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Global Commodity Markets - Price Volatility and Financialisation. (2011). Dwyer, Alexandra ; Williams, Thomas ; Gardner, George .
In: RBA Bulletin.
RePEc:rba:rbabul:jun2011-07.

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  1. Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach. (2024). Bellalah, Makram ; ben Amar, Amine ; Abricha, Amal.
    In: The Quarterly Review of Economics and Finance.
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  2. Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets. (2024). Parhi, Mamata ; Enilov, Martin ; Zhou, Xiaoran.
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    In: Journal of Commodity Markets.
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  13. Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; al Rababa, Abdel Razzaq ; Mensi, Walid.
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  15. Modeling and forecasting commodity market volatility with long?term economic and financial variables. (2020). Walther, Thomas ; Nguyen, Duc Khuong.
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  16. Commodity price volatility, fiscal balance and real interest rate. (2020). Vespignani, Joaquin ; Raghavan, Mala ; Majumder, Monoj Kumar .
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  17. Oil Curse. (2020). Vespignani, Joaquin ; Raghavan, Mala ; Majumderad, Monoj Kumar.
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  18. Commodity Price Volatility, Fiscal Balance and Real Interest Rate. (2020). Vespignani, Joaquin ; Raghavan, Mala ; Majumder, Monoj Kumar.
    In: Working Papers.
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  19. Oil curse, economic growth and trade openness. (2020). Vespignani, Joaquin ; Raghavan, Mala ; Majumder, Monoj.
    In: Energy Economics.
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  20. Comovement of dairy product futures and firm value: returns and volatility. (2020). Leung, Henry ; Furfaro, Frank.
    In: Australian Journal of Agricultural and Resource Economics.
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  21. A quantile autoregression analysis of price volatility in agricultural markets. (2020). Chavas, Jean-Paul ; Li, Jian.
    In: Agricultural Economics.
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  22. The quantile dependence of commodity futures markets on news sentiment. (2019). Todorova, Neda ; Omura, Akihiro.
    In: Journal of Futures Markets.
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  23. Oil Curse, Economic Growth and Trade Openness. (2019). Vespignani, Joaquin ; Raghavan, Mala ; Majumder, Monoj.
    In: Working Papers.
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  24. Can commodities dominate stock and bond portfolios?. (2019). Frydenberg, Stein ; Westgaard, Sjur ; Pichler, Alois ; Sonsteng, Tom Erik.
    In: Annals of Operations Research.
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  25. Do Islamic stocks and commodity markets comove at different investment horizons ? evidence from wavelet time-frequency approach. (2019). Masih, Abul ; Khan, Aftab.
    In: MPRA Paper.
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  26. Predicting Volatility and Dynamic Relation Between Stock Market, Exchange Rate and Select Commodities. (2019). Roy, Preeti ; Siddiqui, Saif.
    In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis.
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  27. REGULATION OF INTEREST RATES AND PORTAFOLIO QUOTAS IN THE BOLIVIAN FINANCIAL SISTEM. (2019). Vides, Marco Antonio ; Avila, Mario Virginio.
    In: Economia Coyuntural,Revista de temas de perspectivas y coyuntura.
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  28. SCHOOL OPPORTUNITIES FOR YOUNG PEOPLE IN TWO MEXICAN CITIES. (2019). Roman, Yuliana Gabriela ; Navarrete, Emma Liliana.
    In: Economia Coyuntural,Revista de temas de perspectivas y coyuntura.
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  29. RESPONSE TO A FINANCIAL CRISIS IN ARGENTINA: HOW TO DEAL WITH WEALTH INEQUALITY. (2019). Fronti, Javier Garcia ; Herrera, Pablo Matias .
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  30. FACTORS THAT DETERMINE THE DEVELOPMENT OF A TERRITORY. (2019). Suarez, Yolanda Carbajal ; Moranchel-Bustos, Jorge Luis.
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  31. REGIONAL CONVERGENCE AND ECONOMIC GROWTH IN CHINA 1978-2013. A SPACE ANALYSIS. (2019). Martinez, Rolando Caballero ; Bohorquez, Claudia Mabel ; Claure, Benigno Caballero .
