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Статистика и экономика, 2016 The article describes enterprise mathmodels, its interactions with environment in commodity market and quantitativeconditions for its success and the crisis in such kind of interaction. Showed: the number of commodity market successfulparticipants should
Boris V. Mednikov +2 more
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The effect of interaction between international commodity markets and the Chinese stock market [PDF]
E3S Web of Conferences, 2023 In light of COVID-19 and the extent of global economic interdependence, it is essential to understand risk spillover effects between China's stock market and international commodity market in order to optimize risk control and management and provide ...
Yansong Song +5 more
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Frontiers in Energy Research, 2022 The impact channel of crude oil market risk on the macroeconomy is highly related to oil attributes. This paper uses a stepwise test method with dummy variables to identify the channel effect of commodity market risk as well as financial market risk and ...
Shuaishuai Jia, Hao Dong, Zhenzhen Wang
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Jumps in commodity markets [PDF]
Journal of Commodity Markets, 2017 This paper investigates price jumps in commodity markets. We find that jumps are rare and extreme events but occur less frequently than in stock markets. Nonetheless, jump correlations across commodities can be high depending on the commodity sectors.
Nguyen, Duc Binh Benno +1 more
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POSSIBILITIES FOR DEVELOPMENT OF COMMODITY EXCHANGE IN SERBIA [PDF]
Ekonomika Poljoprivrede (1979), 2018 The aim of the paper is the analysis of the current situation related to the spot and non-standardised term commodity exchange market, as well as to provide a proposal for further improvement of commodity-trading in Serbia.
Irena Jankovic +2 more
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Development of foodstuffs market in a metropolis [PDF]
Экономика региона, 2011 The purpose of this paper is to identify major trends in the market of food commodities and the development of measures to improve production and marketing of food industry enterprises of Yekaterinburg.
Elena Viktorovna Chernyshyova +2 more
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Studia Universitatis Babeş-Bolyai Negotia, 2022 The soundness of the capital market is crucial in establishing resilient financial market deepening and general economic progress. Equally, the health of the financial market’s commodity market is undoubtedly a key determinant of inclusion, equitability,
Chama CHIPETA
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Smile Modelling in Commodity Markets [PDF]
SSRN Electronic Journal, 2018 We present a stochastic local volatility model for derivative contracts on commodity futures able to describe forward curve and smile dynamics with a fast calibration to liquid market quotes. A parsimonious parametrization is introduced to deal with the limited number of options quoted in the market.
EMANUELE NASTASI +2 more
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IIMB Management Review, 2021 The paper is an attempt to assess the Indian agricultural commodity futures market in terms of price discovery, hedging efficiency, and volatility.
Bhabani Sankar Rout +2 more
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Model Uncertainty in Commodity Markets [PDF]
SSRN Electronic Journal, 2015 Summary: Agents who acknowledge that their models are incorrectly specified are said to be ambiguity averse, and this affects the prices they are willing to trade at. Models for prices of commodities attempt to capture three stylized features: seasonal trend, moderate deviations (a diffusive factor), and large deviations (a jump factor) both of which ...
Álvaro Cartea +2 more
openaire +3 more sources