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Content
2025, Volume 37, Issue C
- S2405851324000679 Time to get mature: Collateral, flexibility and the hedging horizon decision
by Jankensgård, Håkan & Marinelli, Nicoletta & Schiozer, Rafael
- S2405851324000680 Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market
by Chȩć, Katarzyna & Uniejewski, Bartosz & Weron, Rafał
- S2405851325000017 A quantitative model of sustainability risk in finance
by Kanamura, Takashi
- S2405851325000029 Do different speculation strategies cause distinct impacts on the volatility of the live cattle futures in Brazil?
by Santos, Augusto Seabra & Almeida, Alexandre Nunes
- S2405851325000030 Corporate reputational dynamics and their impact on global commodity markets
by Li, Iris & Akyildirim, Erdinc & Conlon, Thomas & Corbet, Shaen
- S2405851325000042 Media emotion intensity and commodity futures pricing
by Chi, Yeguang & El-Jahel, Lina & Vu, Thanh
2024, Volume 36, Issue C
- S2405851324000424 Weathering market swings: Does climate risk matter for agricultural commodity price predictability?
by Ma, Yong & Zhou, Mingtao & Li, Shuaibing
- S2405851324000448 Diversifying crude oil price risk with crude oil volatility index: The role of volatility-of-volatility
by Li, Leon & Miu, Peter
- S2405851324000539 Oil jump tail risk as a driver of inflation dynamics
by Ferrara, Laurent & Karadimitropoulou, Aikaterini & Triantafyllou, Athanasios
- S2405851324000540 A comparative study of factor models for different periods of the electricity spot price market
by Laudagé, Christian & Aichinger, Florian & Desmettre, Sascha
- S2405851324000552 Do oil market shocks affect financial distress? Evidence from firm-level global data
by Mousavi, Mohammad Mahdi & Gozgor, Giray & Acheampong, Albert
- S2405851324000564 When Chinese mania meets global frenzy: Commodity price bubbles
by Fan, John Hua & Fernandez-Perez, Adrian & Indriawan, Ivan & Todorova, Neda
- S2405851324000576 The role of news sentiment in salmon price prediction using deep learning
by Ewald, Christian Oliver & Li, Yaoyu
- S2405851324000588 Expected returns on commodity ETFs and their underlying assets
by Cortazar, Gonzalo & Ortega, Hector & Santa Maria, Joaquin & Schwartz, Eduardo S.
- S2405851324000606 Food-fuel nexus beyond mean-variance: New evidence from a quantile approach
by Wang, Linjie & Etienne, Xiaoli & Li, Jian
- S2405851324000618 Connectedness between green bonds, clean energy markets and carbon quota prices: Time and frequency dynamics
by Ringstad, Ingrid Emilie Flessum & Tselika, Kyriaki
- S2405851324000631 Forecasting crude oil returns with oil-related industry ESG indices
by Li, Kaixin & Zhang, Zhikai & Wang, Yudong & Zhang, Yaojie
- S2405851324000643 Commodity market downturn: Systemic risk and spillovers during left tail events
by Gunay, Samet & Kirimhan, Destan & Cevik, Emrah Ismail
- S2405851324000655 Have the causal effects between equities, oil prices, and monetary policy changed over time?
by Kurov, Alexander & Olson, Eric & Wolfe, Marketa Halova
- S2405851324000667 Carbon pricing and the commodity risk premium
by Wang, Qiao
- S240585132400059X Importance of geopolitical risk in volatility structure: New evidence from biofuels, crude oil, and grains commodity markets
by Karkowska, Renata & Urjasz, Szczepan
- S240585132400062X Asymmetric multi-scale systemic risk spillovers across international commodity futures markets: The role of infectious disease uncertainty
by Zhu, Yanli & Yang, Xian & Zhang, Chuanhai & Liu, Sihan & Li, Jiayi
2024, Volume 35, Issue C
- S2405851324000278 Implied parameter estimation for jump diffusion option pricing models: Pricing accuracy and the role of loss and evaluation functions
by Hilliard, Jimmy E. & Hilliard, Jitka & Ngo, Julie T.D.