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  32. CAPITAL ACCUMULATION AND THE ENDOGENEITY OF THE NATURAL RATE OF GROWTH: AN APPLICATION FOR THE MEXICAN ECONOMY AND ITS STATES. (2019). Gonzalez, Josue Zavaleta ; Chavez, Alejandro Adan ; Vazquez, Juan Alberto.
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  33. INNOVATION AND PRODUCTIVITY IN THE METAL-MECHANIC INDUSTRY OF MEXICO, THE CURRENT CONTEXT, 2010-2016. (2019). Canales, Rosa Azalea ; Godinez, Juan Andres ; Becerril, Osvaldo U.
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  34. INVESTMENT CONSTRAINTS AND PRODUCTIVITY CYCLES IN BOLIVIA. (2019). Mendez-Guerra, Carlos.
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  35. INCIDENCE OF MINERALS PRICE-VOLATILITY ON THE VOLATILITY OF THE STOCK PRICES OF THE MINING INDUSTRY IN MEXICO (2008-2015). (2019). Santillan, Roberto J ; Ramirez, Alejandro Fonseca.
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  36. Oil Curse, Economic Growth and Trade Openness. (2019). Vespignani, Joaquin ; Raghavan, Mala ; Majumder, Monoj.
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  38. Shock transmission and volatility spillover in stock and commodity markets: evidence from advanced and emerging markets. (2018). coskun, yener ; Yelkenci, Tezer ; Cokun, Yener ; Vardar, Gulin.
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  39. Modeling and forecasting commodity market volatility with long-term economic and financial variables. (2018). Walther, Thomas ; Nguyen, Duc Khuong.
    In: MPRA Paper.
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  40. Comparison between Bayesian and information-theoretic model averaging: Fossil fuels prices example. (2018). Drachal, Krzysztof.
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  41. Convenience yield, realised volatility and jumps: Evidence from non-ferrous metals. (2018). Omura, Akihiro ; Todorova, Neda ; Chung, Richard ; Li, Bin.
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  42. Time-series and cross-sectional momentum and contrarian strategies within the commodity futures markets. (2017). Rosales, Enrique Benavides ; McMillan, David.
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  43. Factor Pricing in Commodity Futures and the Role of Liquidity. (2017). CHONG, Terence Tai Leung ; Chan, Wing Hong ; Tsui, Chun .
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  44. Probabilistic Cash Flow-Based Optimal Investment Timing Using Two-Color Rainbow Options Valuation for Economic Sustainability Appraisement. (2017). Ahn, Joseph ; Shin, Keeyoung ; Kim, Yonggu ; Lee, Eul-Bum.
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  45. Linkages Between Equity and Global Food Markets: New Evidence from Including Structural Changes. (2017). JOUINI, Jamel ; Alshogeathri, Mofleh .
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  46. Black swan events and safe havens: The role of gold in globally integrated emerging markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri.
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  47. Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Junior, Leonidas Sandoval .
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  48. Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri.
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  49. Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Junior, Leonidas Sandoval .
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  50. On the time scale behavior of equity-commodity links: Implications for portfolio management. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Sjo, BO.
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  52. Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH. (2016). Basher, Syed ; Sadorsky, Perry.
    In: Energy Economics.
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  53. Volatility spillovers across petroleum markets. (2015). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Baruni, Jozef .
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  54. Portfolio Diversification with Commodities in Times of Financialization. (2015). Zaremba, Adam.
    In: International Journal of Finance & Banking Studies.
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  55. Commodity Prices and Macroeconomic Variables in India: An Auto-Regressive Distributed Lag (ARDL) Approach. (2015). Jena, Pratap Kumar .
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  56. Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH. (2015). Basher, Syed ; Abul, Basher Syed ; Perry, Sadorsky .
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  57. Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. (2015). Mignon, Valérie ; Allegret, Jean-Pierre ; Sallenave, Audrey.
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  58. Oil commodity returns and macroeconomic factors: A time-varying approach. (2015). Schalck, Christophe ; Chenavaz, Régis.
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  59. Dynamic convergence of commodity futures: Not all types of commodities are alike. (2015). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Hacihasanoglu, Erk ; Åžensoy, Ahmet.
