Results 221 to 230 of about 20,879 (258)

Price formation in commodity markets

Journal of Applied Econometrics, 1991
AbstractThis paper develops a theory‐consistent market model for storable commodities and illustrates its characterization of the data‐generating process for a set of major traded commodities. The dynamics of the system incorporate recent advances in modelling techniques.
openaire   +1 more source

Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets

International Review of Financial Analysis, 2021
Fenghua Wen, Xiong Wang
exaly  

Time-frequency connectedness and cross-quantile dependence between crude oil, Chinese commodity market, stock market and investor sentiment

Energy Economics, 2022
Zhifeng Dai
exaly  

Multi-scale risk contagion among international oil market, Chinese commodity market and Chinese stock market: A MODWT-Vine quantile regression approach

Energy Economics, 2022
Fenghua Wen, Zhifeng Dai
exaly  

Commodity Marketing

2005
Margit Enke, Martin Reimann, Anja Geigenmüller   +2 more
openaire   +2 more sources

The volatility connectedness of the EU carbon market with commodity and financial markets in time- and frequency-domain: The role of the U.S. economic policy uncertainty

Resources Policy, 2021
Oluwasegun B Adekoya, Johnson A Oliyide, Ambreen Noman   +2 more
exaly  

Information as a Commodity: Assessment of Market Value

1994
Publisher Summary This chapter focuses on the problem of assessing the market value of new types of commodities. The evolution of the marketplace for information appears to be governed by impulses stemming from the displacement of information, knowledge, or skill from persons to artifacts.
openaire   +2 more sources

The effects of commodity financialization on commodity market volatility

Resources Policy, 2021
Shusheng Ding, Tianxiang Cui, Anna Min Du   +2 more
exaly  

Commodities and markets

Culture and Organization, 2010
Stevphen Shukaitis, Ming Lim
openaire   +1 more source

The market quality of commodity futures markets

Journal of Futures Markets, 2020
Qingfu Liu, Yiuman Tse
exaly