- S2405851324000370 Stock return predictability using economic narrative: Evidence from energy sectors
by Ma, Tian & Li, Ganghui & Zhang, Huajing
- S2405851324000382 Nash equilibria in greenhouse gas offset credit markets
by Welsh, Liam & Jaimungal, Sebastian
- S2405851324000394 Understanding the variance of earnings growth: The case of shipping
by Lee, Hyun-Tak & Yun, Heesung
- S2405851324000400 Boring finance. Petroleum exploration and firm debt: Evidence from Norway
by Mauritzen, Johannes
- S2405851324000412 Did grain futures prices overreact to the Russia–Ukraine war due to herding?
by Carter, Colin A. & Steinbach, Sandro
- S2405851324000436 Seasonality patterns in LNG shipping spot and time charter freight rates
by Polemis, Dionysios & Bentsos, Christos
- S240585132400028X The asymmetric effect of G7 stock market volatility on predicting oil price volatility: Evidence from quantile autoregression model
by Zhang, Feipeng & Gao, Hongfu & Yuan, Di
2024, Volume 34, Issue C
- S2405851324000035 USDA reports affect the stock market, too
by Cao, An N.Q. & Heckelei, Thomas & Ionici, Octavian & Robe, Michel A.
- S2405851324000060 Are shocks in the stock markets driven by commodity markets? Evidence from Russia-Ukraine war
by Biswas, Priti & Jain, Prachi & Maitra, Debasish
- S2405851324000072 Time-varying and multi-scale analysis of copper price influencing factors based on LASSO and EMD methods
by Liu, Yanqiong & Guo, Yaoqi & Wei, Qing
- S2405851324000084 Four Commitments of Traders Reports puzzles, revisited: Answers from grains and oilseeds futures markets
by Robe, Michel A. & Roberts, John S.
- S2405851324000102 On the estimation of Value-at-Risk and Expected Shortfall at extreme levels
by Lazar, Emese & Pan, Jingqi & Wang, Shixuan
- S2405851324000114 Coal price shock propagation through sectoral financial interconnectedness in China's stock market: Quantile coherency network modelling and shock decomposition analysis
by Zhang, Yan & Xu, Yushi & Zhu, Xintong & Huang, Jionghao
- S2405851324000187 Stress from attention: The relationship between climate change attention and crude oil markets
by Lin, Boqiang & Chen, Yiyang & Gong, Xu
- S2405851324000217 Wholesale pork demand: Understanding primal-level heterogeneity
by Luke, Jaime R. & Tonsor, Glynn T. & Brown, D. Scott
- S2405851324000229 Managing the oil market under misinformation: A reasonable quest?
by Almutairi, Hossa & Pierru, Axel & Smith, James L.
- S2405851324000230 Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers
by Hanif, Waqas & Hadhri, Sinda & El Khoury, Rim
- S2405851324000242 Do agricultural swaps co-move with equity markets? Evidence from the COVID-19 crisis
by Burns, Christopher B. & Prager, Daniel L.
- S2405851324000254 Digging deeper - Is bitcoin digital gold? A mining perspective
by Baur, Dirk G. & Karlsen, Jonathan R. & Smales, Lee A. & Trench, Allan
- S2405851324000266 Blessings or curse: How do media climate change concerns affect commodity tail risk spillovers?
by Pham, Linh & Kamal, Javed Bin
2024, Volume 33, Issue C
- S2405851323000594 Revisiting the pricing impact of commodity market spillovers on equity markets
by Pinto-Ávalos, Francisco & Bowe, Michael & Hyde, Stuart
- S2405851323000600 Tail risk spillover effects in commodity markets: A comparative study of crisis periods
by Naeem, Muhammad Abubakr & Hamouda, Foued & Karim, Sitara
- S2405851323000685 Forecasting the price of oil: A cautionary note
by Conlon, Thomas & Cotter, John & Eyiah-Donkor, Emmanuel
- S2405851323000697 Quantile coherency across bonds, commodities, currencies, and equities
by Salah Uddin, Gazi & Lucey, Brian & Rahman, Md Lutfur & Stenvall, David
- S2405851323000703 Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress
by Cui, Jinxin & Maghyereh, Aktham
- S2405851323000715 Option pricing revisited: The role of price volatility and dynamics
by Chavas, Jean-Paul & Li, Jian & Wang, Linjie
- S2405851324000011 Does public information facilitate price consensus? Characterizing USDA announcement effects using realized volatility
by Bunek, Gabriel D. & Janzen, Joseph P.
