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Luxembourg School of Finance Luxembourg, Luxembourg
Faculté de droit, d'économie et de finance
Université du Luxembourg
+352 46 66 44 6335
+352 46 66 44 6811
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RePEc:edi:sfsculu (more details at EDIRC)
Research outputJump to: Articles
- Lin Gao & Lu Liu, 2014. "The Volatility Behavior and Dependence Structure of Commodity Futures and Stocks," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 34(1), pages 93-101, January.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Lin Gao & Lu Liu, 2014.
"The Volatility Behavior and Dependence Structure of Commodity Futures and Stocks,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 34(1), pages 93-101, January.
- Heckelei, T. & Amrouk, E.M. & Grosche, S., 2018. "International interdependence between cash crop and staple food futures price indices: A wavelet-BEKK-GARCH assessment," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277376, International Association of Agricultural Economists.
- Stephanie-Carolin Grosche, 2014. "What Does Granger Causality Prove? A Critical Examination of the Interpretation of Granger Causality Results on Price Effects of Index Trading in Agricultural Commodity Markets," Journal of Agricultural Economics, Wiley Blackwell, vol. 65(2), pages 279-302, June.
- Grosche, Stephanie & Heckelei, Thomas, 2014. "Price dynamics and financialization effects in corn futures markets with heterogeneous traders," Discussion Papers 172077, University of Bonn, Institute for Food and Resource Economics.
- Jana Vychytilová, 2014. "Intermarket Technical Research of the U.S. Capital Markets and the Czech Stock Market Performance," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 62(6), pages 1509-1519.
- Selma Izadi & M. Kabir Hassan, 2018. "Portfolio and hedging effectiveness of financial assets of the G7 countries," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 8(2), pages 183-213, August.
- Chang, Kuang-Liang, 2016. "Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 72-87.
- Chang, Kuang-Liang, 2020. "Are cyclical patterns of international housing markets interdependent?," Economic Modelling, Elsevier, vol. 88(C), pages 14-24.
- Demiralay, Sercan & Ulusoy, Veysel, 2014. "Links Between Commodity Futures And Stock Market: Diversification Benefits, Financialization And Financial Crises," MPRA Paper 59727, University Library of Munich, Germany.
- Amrouk, El Mamoun & Grosche, Stephanie-Carolin & Heckelei, Thomas, 2017. "An analysis of the interdependence between cash crop and staple food futures prices," Discussion Papers 265665, University of Bonn, Institute for Food and Resource Economics.
- Wen, Xiaoqian & Nguyen, Duc Khuong, 2017. "Can investors of Chinese energy stocks benefit from diversification into commodity futures?," Economic Modelling, Elsevier, vol. 66(C), pages 184-200.
- Grosche, Stephanie & Heckelei, Thomas, 2014. "Directional Volatility Spillovers between Agricultural, Crude Oil, Real Estate and other Financial Markets," Discussion Papers 166079, University of Bonn, Institute for Food and Resource Economics.
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