Results 21 to 30 of about 1,135,713 (311)
Estimating optimal hedging ratio and hedging efficiency in China's stock market [PDF]
E3S Web of Conferences, 2023 This paper examines the risk spillover mechanism between China's stock market and international commodity markets using selected industry data series on soybean copper, gold, silver, sugar, and crude oil.
Yansong Song +3 more
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The “necessary evil” in Chinese commodity markets
, 2021 Enormous capital inflows into the emerging commodity futures markets in China raised concerns about the impact of speculation. Using a broad sample of 30 commodities across sectors, this paper investigates whether the increased presence of speculators in
Tingxi Zhang +5 more
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Speculation in the Agricultural Commodity Market [PDF]
Zeszyty Naukowe SGGW w Warszawie - Problemy Rolnictwa Światowego, 2013 This paper studies the role of speculators in explaining agricultural commodity price movements. The spikes in global agricultural commodity prices in 2007-2008 and 2010‑2011 have opened a debate on the contribution of speculation to recent food price volatility. Most academic literature does not support the idea that speculators drive commodity prices
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Evaluating the connectedness of commodity future markets via the cross-correlation network
Frontiers in Physics, 2022 Financial markets are widely believed to be complex systems where interdependencies exist among individual entities in the system enabling the risk spillover effect. The detrended cross-correlation analysis (DCCA) has found wide applications in examining
Lei Hou, Yueling Pan
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Pricing of Commodity and Energy Derivatives for Polynomial Processes
Mathematics, 2021 Operating in energy and commodity markets require a management of risk using derivative products such as forward and futures, as well as options on these.
Fred Espen Benth
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Forecasting Commodity Market Synchronization with Commodity Currencies: A Network-Based Approach
Entropy, 2023 This paper shows that some commodity currencies (from Chile, Iceland, Norway, South Africa, Australia, Canada, and New Zealand) predict the synchronization of metals and energy commodities.
Nicolas S. Magner +3 more
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Comovement and contagion in commodity markets
Cogent Economics & Finance, 2022 This article investigates comovement and contagions in the commodities markets. We examine the comovement by analyzing the unconditional correlation coefficients. We document that commodities tend to partially integrate.
Dony Abdul Chalid, Rangga Handika
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Marketing Institutions in International Commodity Markets [PDF]
Journal of Agricultural and Applied Economics, 1986 International markets for the majority of agricultural commodities are extremely complex. They include public and private traders along with influences from domestic and international government policies. In recent years, the United States has experienced a decline in the market share in two of its major agricultural exports—rice and wheat. For example,
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Geoeconomic Fragmentation and Commodity Markets
IMF Working Papers, 2023 This paper studies the economic impact of fragmentation of commodity trade. We assemble a novel dataset of production and bilateral trade flows of the 48 most important energy, mineral and agricultural commodities. We develop a partial equilibrium framework to assess which commodity markets are most vulnerable in the event of trade disruptions and the ...
Jorge Alvarez +5 more
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, 2022 Commodity markets are integral to the global economy. Understanding what drives developments of these markets is critical to the design of policy frameworks that facilitate the economic objectives of sustainable growth, inflation stability, poverty reduction, food security, and the mitigation of climate change.
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