- S2405851324000023 Carbon volatility connectedness and the role of external uncertainties: Evidence from China
by Chen, Huayi & Shi, Huai-Long & Zhou, Wei-Xing
- S2405851324000047 Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis
by Kyriazis, Nikolaos & Papadamou, Stephanos & Tzeremes, Panayiotis & Corbet, Shaen
- S2405851324000059 How does carbon market interact with energy and sectoral stocks? Evidence from risk spillover and wavelet coherence
by Zhao, Lu-Tao & Liu, Hai-Yi & Chen, Xue-Hui
- S2405851324000096 Cross-hedging wild salmon prices
by Nygaard, Rune & Roll, Kristin H.
2023, Volume 32, Issue C
- S2405851323000417 Estimation of value at risk for copper
by Gkillas, Konstantinos & Konstantatos, Christoforos & Papathanasiou, Spyros & Wohar, Mark
- S2405851323000417 Estimation of value at risk for copper
by Gkillas, Konstantinos & Konstantatos, Christoforos & Papathanasiou, Spyros & Wohar, Mark
- S2405851323000429 The role of higher moments in predicting China's oil futures volatility: Evidence from machine learning models
by Zhang, Hongwei & Zhao, Xinyi & Gao, Wang & Niu, Zibo
- S2405851323000429 The role of higher moments in predicting China's oil futures volatility: Evidence from machine learning models
by Zhang, Hongwei & Zhao, Xinyi & Gao, Wang & Niu, Zibo
- S2405851323000491 What moves commodity terms-of-trade? Evidence from 178 countries
by Makhlouf, Yousef & Kellard, Neil M. & Vinogradov, Dmitri
- S2405851323000491 What moves commodity terms-of-trade? Evidence from 178 countries
by Makhlouf, Yousef & Kellard, Neil M. & Vinogradov, Dmitri
- S2405851323000508 The evolution of commodity market financialization: Implications for portfolio diversification
by Fry-McKibbin, Renée & McKinnon, Kate
- S2405851323000508 The evolution of commodity market financialization: Implications for portfolio diversification
by Fry-McKibbin, Renée & McKinnon, Kate
- S2405851323000521 The Fortune and crash of common risk factors in Chinese commodity markets
by Li, Hemei & Liu, Zhenya & Zhao, Yuqian
- S2405851323000521 The Fortune and crash of common risk factors in Chinese commodity markets
by Li, Hemei & Liu, Zhenya & Zhao, Yuqian
- S2405851323000533 Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach
by Gaete, Michael & Herrera, Rodrigo
- S2405851323000533 Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach
by Gaete, Michael & Herrera, Rodrigo
- S2405851323000545 Hedging with futures during nonconvergence in commodity markets
by Goswami, Alankrita & Karali, Berna & Adjemian, Michael K.
- S2405851323000545 Hedging with futures during nonconvergence in commodity markets
by Goswami, Alankrita & Karali, Berna & Adjemian, Michael K.
- S2405851323000557 Commodity prices under the threat of operational disruptions: Labor strikes at copper mines
by Fernandez, Viviana & Pastén-Henríquez, Boris & Tapia-Griñen, Pablo & Wagner, Rodrigo
- S2405851323000557 Commodity prices under the threat of operational disruptions: Labor strikes at copper mines
by Fernandez, Viviana & Pastén-Henríquez, Boris & Tapia-Griñen, Pablo & Wagner, Rodrigo
- S2405851323000569 Dynamic and asymmetric connectedness in the global “Carbon-Energy-Stock” system under shocks from exogenous events
by Yang, Ming-Yuan & Chen, Zhanghangjian & Liang, Zongzheng & Li, Sai-Ping
- S2405851323000569 Dynamic and asymmetric connectedness in the global “Carbon-Energy-Stock” system under shocks from exogenous events
by Yang, Ming-Yuan & Chen, Zhanghangjian & Liang, Zongzheng & Li, Sai-Ping
- S2405851323000570 How are climate risk shocks connected to agricultural markets?
by Guo, Kun & Li, Yichong & Zhang, Yunhan & Ji, Qiang & Zhao, Wanli
- S2405851323000570 How are climate risk shocks connected to agricultural markets?
by Guo, Kun & Li, Yichong & Zhang, Yunhan & Ji, Qiang & Zhao, Wanli
- S2405851323000582 World regional natural gas prices: Convergence, divergence or what? New evidence
by Loureiro, Jose Roberto & Inchauspe, Julian & Aguilera, Roberto F.
