Results 251 to 260 of about 1,308,588 (262)

Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach

International Journal of Finance and Economics, 2022
Shixuan Wang, Zhenya Liu
exaly  

Coherence, extreme risk spillovers, and dynamic linkages between oil and China’s commodity futures markets

Energy, 2021
Mark Goh, Jinxin Cui
exaly  

Index Funds, Financialization, and Commodity Futures Markets

Applied Economic Perspectives and Policy, 2011
Scott H. Irwin, Dwight R Sanders
exaly  

Dependence of stock and commodity futures markets in China: Implications for portfolio investment

Emerging Markets Review, 2014
Shawkat Hammoudeh, Duc Khuong Nguyen, Juan Carlos Reboredo   +2 more
exaly  

Quantitative Finance

Quantitative Finance, 2018
Shusheng Ding, Yongmin Zhang
exaly  

Dynamic correlation and volatility spillovers across Chinese stock and commodity futures markets

International Journal of Finance and Economics, 2020
Sanghoon Kang, Seong-Min Yoon
exaly  

Risk Transmission between Chinese and U.S. Agricultural Commodity Futures Markets—A CoVaR Approach

Sustainability, 2019
Ping Liu, Andrew McKenzie, Chongguang Li
exaly  

Asymmetric Information and Volatility Forecasting in Commodity Futures Markets

Pacific-Basin Finance Journal, 2014
Qingfu Liu, Yunbi An
exaly  

Multifractal analysis of China's agricultural commodity futures markets

Energy Procedia, 2011
Xinsheng Lu
exaly  

Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach

Quarterly Review of Economics and Finance
Amine Ben Amar, Makram Bellalah
exaly