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  60. Forecasting copper prices with dynamic averaging and selection models. (2015). Buncic, Daniel ; Moretto, Carlo .
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  61. Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. (2015). Mignon, Valérie ; Allegret, Jean-Pierre ; Sallenave, Audrey.
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  64. Correlation between Islamic stock and Commodity markets: An investigation into the impact of financial crisis and financialization of commodity markets. (2014). Masih, Abul ; Khan, Aftab .
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  66. Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Chkili, Walid.
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  67. Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Chkili, Walid.
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  69. Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Chkili, Walid.
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  70. The sectorial impact of commodity price shocks in Australia. (2014). Vespignani, Joaquin ; Knop, Stephen.
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  74. On the links between stock and commodity markets volatility. (2013). Mignon, Valérie ; Joëts, Marc ; Creti, Anna ; Joets, Marc.
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  75. On the links between stock and commodity markets volatility. (2013). Creti, Anna ; Mignon, Valerie ; Joets, Marc.
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  77. Schadet oder nützt die Finanzspekulation mit Agrarrohstoffen? Ein Literaturüberblick zum aktuellen Stand der empirischen Forschung. (2012). Glauben, Thomas ; Pies, Ingo ; Prehn, Soren ; Will, Matthias Georg.
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  15. World Steel Association (2010), Steel Statistical Yearbook 2010, World Steel Association, Brussels, pp 29â33. Available at: <http://www.worldsteel.org/pictures/publicationfiles/ SSY 2010.pdf>. 5 8 Reserve bank of Australia
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  4. Testing the prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks. (2014). Loungani, Prakash ; Hadri, Kaddour ; arezki, rabah ; Rao, Yao .
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  5. Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks. (2014). Loungani, Prakash ; Hadri, Kaddour ; arezki, rabah ; Rao, Yao .
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  6. When Grilli and Yang meet Prebisch and Singer: Piecewise linear trends in primary commodity prices. (2014). Yoon, Gawon ; Yamada, Hiroshi.
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  7. Positive welfare effects of trade barriers in a dynamic partial equilibrium model. (2014). Wegener, Michael ; Westerhoff, Frank ; Tuinstra, Jan.
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  8. Economic Shocks and Conflict: Evidence from Commodity Prices. (2014). Blattman, Christopher ; Bazzi, Samuel.
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  9. Long-run trends or short-run fluctuations What establishes the correlation between oil and food prices?. (2013). Schmidt, Torsten ; Kratschell, Karoline .
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  10. Positive welfare effects of trade barriers in a dynamic equilibrium model. (2013). Wegener, Michael ; Westerhoff, Frank ; Tuinstra, Jan.
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  11. Three Facts About World Metal Prices. (2013). Gao, Grace ; Clements, Kenneth ; Chen, Mei-Hsiu .
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  12. Testing the Prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks. (2013). Hadri, Kaddour ; Rao, Yao ; Arezki, Rabah.
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  13. Testing the Prebisch-Singer Hypothesis since 1650; Evidence from Panel Techniques that Allow for Multiple Breaks. (2013). Loungani, Prakash ; arezki, rabah ; Rao, Yao ; Hadri, Kaddour.
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  21. Characterizing food prices in India. (2012). Rahman, Andaleeb.
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  45. Can Globalisation Stop the Decline in Commodities Terms of Trade? The Prebisch-Singer Hypothesis Revisited. (2005). Mollick, Andre ; Leon-Ledesma, Miguel ; Albuquerque, Pedro.
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  47. Long-term Patterns in Australia’s Terms of Trade. (2005). Kearns, Jonathan ; Gillitzer, Christian.
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  48. Forecasting Commodity Prices; Futures Versus Judgment. (2004). Bowman, Chakriya ; Husain, Aasim M.
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  49. Commodity currencies and the real exchange rate. (2004). Cespedes, Luis ; Cashin, Paul ; Sahay, Ratna.
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  50. EXPORT DIVERSIFICATION IN LOW-INCOME COUNTRIES: AN INTERNATIONAL CHALLENGE AFTER DOHA. (2003). Fukasaku, Kiichiro ; Bonaglia, Federico.
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