- S2405851323000582 World regional natural gas prices: Convergence, divergence or what? New evidence
by Loureiro, Jose Roberto & Inchauspe, Julian & Aguilera, Roberto F.
- S240585132300051X Exploring volatility of crude oil intraday return curves: A functional GARCH-X model
by Rice, Gregory & Wirjanto, Tony & Zhao, Yuqian
- S240585132300051X Exploring volatility of crude oil intraday return curves: A functional GARCH-X model
by Rice, Gregory & Wirjanto, Tony & Zhao, Yuqian
2023, Volume 31, Issue C
- S2405851322000460 Commodity futures return predictability and intertemporal asset pricing
by Cotter, John & Eyiah-Donkor, Emmanuel & Potì, Valerio
- S2405851322000472 Logistics competition between the U.S. and Brazil for soybean shipments to China: An optimized Monte Carlo simulation approach
by Kamrud, Gwen & Wilson, William W. & Bullock, David W.
- S2405851322000484 Trading time seasonality in electricity futures
by Størdal, Ståle & Ewald, Christian-Oliver & Lien, Gudbrand & Haugom, Erik
- S2405851322000496 Equilibrium and real options in the ethanol industry: Modeling and empirical evidence
by Davison, Matt & Merener, Nicolas
- S2405851322000502 Gold risk premium estimation with machine learning methods
by Díaz, Juan D. & Hansen, Erwin & Cabrera, Gabriel
- S2405851323000211 Explaining intraday crude oil returns with higher order risk-neutral moments
by Wong, Patrick
- S2405851323000247 Carr and Wu’s (2020) framework in the oil ETF option market
by Jia, Xiaolan & Ruan, Xinfeng & Zhang, Jin E.
- S2405851323000259 Do spot market auction data help price discovery?
by Fernandez-Perez, Adrian & Miffre, Joëlle & Schoen, Tilman & Scott, Ayesha
- S2405851323000338 Determinants and dynamic interactions of trader positions in the gold futures market
by Chen, Yu-Lun & Mo, Wan-Shin
- S2405851323000351 Parametric heat wave insurance
by Larsson, Karl
- S2405851323000363 Wheat price volatility regimes over 140 years: An analysis of daily price ranges
by Haase, Marco & Zimmermann, Heinz & Huss, Matthias
- S2405851323000375 Oil–gas price relationships on three continents: Disruptions and equilibria
by Halser, Christoph & Paraschiv, Florentina & Russo, Marianna
- S2405851323000387 Dynamic connectedness between crude oil and equity markets: What about the effects of firm's solvency and profitability positions?
by Balli, Faruk & O Balli, Hatice & Nguyen, Thi Thu Ha
- S2405851323000399 A review of the literature on LNG: Hubs development, market integration, and price discovery
by Hupka, Yuri & Popova, Ivilina & Simkins, Betty & Lee, Thomas
- S2405851323000405 Psychological price barriers, El Niño, La Niña: New insights for the case of coffee
by Holmes, Mark J. & Otero, Jesús
- S240585132300020X The impact of financialization on the efficiency of commodity futures markets
by Bohl, Martin T. & Irwin, Scott H. & Pütz, Alexander & Sulewski, Christoph
- S240585132300034X ETP tracking of U.S. agricultural and energy markets
by Stewart, Shamar L. & Massa, Olga Isengildina & Hassman, Colburn & Leon, Maximo de
2023, Volume 30, Issue C
- S2405851322000265 Information effects of monetary policy announcements on oil price
by Yang, Yang & Zhang, Jiqiang & Chen, Sanpan
- S2405851322000289 Composite jet fuel cross-hedging
by Cao, Min & Conlon, Thomas
- S2405851322000290 Systemwide directional connectedness from Crude Oil to sovereign credit risk
by Bajaj, Vimmy & Kumar, Pawan & Singh, Vipul Kumar
- S2405851322000307 The asymmetric impact of global economic policy uncertainty on international grain prices
by Long, Shaobo & Li, Jieyu & Luo, Tianyuan
- S2405851322000319 The relative pricing of WTI and Brent crude oil futures: Expectations or risk premia?
