiadopoulos, George ; Daskalaki, Charoula.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp736.

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  33. Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2014). Sevi, Benoit ; le Pen, Yannick ; Chevallier, Julien ; Bunn, Derek.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-414.

    Full description at Econpapers || Download paper

  34. Risk premia in crude oil futures prices. (2014). Wu, Jing Cynthia ; Hamilton, James.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:42:y:2014:i:c:p:9-37.

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  35. Speculators, commodities and cross-market linkages. (2014). Robe, Michel ; Buyuksahin, Bahattin ; Buyukahin, Bahattin .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:42:y:2014:i:c:p:38-70.

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  36. Are there common factors in individual commodity futures returns?. (2014). Skiadopoulos, George ; KOSTAKIS, ALEXANDROS ; Daskalaki, Charoula.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:40:y:2014:i:c:p:346-363.

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  37. Commodity index trading and hedging costs. (2014). Brunetti, Celso ; Reiffen, David .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:21:y:2014:i:c:p:153-180.

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  38. Energy futures prices and commodity index investment: New evidence from firm-level position data. (2014). Irwin, Scott ; Sanders, Dwight R..
    In: Energy Economics.
    RePEc:eee:eneeco:v:46:y:2014:i:s1:p:s57-s68.

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  39. Price discrimination and limits to arbitrage: An analysis of global LNG markets. (2014). Ritz, Robert.
    In: Energy Economics.
    RePEc:eee:eneeco:v:45:y:2014:i:c:p:324-332.

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  40. A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil. (2014). Kilian, Lutz ; Baumeister, Christiane.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10162.

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  41. Financialization of Commodity Markets. (2014). Cheng, Ing-Haw ; Xiong, Wei.
    In: Annual Review of Financial Economics.
    RePEc:anr:refeco:v:6:y:2014:p:419-441.

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  42. Oil Volatility Risk and Expected Stock Returns. (2014). Christoffersen, Peter ; Pan, Xuhui .
    In: CREATES Research Papers.
    RePEc:aah:create:2015-06.

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  43. COMMODITY PRICE DYNAMICS AND DERIVATIVE VALUATION: A REVIEW. (2013). Prokopczuk, Marcel ; Back, Janis .
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:16:y:2013:i:06:n:s0219024913500325.

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  44. Futures trading and the excess comovement of commodity prices. (2013). Sévi, Benoît ; le Pen, Yannick ; Sevi, Benoit.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-19.

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  45. Futures trading and the excess comovement of commodity prices. (2013). Sevi, Benoit ; le Pen, Yannick.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-019.

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  46. Futures trading and the excess comovement of commodity prices. (2013). Sevi, Benoit ; le Pen, Yannick.
    In: Working Papers.
    RePEc:ipg:wpaper:19.

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  47. Mortgage Hedging in Fixed Income Markets. (2013). Venter, Gyuri ; Mueller, Philippe ; Vedolin, Andrea ; Malkhozov, Aytek.
    In: FMG Discussion Papers.
    RePEc:fmg:fmgdps:dp722.

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  48. Monetary policy surprises, positions of traders, and changes in commodity futures prices. (2013). Gospodinov, Nikolay ; Jamali, Ibrahim.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2013-12.

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  49. Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2013). Sevi, Benoit ; le Pen, Yannick ; Chevallier, Julien ; Bunn, Derek.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/11692.

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  50. Volatility Risk Premia and Exchange Rate Predictability. (2013). Sarno, Lucio ; Ramadorai, Tarun ; Della Corte, Pasquale.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9549.

    Full description at Econpapers || Download paper

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