Results 11 to 20 of about 527,869 (297)
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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Commodity market integration, 1500-2000 [PDF]
, 2001 This paper provides a summary of what is known about trends in international commodity market integration during the second half of the second millennium.
K. H. O'Rourke, R. Findlay
core +9 more sources
Commodity Market Heterogeneity and Cross-Market Integration
Applied Finance Letters, 2017 We evaluate the recent levels of heterogeneity and cross-market integration for fluctuations in commodity futures returns for a post-financial-crisis data sample. We find that a single commodity-market risk factor explains 30.6% of the total variation in
Michael Kunkler
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Volatility term structures in commodity markets [PDF]
, 2019 In this study, we comprehensively examine the volatility term structures in commodity markets. We model state‐dependent spillovers in principal components (PCs) of the volatility term structures of different commodities, as well as that of the equity ...
Goyal A. +3 more
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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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COMMODITY MARKET: INTEGRAL ASSESSMENT TECHNIQUE [PDF]
Экономика региона, 2010 An integral assessment technique with regard to regional commodity market condition is discussed in the present paper. The given technique allows us to take the most substantial aspects of commodity market functioning into thorough consideration, namely,
S. A. Neganov +2 more
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Jurnal Manajemen & Agribisnis, 2018 The investigation of the efficient market validity hypothesis is a favorite topic in financial literature. However, there are still limited research on futures market commodity, especially the futures market in Indonesia.
Ria Maulida +2 more
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The macroeconomic variables impact on commodity futures volatility: A study on Indian markets
Cogent Business & Management, 2021 The research investigated the impact of macroeconomic variables on the volatility of the commodity futures market in India (together with oil futures, agricultural commodity futures and metal futures).
Nenavath Sreenu, K.S. S. Rao, Kishan D
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Research Papers in Economics and Finance, 2020 The primary objective of this study is to find the disparities in the commodity product offerings in various financial markets across the world along with their market concentration levels.
Subhakara Valluri
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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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