by Gao, Xin & Li, Bingxin & Liu, Rui
- S2405851322000320 Realized higher-order moments spillovers between commodity and stock markets: Evidence from China
by Zhang, Hongwei & Jin, Chen & Bouri, Elie & Gao, Wang & Xu, Yahua
- S2405851322000332 Commodity futures hedge ratios: A meta-analysis
by Białkowski, Jędrzej & Bohl, Martin T. & Perera, Devmali
- S2405851322000411 Quantile dependencies and connectedness between stock and precious metals markets
by Jain, Prachi & Maitra, Debasish & McIver, Ron P. & Kang, Sang Hoon
- S2405851322000423 The economic impact of daily volatility persistence on energy markets
by Nikitopoulos, Christina Sklibosios & Thomas, Alice Carole & Wang, Jianxin
- S2405851322000435 The CO2 cost pass-through in nonlinear emission trading schemes
by Chen, Zhe & Chen, Yan-ling & Su, Yue & Wang, Xue-ying & Wu, You
- S2405851322000447 Currency crises in emerging countries: The commodity factor
by Bodart, Vincent & Carpantier, Jean-François
- S2405851322000459 Revisiting the Silver Crisis
by Bredin, Don & Potì, Valerio & Salvador, Enrique
- S2405851323000041 Microstructure and high-frequency price discovery in the soybean complex
by Zhou, Xinquan & Bagnarosa, Guillaume & Gohin, Alexandre & Pennings, Joost M.E. & Debie, Philippe
- S2405851323000132 Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective
by Cui, Jinxin & Maghyereh, Aktham
- S2405851323000168 Quantifying impacts of competition and demand on the risk for fertilizer plant locations
by Wilson, William W. & Shakya, Sumadhur
- S2405851323000181 A Bayesian perspective on commodity style integration
by Fuertes, Ana-Maria & Zhao, Nan
- S2405851323000193 Corporate commodity exposure: A multi-country longitudinal study
by Han, Xu & Laing, Elaine & Lucey, Brian M. & Vigne, Samuel
- S2405851323000223 Effects of global liquidity and commodity market shocks in a commodity-exporting developing economy
by Doojav, Gan-Ochir & Luvsannyam, Davaajargal & Enkh-Amgalan, Elbegjargal
- S2405851323000235 Forecasting the U.S. season-average farm price of corn: Derivation of an alternative futures-based forecasting model
by Etienne, Xiaoli L. & Farhangdoost, Sara & Hoffman, Linwood A. & Adam, Brian D.
- S240585132300003X Financialization of commodity markets ten years later
by Kang, Wenjin & Tang, Ke & Wang, Ningli
- S240585132300017X Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures
by Cunado, Juncal & Chatziantoniou, Ioannis & Gabauer, David & de Gracia, Fernando Perez & Hardik, Marfatia
2023, Volume 29, Issue C
- S2405851322000587 The role of financial development in enhancing trades in environmental goods: International insights from 119 countries
by Ha, Le Thanh
- S2405851322000617 Evolution of the information transmission between Chinese and international oil markets: A quantile-based framework
by Duan, Kun & Ren, Xiaohang & Wen, Fenghua & Chen, Jinyu
- S2405851322000629 Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets
by Wei, Yu & Wang, Yizhi & Lucey, Brian M. & Vigne, Samuel A.
