Results 1 to 10 of about 11,366 (115)
Impact persistence of stock market risks in commodity markets: Evidence from China. [PDF]
PLoS ONE, 2021 The risk spillover among financial markets has been noticeably investigated in a burgeoning number of literature. Given those doctrines, we scrutinize the impact persistence of volatility spillover and illiquidity spillover of Chinese commodity markets ...
Shusheng Ding +5 more
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Early Warning of Systemic Risk in Commodity Markets Based on Transfer Entropy Networks: Evidence from China [PDF]
EntropyThis study aims to employ a causal network model based on transfer entropy for the early warning of systemic risk in commodity markets. We analyzed the dynamic causal relationships of prices for 25 commodities related to China (including futures and spot
Yiran Zhao +4 more
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Spillover and Drivers of Uncertainty among Oil and Commodity Markets
Mathematics, 2021 The paper aims to examine the spillover of uncertainty among commodity markets using Diebold–Yilmaz approach based on forecast error variance decomposition.
Muhammad Abubakr Naeem +3 more
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Economies, 2021 The present paper has two main objectives: first, to accurately estimate commodity price uncertainty; and second to analyze the uncertainty connectedness among commodity markets and the macroeconomic uncertainty, using the time-varying vector ...
Hedi Ben Haddad +2 more
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PLoS ONE, 2021 A relatively large body of literature has documented the welfare effects of smallholder farmers' participation in single-commodity output markets.
Julius Manda +5 more
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Exploring the dynamic connectedness between commodities and African equities
Cogent Economics & Finance, 2023 Market participants, regulators, and practitioners might have disregarded the prospective integration of African markets and the integration of commodity markets with traditional markets.
Samuel Kwaku Agyei, Ahmed Bossman
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Revisiting spillover effect: An empirical evidence from GARCH-ARMA approach [PDF]
Industrija, 2021 This study analyzes the spillover effect of markets' commodity, exchange rate, and stock price. Starting from July 1, 2009, the daily data to December 31, 2019, are conducted in our study. The GARCH-ARMA approach has been undertaken in this study.
Dolfriandra Huruta Andrian +4 more
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The Relationship Between Islamic Indices and Commodity Markets in Turkey: Evidence Fourier-Based Approaches [PDF]
Economic Horizons, 2018 Affecting a significant portion of the world economy, the commodity market is the world’s largest “nonfinancial” market. In addition to the other macroeconomic variables, commodity prices have a special importance for Islamic stock indices, which have ...
Şakir Sakarya +2 more
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Kryzys finansowy a finansyzacja rynków towarowych
Management and Business Administration. Central Europe, 2013 Purpose: Analysis of reasons, correlations and consequences following from the impact that financial investors have on commodity markets – both before and after the crisis.Methodology: The research on the tremendous impact that the financial sector ...
Waldemar Aspadarec
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Speculation and returns' volatility: Evidence from Pakistan Mercantile Exchange
Business Review, 2021 The debate about the role of speculators in commodity markets has been intensified after the financialization. The current study augments the empirical evidence related to speculators and their impact on volatility of commodity markets.
Falik Shear
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