How do commodity futures respond to macroeconomic news?
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- Frode Brevik & Axel Kind, 2004. "What is going on in the oil market?," Financial Markets and Portfolio Management, Springer, vol. 18(4), pages 442-457, December.
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"Stock Prices and Economic News,"
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- Gary Gorton & K. Rouwenhorst, 2004.
"Facts and Fantasies about Commodity Futures,"
Yale School of Management Working Papers
amz2619, Yale School of Management, revised 01 Mar 2005.
- Mark J. Flannery & Aris A. Protopapadakis, 2002. "Macroeconomic Factors Do Influence Aggregate Stock Returns," Review of Financial Studies, Society for Financial Studies, vol. 15(3), pages 751-782.
- Magnus Andersson & Lars Jul Overby & Szabolcs Sebestyén, 2009.
"Which News Moves the Euro Area Bond Market?,"
German Economic Review,
Verein für Socialpolitik, vol. 10, pages 1-31, 02.
- Greg Adams & Grant McQueen & Robert Wood, 2004. "The Effects of Inflation News on High Frequency Stock Returns," The Journal of Business, University of Chicago Press, vol. 77(3), pages 547-574, July.
- Jeffrey A. Frankel, 2006.
"The Effect of Monetary Policy on Real Commodity Prices,"
NBER Working Papers
12713, National Bureau of Economic Research, Inc.
- Jeffrey A. Frankel, 2008. "The Effect of Monetary Policy on Real Commodity Prices," NBER Chapters, in: Asset Prices and Monetary Policy, pages 291-333 National Bureau of Economic Research, Inc.
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