- S2405851322000630 Does commodity price uncertainty matter for the cost of credit? Evidence from developing and advanced economies
by Bermpei, Theodora & Karadimitropoulou, Aikaterini & Triantafyllou, Athanasios & Alshalahi, Jebreel
- S2405851322000642 Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic
by Enilov, Martin & Mensi, Walid & Stankov, Petar
- S2405851322000654 Speculation or actual demand? The return spillover effect between stock and commodity markets
by Wang, Shu & Zhou, Baicheng & Gao, Tianshu
- S2405851322000666 Volatility in US dairy futures markets
by Fan, Zaifeng & Jump, Jeff & Tse, Yiuman & Yu, Linda
- S2405851322000678 Theory of storage implications in the European natural gas market
by Martínez, Beatriz & Torró, Hipòlit
- S2405851323000016 Commodities failing in auctions: The story of unsold cod in Norway
by Sogn-Grundvåg, Geir & Zhang, Dengjun
- S2405851323000028 Tail dependence, dynamic linkages, and extreme spillover between the stock and China's commodity markets
by Wang, Suhui
- S2405851323000053 Commodity momentum: A tale of countries and sectors
by Fan, John Hua & Qiao, Xiao
2022, Volume 28, Issue C
- S2405851321000696 Linkage transitions between oil and the stock markets of countries with the highest COVID-19 cases
by Hussain, Saiful Izzuan & Nur-Firyal, R. & Ruza, Nadiah
- S2405851321000702 Oil price volatility and corporate cash holding
by Bugshan, Abdullah
- S2405851321000714 The quantile dependence of the stock returns of “clean” and “dirty” firms on oil demand and supply shocks
by Kassouri, Yacouba & Altıntaş, Halil
- S2405851321000726 How do USDA announcements affect international commodity prices?
by McKenzie, Andrew M. & Ke, Yangmin
- S2405851321000738 Common factors and the dynamics of cereal prices. A forecasting perspective
by Kwas, Marek & Paccagnini, Alessia & Rubaszek, Michał
- S2405851322000010 Warehouse load-out queues and aluminum prices
by Gilbert, Christopher L.
- S2405851322000022 The commodities/equities beta term-structure
by Oglend, Atle
- S2405851322000034 Intrinsic decompositions in gold forecasting
by Plakandaras, Vasilios & Ji, Qiang
- S2405851322000046 Short- and long-term forecasting of electricity prices using embedding of calendar information in neural networks
by Wagner, Andreas & Ramentol, Enislay & Schirra, Florian & Michaeli, Hendrik
- S2405851322000058 Interfuel substitution: A copula approach
by Serletis, Apostolos & Xu, Libo
- S2405851322000071 Spillovers among energy commodities and the Russian stock market
by Costola, Michele & Lorusso, Marco
- S2405851322000150 The sugar-ethanol-oil nexus in Brazil: Exploring the pass-through of international commodity prices to national fuel prices
by Palazzi, Rafael Baptista & Meira, Erick & Klotzle, Marcelo Cabus
- S2405851322000162 Spillovers beyond the variance: Exploring the higher order risk linkages between commodity markets and global financial markets
by Gomez-Gonzalez, Jose E. & Hirs-Garzon, Jorge & Uribe, Jorge M.
- S2405851322000174 The strategic allocation to style-integrated portfolios of commodity futures
by Rad, Hossein & Low, Rand Kwong Yew & Miffre, Joëlle & Faff, Robert
- S2405851322000186 Not all gold shines in crisis times — Gold firms, gold bullion and the COVID-19 shock
by Baur, Dirk G. & Trench, Allan
- S240585132100074X Economic drivers of volatility and correlation in precious metal markets
by Dinh, Theu & Goutte, Stéphane & Nguyen, Duc Khuong & Walther, Thomas
- S240585132200006X Forecasting volatility in commodity markets with long-memory models
by Alfeus, Mesias & Nikitopoulos, Christina Sklibosios
2022, Volume 27, Issue C
- S2405851321000519 Gold as a financial instrument
by Gomis-Porqueras, Pedro & Shi, Shuping & Tan, David
- S2405851321000520 Bubbles in US gasoline prices: Assessing the role of hurricanes and anti–price gouging laws
by Oladosu, Gbadebo
- S2405851321000532 Causality in the aluminum market
by Clark, Andrew
- S2405851321000544 Fourteen large commodity trading disasters: What happened and what can we learn?
by Westgaard, Sjur & Frydenberg, Stein & Mohanty, Sunil K.
- S2405851321000556 The connectedness in the world petroleum futures markets using a Quantile VAR approach
by Jena, Sangram Keshari & Tiwari, Aviral Kumar & Aikins Abakah, Emmanuel Joel & Hammoudeh, Shawkat
- S2405851321000568 Safe-haven properties of soft commodities during times of Covid-19
by Rubbaniy, Ghulame & Khalid, Ali Awais & Syriopoulos, Konstantinos & Samitas, Aristeidis
- S2405851321000581 The sensitivity of oil price shocks to preexisting market conditions: A GVAR analysis
by Considine, Jennifer & Hatipoglu, Emre & Aldayel, Abdullah
- S2405851321000593 Can gold hedge against oil price movements: Evidence from GARCH-EVT wavelet modeling
by Wang, Xinya & Lucey, Brian & Huang, Shupei
- S2405851322000277 Commodity market indicators of a 2023 Texas winter freeze
by Ronn, Ehud I.
- S240585132100057X Mine offtake contracting, strategic alliances and the equity market
by Distadio, Luiz Fernando & Ferguson, Andrew
2022, Volume 26, Issue C
- S2405851321000258 Time-to-maturity and commodity futures return volatility: The role of time-varying asymmetric information
by Phan, Hoàng-Long & Zurbruegg, Ralf & Brockman, Paul & Yu, Chia-Feng (Jeffrey)
- S2405851321000271 Conditional feeder cattle hedge ratios: Cross hedging with fluctuating corn prices
by Bina, Justin D. & Schroeder, Ted C. & Tonsor, Glynn T.
- S2405851321000283 Have returns and volatilities for financial assets responded to implied volatility during the COVID-19 pandemic?
by Maghyereh, Aktham & Abdoh, Hussein & Awartani, Basel
- S2405851321000295 Sunshine vs. predatory trading effects in commodity futures markets: New evidence from index rebalancing
by Yan, Lei & Irwin, Scott H. & Sanders, Dwight R.
- S2405851321000301 Profit margin hedging in the New Zealand dairy farming industry
by Fernandez-Perez, Adrian & Frijns, Bart & Gafiatullina, Ilnara & Tourani-Rad, Alireza
- S2405851321000313 How far is too far for volatility transmission?
by Yang, Yao & Karali, Berna
- S2405851321000404 Uncertainty-dependent and sign-dependent effects of oil market shocks
by Nguyen, Bao H. & Okimoto, Tatsuyoshi & Tran, Trung Duc
- S2405851321000416 The impact of economic policy uncertainties on the volatility of European carbon market
by Dai, Peng-Fei & Xiong, Xiong & Duc Huynh, Toan Luu & Wang, Jiqiang
- S2405851321000507 Endogeneity of commodity price in freight cost models
by Lim, Kian Guan
- S240585132100026X Commodity markets intervention: Consequences of speculation, and informed trading
by Luong, Phat V. & Sopranzetti, Ben
2022, Volume 25, Issue C
- S2405851321000167 Multi-commodity price risk hedging in the Atlantic salmon farming industry
by Haarstad, Aleksander H. & Lavrutich, Maria & Strypet, Kristian & Strøm, Eivind
- S2405851321000192 Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe
by Yang, Lu
- S2405851321000209 The “necessary evil” in Chinese commodity markets
by Fan, John Hua & Mo, Di & Zhang, Tingxi
- S2405851321000210 Do the basis and other predictors of futures return also predict spot return with the same signs and magnitudes? Evidence from the LME
by Jia, Jian & Kang, Sang Baum
- S2405851321000222 An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting
by Han, Xuyuan & Liu, Zhenya & Wang, Shixuan
- S2405851321000234 Modelling the evolution of wind and solar power infeed forecasts
by Li, Wei & Paraschiv, Florentina
- S2405851321000246 Rational destabilization in commodity markets
by Batista Soares, David & Borocco, Etienne
2021, Volume 24, Issue C
- S2405851321000039 Forecasting the dynamic relationship between crude oil and stock prices since the 19th century
by Ivanovski, Kris & Hailemariam, Abebe
- S2405851321000040 Anything but gold - The golden constant revisited
by Carpantier, Jean-François
- S2405851321000052 Predictability in commodity markets: Evidence from more than a century
by Hollstein, Fabian & Prokopczuk, Marcel & Tharann, Björn & Wese Simen, Chardin
- S2405851321000064 The effect of oil supply shocks on industry returns
by Huang, Dayong & Li, Jay Y. & Wu, Kai
- S2405851321000076 The rise and breakup of the commodity exchange membership: An analysis of CBOT seat prices
by Emm, Ekaterina E. & Gay, Gerald D. & Ma, Han & Ren, Honglin
- S2405851321000088 Robust estimation of conditional risk measures using machine learning algorithm for commodity futures prices in the presence of outliers
by Byers, J.W. & Popova, I. & Simkins, B.J.
2021, Volume 23, Issue C
- S2405851320300349 The first commodity futures index of 1933
by Bhardwaj, Geetesh & Janardanan, Rajkumar & Rouwenhorst, K. Geert
- S2405851320300350 The dynamics of oil on China’s commodity sectors: What can we learn from a quantile perspective?
by Wu, Bi-Bo
- S2405851320300362 Speculation and the informational efficiency of commodity futures markets
by Bohl, Martin T. & Pütz, Alexander & Sulewski, Christoph
- S2405851321000015 The price of crude oil and (conditional) out-of-sample predictability of world industrial production
by Nonejad, Nima
- S2405851321000027 Unit roots in real primary commodity prices? A meta-analysis of the Grilli and Yang data set
by Winkelried, Diego
- S240585132030026X The impact of the change in USDA announcement release procedures on agricultural commodity futures
by Indriawan, Ivan & Martinez, Valeria & Tse, Yiuman
2021, Volume 22, Issue C
- S2405851320300143 When does USDA information have the most impact on crop and livestock markets?
by Isengildina-Massa, Olga & Cao, Xiang & Karali, Berna & Irwin, Scott H. & Adjemian, Michael & Johansson, Robert C.
- S2405851320300155 Accrual earnings management in response to an oil price shock
by Kjærland, Frode & Kosberg, Fredrik & Misje, Mathias
- S2405851320300167 Asymmetric volatility in commodity markets
by Chen, Yu-Fu & Mu, Xiaoyi
- S2405851320300246 Do oil and gas price shocks have an impact on bank performance?
by Saif-Alyousfi, Abdulazeez Y.H. & Saha, Asish & Md-Rus, Rohani & Taufil-Mohd, Kamarun Nisham
- S2405851320300258 The impact of speculation on commodity prices: A Meta-Granger analysis
by Wimmer, Thomas & Geyer-Klingeberg, Jerome & Hütter, Marie & Schmid, Florian & Rathgeber, Andreas
- S2405851320300337 Commodity index risk premium
by Cortazar, Gonzalo & Ortega, Hector & Rojas, Maximiliano & Schwartz, Eduardo S.
2021, Volume 21, Issue C
- S2405851319300881 Transportation costs: Mississippi River barge rates
by Wetzstein, Brian & Florax, Raymond & Foster, Kenneth & Binkley, James
- S2405851320300027 Monopolistic supply management in world metals markets: How large was Mount Isa?
by Gilbert, Christopher L.
- S2405851320300039 Raising cane: Hedging calamity in Australian sugar
by Carter, Colin A. & Schaefer, K. Aleks & Scheitrum, Daniel
- S2405851320300040 Are there price asymmetries in the U.S. beef market?
by Pozo, Veronica F. & Bachmeier, Lance J. & Schroeder, Ted C.
- S240585131930087X Analysis of the risk premium in the forward market for salmon
by Benth, Fred Espen & Eikeset, Anne Maria & Levin, Simon Asher & Ren, Wanjuan
2020, Volume 20, Issue C
- S2405851319300765 Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture
by Dahl, Roy Endré & Oglend, Atle & Yahya, Muhammad
- S2405851319300777 Dealing with tail risk in energy commodity markets: Futures contracts versus exchange-traded funds
by Arunanondchai, Panit & Sukcharoen, Kunlapath & Leatham, David J.
- S2405851319300789 New generation grain contracts in corn and soybean commodity markets
by Elliott, Lisa & Elliott, Matthew & Slaa, Chad Te & Wang, Zhiguang
- S2405851319300868 A comprehensive empirical analysis of the predictive impact of the price of crude oil on aggregate equity return volatility
by Nonejad, Nima
- S2405851320300015 Stock market response to potash mine disasters
by Kowalewski, Oskar & Śpiewanowski, Piotr
2020, Volume 19, Issue C
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